536-8.1a_quote[1]

536-8.1a_quote[1] - ISDA Market Survey Notional amounts...

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ISDA Market Survey Notional amounts outstanding at year-end, all surveyed contracts, 1987-present Notional amounts in billions of US dollars Year-end outstandings for interest rate swaps Year-end outstandings for currency swaps Year-end outstandings for interest rate options Total IR and currency outstandings Total credit default swap outstandings Total equity derivative outstandings 1987 682.80 $ 182.80 $ 865.60 $ 1988 1,010.20 316.80 327.30 1,654.30 1989 1,502.60 434.90 537.30 2,474.70 1990 2,311.54 577.53 561.30 3,450.30 1991 3,065.10 807.67 577.20 4,449.50 1992 3,850.81 860.39 634.50 5,345.70 1993 6,177.35 899.62 1,397.60 8,474.50 1994 8,815.56 914.85 1,572.80 11,303.20 1995 12,810.74 1,197.39 3,704.50 17,712.60 1996 19,170.91 1,059.64 4,722.60 25,453.10 1997 22,291.33 1,823.63 4,920.10 29,035.00 1998 50,997.00 1999 58,265.00 2000 63,009.00 2001 69,207.30 918.87 2002 101,318.49 2,191.57 2,455.29 2003 142,306.92 3,779.40 3,444.08 2004 183,583.27 8,422.26 4,151.29 2005 213,194.58 17,096.14 5,553.97 2006 285,728.14 34,422.80 7,178.48 2007 382,302.71 62,173.20 9,995.71 2008 403,072.81 38,563.82 8,733.03 2009 426,749.60 30,428.11 6,771.58 Copyright @ 2010 by International Swaps and Derivatives Association, Inc. Brief excerpts may be reproduced provided the source is stated. Page 1 of 4
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Foreign exchange derivatives by instrument, counterparty and currency ¹ Notional amounts outstanding at end December 2009 In millions of US dollars Instrument/counterparty Total US dollar Euro Japanese yen Sterling Swiss franc Canadian dollar Swedish krona Australian dollar Hong Kong dollar Norwegian krone Danish krone New Zealand dollar Residual Outright forwards and foreign exchange swaps 23,129,291 19,402,356 9,124,713 3,989,164 3,044,243 1,618,120 1,069,909 847,915 899,449 176,053 177,866 163,927 5,373 5,739,494 with reporting dealers 7,683,082 6,916,060 2,662,943 1,631,401 811,151 723,568 256,430 237,750 189,101 53,562 57,570 35,346 1,490 1,789,792 with other financial institutions 10,496,977 8,895,606 4,058,347 1,654,385 1,400,811 566,623 496,163 290,063 535,808 88,106 61,310 71,616 2,939 2,872,177 with non-financial institutions
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This note was uploaded on 11/07/2011 for the course FIN 536 taught by Professor Staff during the Spring '11 term at S.F. State.

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536-8.1a_quote[1] - ISDA Market Survey Notional amounts...

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