Survey of Foreign Exchange and Derivatives Market Activity in Russian Federation (based on methodology of Bank for International Settlements)
Table Complementary
Central Bank Survey of Foreign Exchange and Derivatives Market Activity
COMPLEMENTARY INFORMATION REQUIREMENTS
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Table A1
Central Bank Survey of Foreign Exchange and Derivatives Market Activity
FOREIGN EXCHANGE CONTRACTS1
Turnover in nominal or notional principal amounts in October 2007
(in millions of USD)
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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 October 2007
(in millions of USD)
|
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 October 2007
(in millions of USD)
|
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 October 2007
(in millions of USD)
|
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 October 2007
(in millions of USD)
|
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 October 2007
(in millions of USD)
|
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 October 2007
(in millions of USD)
|
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 October 2007
(in millions of USD)
|
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. |
Updated November 16, 2007. |
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Last updated on: 08.10.2019