BIS Quarterly Review: 'June 2010,,,,,,,,,,,,,,,,,,,,,,,,,
Table 21C: Amounts outstanding of OTC single-currency interest rate derivatives,,,,,,,,,,,,,,,,,,,,,,,,,
By instrument and maturity ,,,,,,,,,,,,,,,,,,,,,,,,,
In billions of US dollars,,,,,,,,,,,,,,,,,,,,,,,,,
All counterparties,,,,,,,,,,,,,,,,,,,,,,,,,
,,Jun.1998,Dec.1998,Jun.1999,Dec.1999,Jun.2000,Dec.2000,Jun.2001,Dec.2001,Jun.2002,Dec.2002,Jun.2003,Dec.2003,Jun.2004,Dec.2004,Jun.2005,Dec.2005,Jun.2006,Dec.2006,Jun.2007,Dec.2007,Jun.2008,Dec.2008,Jun.2009,Dec.2009
Total contracts,H:N:A:C:A:A:A:5A,42368.395,50014.686,54071.504,60090.932,64124.689,64667.584,67465.396,77567.657,89954.606,101657.673,121799.273,141990.565,164626.343,190501.941,204795.275,211970.492,262525.565,291581.482,347312.144,393138.1,458303.947,385895.84,437197.567,449792.685
Maturity of one year or less,H:N:A:C:A:A:A:8A,17421.722,18184.928,20286.624,24874.09,25808.839,24106.907,25604.938,27885.916,33673.729,36937.566,44927.037,46473.962,57157.272,62658.551,66680.897,69378.224,90755.235,104097.588,132402.333,127600.866,153180.683,152060.328,159142.505,179993.621
Maturity between 1 and 5 years,H:N:A:C:A:A:A:8B,16804.786,21405.219,21984.673,23178.735,24405.741,25922.997,26307.531,30566.42,34436.804,40137.185,46645.995,58913.76,66093.443,77928.568,82341.177,86549.813,101909.493,110313.879,125700.103,134713.169,150095.696,124731.447,128301.37,134282.472
Maturity over 5 years,H:N:A:C:A:A:A:8C,8140.758,10420.21,11799.944,12038.176,13910.091,14637.669,15552.929,19115.328,21844.075,24582.92,30226.236,36602.842,41375.629,49914.823,55773.191,56042.441,69860.834,77170.018,89209.713,130824.077,155027.544,109104.041,149753.698,135516.606
Forwards and swaps,H:N:A:C:F:A:A:5A + H:N:A:C:G:A:A:5A,34510.253,42017.272,45509.283,50711.402,54763.974,55191.124,57944.013,66634.319,77379.649,87911.929,104853.087,121978.398,140714.159,163420.004,177722.8,183374.892,225705.077,248360.968,295024.416,336187.038,396141.776,344761.422,388684.122,400985.093
Maturity of one year or less,H:N:A:C:Q:A:A:8A,14347.971,16068.663,18064.405,21786.682,23368.363,21682.728,23247.702,25115.429,30368.774,33212.715,39947.78,41084.274,49397.395,52948.178,58540.565,61600.017,80386.85,90708.677,116495.96,113626.119,138214.932,141043.445,150629.956,168627.489
Maturity between 1 and 5 years,H:N:A:C:Q:A:A:8B,13430.076,17171.884,17925.741,18761.138,19831.11,21217.12,21548.592,25232.933,28583.032,33897.883,39058.58,49865.674,56041.892,67030.785,71217.867,73782.166,86254.062,92677.882,103900.336,114109.469,128740.72,108035.221,111430.945,118491.812
Maturity over 5 years,H:N:A:C:Q:A:A:8C,6731.003,8772.793,9518.606,10163.587,11564.488,12291.281,13147.728,16285.972,18427.836,20801.327,25846.734,31028.449,35274.872,43441.031,47964.371,47992.709,59064.161,64974.41,74628.129,108451.455,129186.119,95682.745,126623.222,113865.794
Options,H:N:A:C:H:A:A:5A,7858.141,7997.412,8562.226,9379.526,9360.72,9476.455,9521.379,10933.331,12574.962,13745.747,16946.182,20012.167,23912.19,27081.951,27072.479,28595.598,36820.5,43220.521,52287.744,56951.06,62162.192,41134.42,48513.446,48807.609
Maturity of one year or less,H:N:A:C:H:A:A:8A,3073.753,2116.263,2222.215,3087.405,2440.475,2424.175,2357.239,2770.49,3304.957,3724.852,4979.263,5389.693,7759.879,9710.377,8140.337,7778.218,10368.383,13388.918,15906.38,13974.747,14965.756,11016.89,8512.546,11366.132
Maturity between 1 and 5 years,H:N:A:C:H:A:A:8B,3374.711,4233.327,4058.932,4417.595,4574.633,4705.884,4758.933,5333.484,5853.774,6239.305,7587.418,9048.089,10051.554,10897.787,11123.316,12767.652,15655.442,17636.004,21799.777,20603.7,21354.984,16696.22,16870.422,15790.658
Maturity over 5 years,H:N:A:C:H:A:A:8C,1409.751,1647.418,2281.075,1874.587,2345.603,2346.387,2405.204,2829.357,3416.233,3781.593,4379.502,5574.393,6100.764,6473.792,7808.823,8049.738,10796.68,12195.612,14581.587,22372.617,25841.435,13421.297,23130.475,21650.817
Reporting Dealers,,,,,,,,,,,,,,,,,,,,,,,,,
,,Jun.1998,Dec.1998,Jun.1999,Dec.1999,Jun.2000,Dec.2000,Jun.2001,Dec.2001,Jun.2002,Dec.2002,Jun.2003,Dec.2003,Jun.2004,Dec.2004,Jun.2005,Dec.2005,Jun.2006,Dec.2006,Jun.2007,Dec.2007,Jun.2008,Dec.2008,Jun.2009,Dec.2009
Total contracts,H:N:A:C:A:C:A:5A,18244.225,24441.547,27059.443,30517.602,32208.103,31493.674,32318.532,35471.567,43340.356,46722.452,53622.027,63578.788,72549.961,82257.572,87048.61,91540.956,114825.803,127432.466,148555.095,157245.35,188982.411,160261.125,148149.998,138536.803
Maturity of one year or less,H:N:A:C:A:C:A:8A,8197.48,9676.595,11039.343,13190.419,13566.324,11883.641,13012.576,13980.279,17066.556,18099.15,21206.2,22366.382,28017.329,29477.401,31453.763,33618.966,43774.53,49538.091,60107.758,60805.327,79955.229,69256.049,62635.485,63126.204
Maturity between 1 and 5 years,H:N:A:C:A:C:A:8B,7135.462,10281.208,10886.624,11795.66,12319.593,12915.564,12532.392,13768.313,16500.61,18488.016,20412.3,26250.218,28623.018,33171.061,34529.903,36143.3,43532.891,47231.302,53468.674,56782.509,63969.233,49514.431,43870.218,43103.587
Maturity over 5 years,H:N:A:C:A:C:A:8C,2912.329,4488.241,5133.998,5531.445,6322.204,6694.475,6773.562,7722.981,9773.186,10135.277,12003.532,14962.2,15909.628,19609.111,21064.963,21778.705,27518.404,30663.088,34978.681,39657.52,45057.965,41490.643,41644.288,32307.017
Forwards and swaps,H:N:A:C:F:C:A:5A + H:N:A:C:G:C:A:5A,15910.252,21158.064,23848.96,27014.267,28369.166,27481.975,28216.644,30814.277,38047.751,40941.689,46684.083,54991.633,63272.545,71171.829,75143.634,78361.455,97324.512,106302.288,122077.78,131541.153,159691.712,135762.735,124322.854,115303.583
Maturity of one year or less,H:N:A:C:Q:C:A:8A,7616.565,8863.573,10168.089,12250.934,12606.273,10892.683,12010.411,12822.871,15799.499,16565.516,19230.235,20051.794,25302.742,26088.798,28292.745,30211.595,39667.678,44389.103,53828.777,54879.612,72793.224,63628.05,58057.715,57281.494
Maturity between 1 and 5 years,H:N:A:C:Q:C:A:8B,5893.344,8491.567,9210.74,9956.213,10369.853,10900.449,10458.114,11465.659,13986.561,15780.331,17219.456,22329.213,24566.035,28366.825,29532.486,30302.123,35819.423,38312.904,41781.296,46348.513,52223.395,39364.805,34270.795,34625.481
Maturity over 5 years,H:N:A:C:Q:C:A:8C,2401.467,3807.099,4470.652,4807.119,5393.056,5688.852,5748.121,6525.751,8261.687,8595.838,10234.388,12610.626,13403.772,16716.201,17318.408,17847.732,21837.418,23600.284,26467.71,30313.029,34675.099,32769.875,31994.343,23396.6
Options,H:N:A:C:H:C:A:5A,2333.973,3283.483,3210.483,3503.335,3838.937,4011.699,4101.888,4657.29,5292.605,5780.763,6937.944,8587.155,9277.416,11085.743,11904.976,13179.501,17501.291,21130.178,26477.315,25704.197,29290.699,24498.39,23827.144,23233.22
Maturity of one year or less,H:N:A:C:H:C:A:8A,580.915,813.022,871.254,939.485,960.051,990.958,1002.165,1157.408,1267.057,1533.634,1975.965,2314.588,2714.587,3388.603,3161.018,3407.371,4106.852,5148.988,6278.981,5925.715,7162.005,5627.999,4577.77,5844.71
Maturity between 1 and 5 years,H:N:A:C:H:C:A:8B,1242.118,1789.641,1675.884,1839.447,1949.74,2015.115,2074.278,2302.654,2514.049,2707.685,3192.844,3921.005,4056.983,4804.236,4997.417,5841.177,7713.468,8918.398,11687.378,10433.996,11745.838,10149.626,9599.423,8478.106
Maturity over 5 years,H:N:A:C:H:C:A:8C,510.862,681.142,663.346,724.326,929.148,1005.623,1025.441,1197.23,1511.499,1539.439,1769.144,2351.574,2505.856,2892.91,3746.555,3930.973,5680.986,7062.804,8510.971,9344.491,10382.866,8720.768,9649.945,8910.417



Table 22A: Amounts outstanding of OTC equity-linked and commodity derivatives,,,,,,,,,,,,,,,,,,,,,,,,,
By instrument and counterparty,,,,,,,,,,,,,,,,,,,,,,,,,
In billions of US dollars,,,,,,,,,,,,,,,,,,,,,,,,,
Notional amounts outstanding,,,,,,,,,,,,,,,,,,,,,,,,,
,,Jun.1998,Dec.1998,Jun.1999,Dec.1999,Jun.2000,Dec.2000,Jun.2001,Dec.2001,Jun.2002,Dec.2002,Jun.2003,Dec.2003,Jun.2004,Dec.2004,Jun.2005,Dec.2005,Jun.2006,Dec.2006,Jun.2007,Dec.2007,Jun.2008,Dec.2008,Jun.2009,Dec.2009
Total equity contracts,H:N:A:D:A:A:A:5A,1273.858,1488.086,1510.793,1809.428,1645.421,1890.537,1884.307,1880.968,2213.524,2308.679,2798.874,3787.131,4520.855,4384.969,4550.632,5793.211,6781.827,7487.958,8589.645,8469.328,10177.249,6154.562,6615.159,6591.451
Reporting dealers,H:N:A:D:A:C:A:5A,291.564,412.846,454.23,522.363,528.343,608.634,617.443,643.76,787.758,739.052,877.224,1008.298,1079.125,1333.996,1454.073,1940.451,2593.469,2536.843,3117.815,3010.529,3478.724,2097.275,2656.242,2187.969
Other financial institutions,H:N:A:D:A:E:A:5A,706.928,582.944,674.965,789.645,752.696,668.042,971.683,847.005,985.972,1053.373,1248.144,2091.203,2520.788,2484.638,2522,3332.304,3515.399,4294.676,4472.552,4597.905,5495.738,3294.947,3276.704,3711.091
Non-financial institutions,H:N:A:D:A:F:A:5A,275.366,492.302,381.602,497.419,364.381,613.857,295.177,390.201,439.788,516.253,673.506,687.626,920.946,566.343,574.569,520.463,672.968,656.446,999.283,860.903,1202.793,762.336,682.214,692.39
Forwards and swaps,H:N:A:D:C:A:A:5A,153.916,146.172,198.044,282.765,339.867,335.4,328.766,319.949,385.55,364.324,487.602,601.051,691.365,755.749,1086.144,1176.531,1430.464,1767.482,2470.245,2233.005,2656.723,1552.523,1708.828,1829.872
Reporting dealers,H:N:A:D:C:C:A:5A,33.709,26.63,36.739,34.506,59.429,45.304,80.635,55.352,86.644,62.896,115.945,128.6,161.219,206.701,231.643,249.312,350.322,440.916,657.671,637.294,599.31,360.888,447.135,466.398
Other financial institutions,H:N:A:D:C:E:A:5A,56.941,79.541,90.267,157.563,186.851,189.234,178.336,151.044,205.928,183.079,215.918,339.66,409.978,427.191,657.63,740.147,816.312,1048.903,1320.996,1262.129,1488.718,926.749,978.535,1076.949
Non-financial institutions,H:N:A:D:C:F:A:5A,63.266,40.003,71.04,90.696,93.585,100.859,69.792,113.553,92.978,118.351,155.739,132.788,120.167,121.858,196.872,187.073,263.833,277.661,491.575,333.582,568.693,264.887,283.161,286.524
Options,H:N:A:D:H:A:A:5A,1119.943,1341.919,1312.75,1526.661,1305.551,1555.14,1555.541,1561.017,1827.976,1944.353,2311.273,3186.082,3829.496,3629.225,3464.496,4616.685,5351.366,5720.482,6119.405,6236.328,7520.534,4602.033,4906.333,4761.575
Reporting dealers,H:N:A:D:H:C:A:5A,257.855,386.216,417.491,487.857,468.914,563.33,536.808,588.408,701.114,676.156,761.279,879.698,917.906,1127.295,1222.43,1691.139,2243.147,2095.927,2460.144,2373.235,2879.414,1736.387,2209.107,1721.571
Other financial institutions,H:N:A:D:H:E:A:5A,649.987,503.403,584.698,632.082,565.845,478.808,793.347,695.961,780.044,870.294,1032.226,1751.543,2110.81,2057.447,1864.37,2592.157,2699.087,3245.773,3151.556,3335.776,4007.02,2368.198,2298.169,2634.142
Non-financial institutions,H:N:A:D:H:F:A:5A,212.1,452.299,310.562,406.723,270.796,512.998,225.385,276.648,346.81,397.902,517.767,554.838,800.779,444.485,377.697,333.39,409.135,378.785,507.708,527.321,634.1,497.449,399.053,405.866
Total commodity,,,,,,,,,,,,,,,,,,,,,,,,,
Contracts,H:N:A:H:A:A:A:5A,443.106,408.024,440.631,548.439,584.168,662.263,590.099,598.054,776.984,923.116,1039.666,1405.909,1269.823,1443.432,2939.878,5434.498,6394.26,7115.01,7566.671,8455.496,13228.676,4364.008,3729.293,2944.018
Gold,H:N:A:E:A:A:A:5A,184.926,174.97,188.78,243.085,261.496,217.661,203.24,231.212,279.063,315.135,303.553,344.137,317.544,369.222,287.551,334.351,456.345,639.888,425.535,594.752,649.146,331.83,425.079,423.184
Forwards and swaps,H:N:A:E:C:A:A:5A,102.658,76.224,86.689,118.892,120.086,101.312,87.535,100.895,117.957,135.618,134.19,153.737,128.732,132.445,109.151,128.078,148.144,139.092,140.927,199.775,221.635,115.818,178.682,200.708
Options,H:N:A:E:H:A:A:5A,82.268,98.746,102.091,124.193,141.41,116.349,115.705,130.317,161.106,179.517,169.363,190.4,188.812,236.777,178.4,206.273,308.201,500.796,284.608,394.977,427.511,216.012,246.397,222.476
Other precious metals,H:N:A:F:A:A:A:5A,25.329,49.944,61.779,53.979,57.025,55.203,25.373,30.277,53.601,57.174,75.118,38.247,40.122,53.081,51.548,62.143,84.227,76.049,87.825,102.547,190.227,111.109,202.75,107.122
Forwards and swaps,H:N:A:F:C:A:A:5A,14.803,22.074,23.889,14.134,8.52,10.745,10.489,15.79,18.907,26.672,23.263,21.753,22.68,21.651,20.613,28.515,34.667,32.527,42.245,50.664,86.285,61.725,100.545,75.949
Options,H:N:A:F:H:A:A:5A,10.527,27.871,37.891,39.846,48.507,44.457,14.883,14.485,34.694,30.501,51.857,16.493,17.443,31.429,30.937,33.629,49.561,43.524,45.581,51.878,103.944,49.388,102.2,31.173
Other commodities,H:N:A:G:A:A:A:5A,232.851,183.11,190.072,251.375,265.647,389.399,361.486,336.565,444.32,550.807,660.995,1023.525,912.157,1021.129,2600.779,5038.004,5853.688,6399.073,7053.311,7758.197,12389.303,3921.069,3101.464,2413.712
Forwards and swaps,H:N:A:G:C:A:A:5A,137.828,114.479,102.817,148.371,159.265,237.705,218.447,201.247,271.455,375.697,434.295,398.189,480.658,536.8,1727.594,1880.571,2153.389,2779.993,3404.656,5034.274,7474.245,2409.577,1671.01,1598.958
Options,H:N:A:G:H:A:A:5A,95.024,68.631,87.254,103.003,106.382,151.682,143.04,135.32,172.866,175.109,226.702,625.333,431.5,484.331,873.186,3157.432,3700.297,3619.083,3648.655,2723.925,4915.061,1511.491,1430.455,814.75
Gross market values,,,,,,,,,,,,,,,,,,,,,,,,,
,,Jun.1998,Dec.1998,Jun.1999,Dec.1999,Jun.2000,Dec.2000,Jun.2001,Dec.2001,Jun.2002,Dec.2002,Jun.2003,Dec.2003,Jun.2004,Dec.2004,Jun.2005,Dec.2005,Jun.2006,Dec.2006,Jun.2007,Dec.2007,Jun.2008,Dec.2008,Jun.2009,Dec.2009
Total equity contracts,H:N:D:D:A:A:A:5A,190.256,235.635,244.371,359.264,292.853,289.29,199.377,205.131,242.863,255.42,259.973,273.939,294.169,498.326,382.154,581.923,670.821,852.784,1115.654,1141.901,1145.567,1051.297,879.442,710.062
Reporting dealers,H:N:D:D:A:C:A:5A,52.027,70.234,67.239,95.07,89.168,70.242,56.871,62.253,83.151,90.386,87.498,83.75,86.581,98.684,115.09,177.445,233.434,290.33,405.465,397.758,375.556,386.032,366.654,270.577
Other financial institutions,H:N:D:D:A:E:A:5A,89.234,105.947,99.676,167.935,126.267,92.235,87.683,64.706,83.243,90.592,97.315,115.225,140.5,331.026,187.134,323.147,341.126,451.543,549.396,577.964,615.675,531.074,400.414,325.007
Non-financial institutions,H:N:D:D:A:F:A:5A,48.991,59.359,77.456,96.253,77.417,126.815,54.822,78.172,76.47,74.439,75.164,74.962,67.079,68.615,79.931,81.329,96.269,110.909,160.797,166.183,154.334,134.194,112.376,114.478
Forwards and swaps,H:N:D:D:C:A:A:5A,20.38,43.616,51.651,71.136,61.771,60.562,48.93,57.685,61.852,61.075,66.944,57.035,62.858,76.072,87.984,111.782,147.437,166.38,240.103,238.729,282.939,323.315,225.465,178.616
Reporting dealers,H:N:D:D:C:C:A:5A,2.69,3.122,2.896,6.575,7.809,6.569,7.703,11.581,18.37,13.626,14.447,13.286,12.466,16.537,19.627,20.144,29.507,29.197,46.474,40.962,52.455,79.939,58.017,33.855
Other financial institutions,H:N:D:D:C:E:A:5A,9.642,21.502,19.812,42.356,36.375,30.948,25.871,16.948,24.534,22.598,26.333,24.333,31.027,38.655,45.759,63.513,83.114,104.307,146.073,152.718,183.934,192.282,130.11,106.399
Non-financial institutions,H:N:D:D:C:F:A:5A,8.045,18.991,28.941,22.206,17.59,23.044,15.354,29.156,18.947,24.851,26.163,19.416,19.358,20.878,22.596,28.125,34.818,32.876,47.557,45.052,46.55,51.094,37.339,38.363
Options,H:N:D:D:H:A:A:5A,169.874,191.924,192.722,288.126,231.082,228.729,150.448,147.444,181.012,194.342,193.036,216.903,231.31,422.255,294.169,470.141,523.387,686.403,875.556,903.171,862.629,727.984,653.977,531.446
Reporting dealers,H:N:D:D:H:C:A:5A,49.337,67.112,64.343,88.495,81.359,63.673,49.168,50.672,64.781,76.76,73.051,70.464,74.115,82.147,95.463,157.301,203.927,261.133,358.991,356.796,323.101,306.093,308.637,236.722
Other financial institutions,H:N:D:D:H:E:A:5A,79.592,84.445,79.864,125.579,89.892,61.287,61.812,47.758,58.709,67.994,70.982,90.892,109.473,292.371,141.375,259.634,258.012,347.236,403.323,425.246,431.741,338.792,270.304,218.608
Non-financial institutions,H:N:D:D:H:F:A:5A,40.946,40.368,48.515,74.047,59.827,103.771,39.468,49.016,57.523,49.588,49.001,55.546,47.721,47.737,57.335,53.204,61.451,78.033,113.24,121.131,107.784,83.1,75.037,76.115
Total commodity,,,,,,,,,,,,,,,,,,,,,,,,,
Contracts,H:N:D:H:A:A:A:5A,38.085,42.856,44.025,59.712,79.766,133.46,83.045,75.494,78.738,85.802,99.78,127.552,166.406,168.625,375.696,870.698,718.147,667.487,636.111,1898.413,2208.98,945.526,689.207,545.136
Gold,H:N:D:E:A:A:A:5A,9.702,12.872,22.522,22.966,19.215,16.969,20.66,19.955,27.75,28.152,11.733,39.187,44.948,31.851,24.278,51.03,76.754,56.215,47.181,69.573,67.819,55.05,43.219,48.081
Forwards and swaps,H:N:D:E:C:A:A:5A,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-
Options,H:N:D:E:H:A:A:5A,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-
Other precious metals,H:N:D:F:A:A:A:5A,1.589,2.316,4.248,3.821,2.941,3.15,1.847,3.832,4.525,3.141,3.515,4.618,3.376,3.938,2.843,5.562,11.022,8.383,6.116,10.595,14.027,17.886,31.853,14.968
Forwards and swaps,H:N:D:F:C:A:A:5A,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-
Options,H:N:D:F:H:A:A:5A,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-
Other commodities,H:N:D:G:A:A:A:5A,26.794,27.668,17.255,32.925,57.61,113.341,60.538,51.707,46.463,54.509,84.532,83.747,118.082,132.836,348.575,814.106,630.371,602.889,582.814,1818.245,2127.134,872.59,614.135,482.087
Forwards and swaps,H:N:D:G:C:A:A:5A,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-
Options,H:N:D:G:H:A:A:5A,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-,-