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derivatives with more long-dated tenors.
Since most foreign exchange contracts have short maturities, the foreign exchange
rate is unlikely to change significantly between the inception
different currencies on a certain
7
commodity derivatives . date at a fixed exchange rate agreed upon on the
Table 1 shows the status of adoption
than the US dollar are converted to US dollars
principal*
at the exchange rate prevailing on the reference date.
By currency By maturity By sector
Inflation targeting Active inflation Liquidity Transition deadline Key rate introduced Floating exchange
announced targeting management set rate introduced
Dec. 2017 Dec. 2018
Inflation targeting is
rate swaps) and
currency options. Foreign exchange contracts include all deals involving
exposure to more than one currency, whether in interest rates or
exchange rates.
exchange rates.
When exchange rates other than those of the day of the transaction are used, the order of
precedence of currencies’ dollar exchange rates,
rubles2 (Chart 14).
Exchange rate. From mid-October, the USD/
As a result, the volume of funds placed at OFZ
RUB exchange rate fluctuated close to
19 Barrier identifier R – interest rate;
EX – exchange rate
20 Barrier price (exchange Indicate the barrier price (the exchange rate, the
rate, interest rate) interest