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Main indicators of the Russian FX market according to the methodology of the Bank for International Settlements
The report was made within the Triennial Central Bank Survey of Foreign Exchange and Derivatives Market Activity programme of the Bank for International Settlements (Basel, Switzerland)
(According to the report № 0409701"The foreign exchange transactions report" data, received from 40 credit organizations registered in Moscow and Saint-Petersburg regions)
FOREIGN EXCHANGE CONTRACTS
Nominal or notional principal amounts outstanding at end-June 2004
(millions of US dollars)

Instruments USD EUR JPY GBP CHF RUB Other TOT
OUTRIGHT FORWARDS AND FOREIGN EXCHANGE SWAPS1
with reporting dealers 1,346 326 1 8 1,203 7 2,892
with other financial institutions 1,687 230 11 24 1,472 66 3,489
with non-financial customers 2,942 1,108 200 1,076 150 1,064 28 6,568
TOTAL 5,974 1,664 213 1,108 150 3,739 101 12 949
OTC OPTIONS
Sold
with reporting dealers 61 61 121
with other financial institutions 36 36 73
with non-financial customers 55 55 111
TOTAL 152 61 0 36 0 55 0 305
Bought
with reporting dealers 176 67 35 144 422
with other financial institutions 872 852 37 37 20 1,819
with non-financial customers 60 60 120
TOTAL 1,108 919 73 182 0 80 0 2 361
TOTAL OTC OPTIONS 1,261 980 73 218 0 136 0 2,666
TOTAL FX CONTRACTS 7,235 2,644 286 1,326 150 3,874 101 15,615

1 Including “overnight” and "tommorow/next day“swap transactions.

NOTIONAL AMOUNTS OUTSTANDING OF OTC DERIVATIVES CONTRACTS
by remaining maturity at end-June 2004
(in millions of USD)

Risk category Forwards and swaps1 OTC options sold OTC options bought Total
One year or less Over one year and up to five years Over five years One year or less Over one year and up to five years Over five years One year or less Over one year and up to five years Over five years One year or less Over one year and up to five years Over five years
FOREIGN EXCHANGE CONTRACTS 12,109 839 0 305 0 0 2,361 0 0 14,776 839 0
with reporting dealers 2,725 167 0 121 0 0 422 0 0 3,268 167 0
with other financial institutions 2,851 638 0 73 0 0 1,819 0 0 4,743 638 0
with non-financial customers 6,533 34 0 111 0 0 120 0 0 6,764 34 0

1 Including “overnight” and "tommorow/next day"swap transactions.
Updated October 12, 2004.