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Table Complementary

Table Complementary

Central Bank Survey of Foreign Exchange and Derivatives Market Activity
COMPLEMENTARY INFORMATION REQUIREMENTS

Country RUSSIA
1. Information on the number of business days Number of days 21
2. Information on coverage and concentration FX Turnover Derivatives Turnover
a) The final number of participating institutions 40 40
b) The estimated percentage coverage of their survey 91% 91%
c) The number of institutions accounting for 75 percent of the reported totals. 12 11
3. Information on trend of trading activity FX Turnover Derivatives Turnover 1 Below normal = 1, Normal = 2, Above normal = 3
Level of turnover: Below normal, Normal, Above normal1 3 3
Compared to previous 6 months: Decreasing, Steady, Increasing2 3 3 2 Decreasing = 1, Steady = 2, Increasing = 3
4. Data on forward contracts for differences (incl. non-deliverable forwards)
Turnover of forward contracts where only the difference between the contracted forward outright rate and the prevailing spot rate is settled at maturity.
G10 currencies only(1) Non-G10 currencies(2)
In Africa & Middle East In Asia & Pacific In Europe In Latin America & Caribbean
Turnover of forward contracts for differences (in millions of US dollar) 1,426 1 331 22,129 0
(1) Contracts that only involve G10 currencies on both sides of the transaction.
(2) Contracts that involve G10 currencies only on one side of the transaction or non-G10 currencies on both sides of the transaction. In case of transactions involving non-G10 currencies from different regional areas, please split the notional amount evenly between the two relevant columns in the form.

Table A1

Central Bank Survey of Foreign Exchange and Derivatives Market Activity
FOREIGN EXCHANGE CONTRACTS1
Turnover in nominal or notional principal amounts in April 2007
(in millions of USD)

Instruments Domestic currency against
USD EUR JPY GBP CHF CAD AUD SEK Other2 TOT
SPOT3
with reporting dealers 267,869 2,510 23 2 47 0 0 270,451
— local 235,227 1,346 23 2 47 0 0 236,645
— cross-border 32,642 1,164 0 33,806
with other financial institutions 104,731 7,060 22 19 4 8 37 111,881
— local 92,455 2,503 22 8 2 8 7 95,005
— cross-border 12,276 4,558 11 2 30 16,876
with non-financial customers 105,144 8,677 5 150 41 1 0 5 19 114,041
— local 42,402 3,406 4 57 35 0 0 5 19 45,930
— cross-border 62,741 5,271 0 93 6 0 0 0 0 68,111
TOTAL 477,744 18,247 49 170 92 1 0 13 56 496,374
OUTRIGHT FORWARDS4
with reporting dealers 9,544 125 9,669
— local 1,583 1,583
— cross-border 7,962 125 8,086
with other financial institutions 5,924 244 6,167
— local 4,545 244 4,788
— cross-border 1,379 1,379
with non-financial customers 5,637 533 0 6,170
— local 4,283 304 0 4,587
— cross-border 1,354 229 1,583
TOTAL 21,105 901 0 22,007
Maturities
seven days or less 3,196 104 3,300
over seven days and up to one year 17,213 788 0 18,002
over one year 696 8 705
FOREIGN EXCHANGE SWAPS5
with reporting dealers 121,197 343 121,540
— local 93,955 287 94,242
— cross-border 27,243 56 27,298
with other financial institutions 36,788 2,986 39,774
— local 34,722 2,894 37,616
— cross-border 2,066 92 2,158
with non-financial customers 4,106 1,973 6,079
— local
— cross-border 4,106 1,973 6,079
TOTAL 162,091 5,302 167,393
Maturities
seven days or less 159,540 5,047 164,587
over seven days and up to one year 2,528 254 2,782
over one year 23 2 25

1 All transactions involving exposure to more than one currency, whether in interest rates or exchange rates.
2 See also table A4 for a more detailed breakdown of total turnover in "other“currencies.
3 Excluding “tomorrow/next day” transactions.
4 Including non-deliverable forwards and other contracts-for-differences.
5 A swap is considered to be a single transaction in that the two legs are not counted separately. Includes “tomorrow/next day” transactions.

Table A2

Central Bank Survey of Foreign Exchange and Derivatives Market Activity
FOREIGN EXCHANGE CONTRACTS1
Turnover in nominal or notional principal amounts in April 2007
(in millions of USD)

Instruments USD against
EUR JPY GBP CHF CAD AUD SEK Other2 TOT
SPOT3
with reporting dealers 135,932 15,017 31,773 2,457 337 223 19 5,382 191,140
— local 69,304 7,390 15,793 940 78 28 0 34 93,567
— cross-border 66,628 7,627 15,980 1,516 259 196 19 5,348 97,573
with other financial institutions 21,496 1,516 11,146 675 216 54 1 1,076 36,178
— local 11,711 584 8,582 526 144 14 1 22 21,583
— cross-border 9,785 931 2,563 149 71 41 0 1,054 14,595
with non-financial customers 128,274 693 17,210 201 132 31 2 50 146,593
— local 2,986 120 2,391 70 27 31 1 14 5,639
— cross-border 125,288 573 14,819 131 105 1 36 140,954
TOTAL 285,702 17,225 60,128 3,332 685 308 23 6,507 373,911
OUTRIGHT FORWARDS4
with reporting dealers 119 30 92 22 83 346
— local 13 13
— cross-border 119 30 80 22 83 333
with other financial institutions 4 26 6 220 256
— local 4 1 5
— cross-border 0 25 6 220 251
with non-financial customers 675 1 325 4 0 1 1,006
— local 64 64
— cross-border 611 1 325 4 0 1 942
TOTAL 798 56 418 32 0 303 1,608
Maturities
seven days or less 50 30 55 30 0 1 165
over seven days and up to one year 749 26 343 2 282 1,403
over one year 20 20 40
FOREIGN EXCHANGE SWAPS5
with reporting dealers 113,011 19,370 26,378 4,253 1,162 616 58 735 165,583
— local 25,859 5,633 8,448 886 100 37 93 41,055
— cross-border 87,152 13,738 17,930 3,367 1,062 579 58 642 124,528
with other financial institutions 14,050 5,771 3,717 2,643 330 51 2 583 27,147
— local 8,367 2,215 1,613 2,382 181 5 1 4 14,770
— cross-border 5,683 3,556 2,104 260 149 45 1 579 12,377
with non-financial customers 5,964 5,262 7,123 310 219 83 1 139 19,102
— local 1,198 51 2,509 62 24 53 22 3,918
— cross-border 4,766 5,211 4,615 248 195 30 1 118 15,183
TOTAL 133,025 30,403 37,218 7,206 1,712 750 61 1,457 211,832
Maturities
seven days or less 131,317 29,568 37,153 7,181 1,712 750 61 1,332 209,074
over seven days and up to one year 1,707 835 65 25 125 2,757
over one year

1 All transactions involving exposure to more than one currency, whether in interest rates or exchange rates.
2 See also table A4 for a more detailed breakdown of total turnover in “other” currencies.
3 Excluding “tomorrow/next day” transactions.
4 Including non-deliverable forwards and other contracts-for-differences.
5 A swap is considered to be a single transaction in that the two legs are not counted separately. Includes “tomorrow/next day” transactions.

Table A3

Central Bank Survey of Foreign Exchange and Derivatives Market Activity
FOREIGN EXCHANGE CONTRACTS1
Turnover in nominal or notional principal amounts in April 2007
(in millions of USD)

Instruments EUR against RESI-
DUAL3
GRAND
TOTAL4
JPY GBP CHF CAD AUD SEK Other2 TOT
SPOT5
with reporting dealers 2,829 862 142 47 140 11 32 4,063 2,709 468,363
— local 893 212 14 1,119 17 331,348
— cross-border 1,936 650 128 47 140 11 32 2,944 2,692 137,016
with other financial institutions 193 372 84 2 14 664 565 149,288
— local 88 122 32 1 243 17 116,848
— cross-border 105 250 52 1 14 421 549 32,440
with non-financial customers 1,159 244 18 0 0 0 1 1,423 35 262,092
— local 440 22 12 0 0 0 1 476 17 52,061
— cross-border 718 222 7 0 0 947 18 210,031
TOTAL 4,180 1,478 245 49 140 11 47 6,149 3,310 879,744
OUTRIGHT FORWARDS6
with reporting dealers 94 27 121 41 10,177
— local 1,595
— cross-border 94 27 121 41 8,582
with other financial institutions 110 6,534
— local 4,794
— cross-border 110 1,740
with non-financial customers 0 7,177
— local 4,652
— cross-border 0 2,525
TOTAL 94 27 121 152 23,887
Maturities
seven days or less 68 68 0 3,533
over seven days and up to one year 27 27 53 141 19,599
over one year 10 755
FOREIGN EXCHANGE SWAPS7
with reporting dealers 1,659 1,745 14 139 338 3,896 416 291,435
— local 1,160 78 1,239 46 136,582
— cross-border 499 1,667 14 139 338 2,657 370 154,853
with other financial institutions 147 125 53 4 74 402 414 67,737
— local 96 108 39 4 247 88 52,720
— cross-border 51 17 13 74 156 326 15,017
with non-financial customers 277 44 23 343 70 25,594
— local 277 44 23 343 11 4,272
— cross-border 59 21,321
TOTAL 2,083 1,914 89 143 338 74 4,641 900 384,766
Maturities
seven days or less 2,076 1,914 82 122 326 74 4,592 813 379,067
over seven days and up to one year 7 7 22 13 49 87 5,675
over one year 25

1 All transactions involving exposure to more than one currency, whether in interest rates or exchange rates.
2 See also table A4 for a more detailed breakdown of total turnover in “other” currencies.
3 “Residual” covers all currency pairs except those involving the domestic currency, the USD and the euro.
4 Covers the sum of the totals in tables A1, A2, A3 and the column “Residual”.
5 Excluding “tomorrow/next day” transactions.
6 Including non-deliverable forwards and other contracts-for-differences.
7 A swap is considered to be a single transaction in that the two legs are not counted separately. Includes “tomorrow/next day” transactions.

Table A4

Central Bank Survey of Foreign Exchange and Derivatives Market Activity
FOREIGN EXCHANGE CONTRACTS1
Turnover in nominal or notional principal amounts in April 2007
(in millions of USD)

Instruments Total turnover in listed currencies against all other currencies2
ARS AUD BGN BHD BRL CAD CHF CLP CNY COP CZK DKK EEK GBP HKD HUF IDR ILS INR JPY KRW LTL LVL MXN MYR NOK NZD PEN PHP PLN RON RUB SAR SEK SGD SKK THB TRL TWD ZAR OTHER
SPOT3
with reporting dealers 11 0 0 62 218 1 1 0 10,538
— local 26 42
— cross-border 11 0 0 62 192 1 1 0 10,495
with other financial institutions 1 0 0 8 74 0 2,174
— local 0 8 23 31
— cross-border 1 0 0 51 0 2,143
with non-financial customers 1 2 0 0 0 4 50 0 0 3 80
— local 1 2 0 0 0 4 19 0 0 3 38
— cross-border 0 1 30 41
TOTAL 1 14 0 0 0 0 75 343 1 1 3 12,791
OUTRIGHT FORWARDS4
with reporting dealers 2 164
— local
— cross-border 2 164
with other financial institutions 440
— local
— cross-border 440
with non-financial customers 2
— local
— cross-border 2
TOTAL 2 2 603
Maturities
seven days or less 2
over seven days and up to one year 2 563
over one year 40
FOREIGN EXCHANGE SWAPS5
with reporting dealers 1 8 37 1,004 28 10 480
— local 185
— cross-border 1 8 37 818 28 10 480
with other financial institutions 465 238 782
— local 172 9
— cross-border 293 229 782
with non-financial customers 277 1
— local 42 1
— cross-border 235
TOTAL 1 8 502 1,519 28 11 1,262
Maturities
seven days or less 1 8 497 1,500 18 6 1,003
over seven days and up to one year 5 19 10 5 259
over one year

1 All transactions involving exposure to more than one currency, whether in interest rates or exchange rates.
2 Only transactions which are included in the columns “other” in tables A1, A2 and A3 and “residual” in table A3 . Direct offshore cross-trades between two currencies listed in this table should be reported in both of the relevant currency columns making up 200% of the deal. For further explanation on how to complete table A4 please refer to “currency breakdown across tables” in the instructions sheet.
3 Excluding “tomorrow/next day” transactions.
4 Including non-deliverable forwards and other contracts-for-differences.
5 A swap is considered to be a single transaction in that the two legs are not counted separately. Includes “tomorrow/next day” transactions.

Table A5

Central Bank Survey of Foreign Exchange and Derivatives Market Activity
FOREIGN EXCHANGE CONTRACTS1
Turnover in nominal or notional principal amounts in April 2007
(in millions of USD)

Instruments Domestic currency against
USD EUR JPY GBP CHF CAD AUD SEK Other2 TOT
CURRENCY SWAPS3
with reporting dealers
— local
— cross-border
with other financial institutions
— local
— cross-border
with non-financial customers
— local
— cross-border
TOTAL
OTC OPTIONS4
Sold
with reporting dealers 147 1 148
— local 96 1 97
— cross-border 51 51
with other financial institutions 4 4
— local 4 4
— cross-border
with non-financial customers 20 20
— local 20 20
— cross-border
TOTAL 166 5.1 171
Bought
with reporting dealers 54 54
— local
— cross-border 54 54
with other financial institutions
— local
— cross-border
with non-financial customers 85 85
— local 51 51
— cross-border 34 34
TOTAL 138 138
TOTAL OTC OPTIONS 304 5 310
TOTAL FX CONTRACTS 661,245 24,455 49 170 92 1 0 14 56 686,083

1 All transactions involving exposure to more than one currency, whether in interest rates or exchange rates.
2 See also table A8 for a more detailed breakdown of total turnover in “other” currencies.
3 A swap is considered to be a single transaction in that the two legs are not counted separately.
4 Including currency warrants and multicurrency swaptions.

Table A6

Central Bank Survey of Foreign Exchange and Derivatives Market Activity
FOREIGN EXCHANGE CONTRACTS1
Turnover in nominal or notional principal amounts in April 2007
(in millions of USD)

Instruments USD against
EUR JPY GBP CHF CAD AUD SEK Other2 TOT
CURRENCY SWAPS3
with reporting dealers
— local
— cross-border
with other financial institutions
— local
— cross-border
with non-financial customers
— local
— cross-border
TOTAL
OTC OPTIONS4
Sold
with reporting dealers 21 20 0 10 51
— local
— cross-border 21 20 0 10 51
with other financial institutions
— local
— cross-border
with non-financial customers
— local
— cross-border
TOTAL 21 20 0 10 51
Bought
with reporting dealers 54 20 74
— local
— cross-border 54 20 74
with other financial institutions
— local
— cross-border
with non-financial customers
— local
— cross-border
TOTAL 54 20 74
TOTAL OTC OPTIONS 74 40 0 10 124
TOTAL FX CONTRACTS 419,599 47,685 97,804 10,538 2,429 1,058 84 8,278 587,475

1 All transactions involving exposure to more than one currency, whether in interest rates or exchange rates.
2 See also table A8 for a more detailed breakdown of total turnover in “other” currencies.
3 A swap is considered to be a single transaction in that the two legs are not counted separately.
4 Including currency warrants and multicurrency swaptions.

Table A7

Derivatives Market Activity
FOREIGN EXCHANGE CONTRACTS1
Turnover in nominal or notional principal amounts in April 2007
(in millions of USD)

Instruments EUR against RESI-
DUAL3
GRAND
TOTAL4
JPY GBP CHF CAD AUD SEK Other2 TOT
CURRENCY SWAPS5
with reporting dealers
— local
— cross-border
with other financial institutions
— local
— cross-border
with non-financial customers
— local
— cross-border
TOTAL
OTC OPTIONS6
Sold
with reporting dealers 5 204
— local 97
— cross-border 5 106
with other financial institutions 4
— local 4
— cross-border
with non-financial customers 20
— local 20
— cross-border
TOTAL 5 227
Bought
with reporting dealers 27 27 154
— local
— cross-border 27 27 154
with other financial institutions
— local
— cross-border
with non-financial customers 85
— local 51
— cross-border 34
TOTAL 27 27 239
TOTAL OTC OPTIONS 27 27 5 466
Other products7
TOTAL FX CONTRACTS 6,384 3,392 334 219 478 11 120 10,939 4,366 1,288,863
of which:
Related party trades8

1 All transactions involving exposure to more than one currency, whether in interest rates or exchange rates.
2 See also table A8 for a more detailed breakdown of total turnover in “other” currencies.
3 “Residual” covers all currency pairs except those involving the domestic currency, the USD and the euro.
4 Covers the sum of the totals in tables A5, A6, A7 and the column “Residual”.
5 A swap is considered to be a single transaction in that the two legs are not counted separately.
6 Including currency warrants and multicurrency swaptions.
7 Any instrument where the transaction is highly leveraged and/or the notional amount is variable and where a decomposition into individual plain vanilla components is impractical or impossible.
8 Trades with own branches and subsidiaries and between affiliated firms except those with own offices in the same country, back-to-back deals and trades to facilitate internal bookkeeping and internal risk management within a given institution that must not be reported in the context of the triennial survey.

Table A8

Central Bank Survey of Foreign Exchange and Derivatives Market Activity
FOREIGN EXCHANGE CONTRACTS1
Turnover in nominal or notional principal amounts in April 2007
(in millions of USD)

Instruments Total turnover in listed currencies against all other currencies2
ARS AUD BGN BHD BRL CAD CHF CLP CNY COP CZK DKK EEK GBP HKD HUF IDR ILS INR JPY KRW LTL LVL MXN MYR NOK NZD PEN PHP PLN RON RUB SAR SEK SGD SKK THB TRL TWD ZAR OTHER
CURRENCY SWAPS3
with reporting dealers
— local
— cross-border
with other financial institutions
— local
— cross-border
with non-financial customers
— local
— cross-border
TOTAL
OTC OPTIONS4
Sold
with reporting dealers 0 20
— local
— cross-border 0 20
with other financial institutions
— local
— cross-border
with non-financial customers
— local
— cross-border
TOTAL 0 20
Bought
with reporting dealers
— local
— cross-border
with other financial institutions
— local
— cross-border
with non-financial customers
— local
— cross-border
TOTAL
TOTAL OTC OPTIONS 0 20
TOTAL FX CONTRACTS 2 22 0 0 0 0 577 1,864 1 29 17 14,676

1 All transactions involving exposure to more than one currency, whether in interest rates or exchange rates.
2 Only transactions which are included in the columns “other” in tables A5, A6 and A7 and and “residual” in table A7. Direct offshore cross-trades between two currencies listed in this table should be reported in both of the relevant currency columns making up 200% of the deal. For further explanation on how to complete table A4 please refer to “currency breakdown across tables” in the instructions sheet.
3 A swap is considered to be a single transaction in that the two legs are not counted separately.
4 Including currency warrants and multicurrency swaptions.

Table C

Central Bank Survey of Foreign Exchange and Derivatives Market Activity
EXECUTION METHOD

Execution method
Interdealer direct Customer direct Electronic Broking System Electronic Trading Systems Voice broker Total
Multi-bank dealing systems Single bank proprietary platforms
Instrument
Spot 343,139 151,616 37,637 242,581 20,448 84,322 879,744
Outright forwards 9,497 4,018 331 8,511 12 1,519 23,887
FX Swaps 73,339 135,466 3,921 127,095 5,243 39,703 384,766
OTC FX options 362 104 0 0 0 0 466
Total 426,337 291,204 41,889 378,187 25,702 125,543 1,288,863
Counterparty
with reporting dealers 426,337 28,031 212,813 18,572 84,581 770,333
with other financial institutions 123,272 7,213 64,170 4,675 24,234 223,563
with non-financial customers 167,932 6,645 101,204 2,456 16,729 294,967
Total 426,337 291,204 41,889 378,187 25,702 125,543 1,288,863
Updated September 25, 2007.