Form FR 3036 FR 3036 Central Bank Survey of Foreign Exchange and Derivatives

Draft

Version 2.0

< REPORTING COUNTRY >
Report Forms for the
Triennial Central Bank Survey
of Foreign Exchange and Derivatives Market Activity

Turnover in April 2013
(Central Banks)

Please select the reporting country

Draft

Table A1
Central Bank Survey of Foreign Exchange and Derivatives Market Activity
FOREIGN EXCHANGE CONTRACTS 1
Turnover in nominal or notional principal amounts in April 2013
(in millions of USD)
Negative values and non-numeric entries are not allowed
USD against

Instruments
AUD

BRL

CAD

CHF

CNY

EUR

GBP

HKD

INR

JPY

KRW

MXN

NOK

NZD

PLN

RUB

SEK

SGD

TRY

TWD

ZAR

Other 2

SPOT 3
with reporting dealers
local
cross-border

TOT

–
–
–

with other financial institutions

–

local
cross-border

–

non-reporting banks
institutional investors
hedge funds and proprietary trading firms
official sector financial institutions

–

others
undistributed

–

–

–
–
–

–

with non-financial customers
local
cross-border

–
–
–

TOTAL SPOT
o/w prime brokered
o/w retail-driven

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–
–
–

OUTRIGHT FORWARDS 4
with reporting dealers
local
cross-border

–
–
–

with other financial institutions

–

local
cross-border

–

non-reporting banks
institutional investors
hedge funds and proprietary trading firms
official sector financial institutions

–

others
undistributed

–

–

–
–
–

–

with non-financial customers
local
cross-border

–
–
–

TOTAL OUTRIGHT FORWARDS
o/w prime brokered
o/w retail-driven
o/w non-deliverable forwards

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–
–
–

5

–

MATURITIES OUTRIGHT FORWARDS
seven days or less
over seven days and up to one year
over one year

–
–
–

FOREIGN EXCHANGE SWAPS 6
with reporting dealers
local
cross-border

–
–
–

with other financial institutions

–

local
cross-border

–

non-reporting banks
institutional investors
hedge funds and proprietary trading firms
official sector financial institutions

–

others
undistributed

–

–

–
–
–

–

with non-financial customers
local
cross-border
TOTAL FOREIGN EXCHANGE SWAPS
o/w prime brokered
o/w retail-driven

–
–
–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–
–
–

MATURITIES FOREIGN EXCHANGE SWAPS
seven days or less
over seven days and up to one year
over one year
1

–
–
–
2

All transactions involving exposure to more than one currency, whether in interest rates or exchange rates. "Other" covers currencies that are included in the Triennial but not explicitly listed in each column of this table. 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 Data should be provided for the "total"
column 6 currency pairs as well as for the "other" and "total" column.

2013 Triennial Central Bank Survey

Draft

Table A2
Central Bank Survey of Foreign Exchange and Derivatives Market Activity
1

FOREIGN EXCHANGE CONTRACTS
Turnover in nominal or notional principal amounts in April 2013
(in millions of USD)

EUR against

Instruments
AUD
SPOT 5
with reporting dealers
local
cross-border
with other financial institutions

CAD

CHF

CNY

DKK

GBP

HUF

JPY

JPY against
NOK

PLN

SEK

TRY Other 2 TOT

AUD

BRL

CAD

NZD

TRY

ZAR

Other 2

RESIDUAL

GRAND

3

TOTAL 4

TOT

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–
#REF!

local
cross-border

–

–

#REF!

–

–

#REF!

non-reporting banks
institutional investors
hedge funds and proprietary trading firms
official sector financial institutions

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

others
undistributed

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

with non-financial customers
local
cross-border
TOTAL SPOT
o/w prime brokered
o/w retail-driven

–

–

–

–

–

–

–

–

–

–

–

–

–

OUTRIGHT FORWARDS 6
with reporting dealers
local
cross-border
with other financial institutions

–

–

–

–

–

–

–

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

–

–

#REF!

–

–

#REF!

#REF!

local
cross-border
non-reporting banks
institutional investors
hedge funds and proprietary trading firms
official sector financial institutions
others
undistributed
with non-financial customers
local
cross-border
TOTAL OUTRIGHT FORWARDS
o/w prime brokered
o/w retail-driven
o/w non-deliverable forwards

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

–

–

–

–

–

–

–

–

#REF!

–

–

#REF!

–

–

#REF!

7

#REF!

MATURITIES OUTRIGHT FORWARDS
seven days or less
over seven days and up to one year
over one year
FOREIGN EXCHANGE SWAPS 8
with reporting dealers
local
cross-border
with other financial institutions

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

–

–

#REF!

–

–

#REF!

#REF!

local
cross-border
non-reporting banks
institutional investors
hedge funds and proprietary trading firms
official sector financial institutions
others
undistributed
with non-financial customers
local
cross-border
TOTAL FOREIGN EXCHANGE SWAPS
o/w prime brokered
o/w retail-driven

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

–

–

–

–

–

–

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

MATURITIES FOREIGN EXCHANGE SWAPS
seven days or less
over seven days and up to one year
over one year
1

2

All transactions involving exposure to more than one currency, whether in interest rates or exchange rates. "Other" covers currencies that are included in the Triennial but not explicitly listed in each column of this table. See also table A3
3
4
for a more detailed breakdown of total turnover in "other" currencies. "Residual" covers all currency pairs except those involving the domestic currency, the USD, the EUR, and the JPY. Covers the sum of the totals in tables A1, A2,
5
6
7
8
and the column "Residual". Excluding "tomorrow/next day" transactions. Including non-deliverable forwards and other contracts-for-differences. Data should only be provided for the "total" columns. A swap is considered to be a
single transaction in that the two legs are not counted separately

2013 Triennial Central Bank Survey

Draft

Table A3
Central Bank Survey of Foreign Exchange and Derivatives Market Activity
FOREIGN EXCHANGE CONTRACTS 1
Turnover in nominal or notional principal amounts in April 2013
(in millions of USD)
Total turnover in listed currencies against all other currencies ²

Instruments

ARS AUD BGN BHD BRL CAD CHF CLP CNY COP CZK DKK GBP HKD HUF IDR ILS INR KRW LTL LVL MXN MYR NOK NZD PEN PHP PLN RON RUB SAR SEK SGD THB TRY TWD ZAR Other
SPOT 3
with reporting dealers
local
cross-border
with other financial institutions
local
cross-border
non-reporting banks
institutional investors
hedge funds and proprietary trading firms
official sector financial institutions
others
undistributed
with non-financial customers
local
cross-border
TOTAL SPOT
o/w prime brokered
o/w retail-driven

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

OUTRIGHT FORWARDS 4
with reporting dealers
local
cross-border
with other financial institutions
local
cross-border
non-reporting banks
institutional investors
hedge funds and proprietary trading firms
official sector financial institutions
others
undistributed
with non-financial customers
local
cross-border
TOTAL OUTRIGHT FORWARDS
o/w prime brokered
o/w retail-driven
o/w non-deliverable forwards

5

MATURITIES OUTRIGHT FORWARDS
seven days or less
over seven days and up to one year
over one year
FOREIGN EXCHANGE SWAPS 6
with reporting dealers
local
cross-border
with other financial institutions
local
cross-border
non-reporting banks
institutional investors
hedge funds and proprietary trading firms
official sector financial institutions
others
undistributed
with non-financial customers
local
cross-border
TOTAL FOREIGN EXCHANGE SWAPS
o/w prime brokered
o/w retail-driven
MATURITIES FOREIGN EXCHANGE SWAPS
seven days or less
over seven days and up to one year
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 "residual" in table A2 . Trades involving the domestic currency, the USD, the
EUR or the JPY in one leg, and any of the currencies listed in this table in the other leg, should be allocated to the relevant currency column in this table once; these deals should correspond to the ones reported in columns "other" of tables A1 and A2. Trades between any
two currencies listed in this table should be reported in both relevant currency columns, thus summing to 200% of the deal; these trades should correspond to the ones reported in column "residual" in table A2. Currencies subject to compulsory reporting have been
marked in blue. 3 Excluding "tomorrow/next day" transactions. 4 Including non-deliverable forwards and other contracts-for-differences. 5 Data should only be provided for the "total" column. 6 A swap is considered to be a single transaction in that the two legs are not
counted separately. Includes "tomorrow/next day" transactions.

2013 Triennial Central Bank Survey

Draft

Table A4
Central Bank Survey of Foreign Exchange and Derivatives Market Activity
FOREIGN EXCHANGE CONTRACTS 1
Turnover in nominal or notional principal amounts in April 2013
(in millions of USD)
Instruments
AUD
3

BRL

CAD

CHF

CNY

EUR

GBP

HKD

INR

JPY

USD against
KRW
MXN
NOK

NZD

PLN

RUB

SEK

SGD

TRY

TWD

ZAR

Other

2

TOT

CURRENCY SWAPS
with reporting dealers
–
local
–
cross-border
–
with other financial institutions
–
local
–
cross-border
–
non-reporting banks
–
institutional investors
–
hedge funds and proprietary trading firms
–
official sector financial institutions
–
others
–
undistributed
–
with non-financial customers
–
local
–
cross-border
–
TOTAL CURRENCY SWAPS
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
o/w prime brokered
–
o/w retail-driven
–
4
OTC OPTIONS
Sold
with reporting dealers
–
local
–
cross-border
–
with other financial institutions
–
local
–
cross-border
–
non-reporting banks
–
institutional investors
–
hedge funds and proprietary trading firms
–
official sector financial institutions
–
others
–
undistributed
–
with non-financial customers
–
local
–
cross-border
–
TOTAL OTC OPTIONS SOLD
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
o/w prime brokered
–
o/w retail-driven
–
Bought
with reporting dealers
–
local
–
cross-border
–
with other financial institutions
–
local
–
cross-border
–
non-reporting banks
–
institutional investors
–
hedge funds and proprietary trading firms
–
official sector financial institutions
–
others
–
–
undistributed
with non-financial customers
–
local
–
cross-border
–
TOTAL OTC OPTIONS BOUGHT
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
o/w prime brokered
–
o/w retail-driven
–
TOTAL OTC OPTIONS
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
TOTAL FX CONTRACTS
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
o/w prime brokered
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
o/w retail-driven
1
All transactions involving exposure to more than one currency, whether in interest rates or exchange rates. 2 "Other" covers currencies that are included in the Triennial but not explicitly listed in each column of this table. See also table A3 for a more detailed
3
4
breakdown of total turnover in "other" currencies. A swap is considered to be a single transaction in that the two legs are not counted separately. Including currency warrants and multicurrency swaptions.

Draft

Table A5
Central Bank Survey of Foreign Exchange and Derivatives Market Activity
FOREIGN EXCHANGE CONTRACTS 1
Turnover in nominal or notional principal amounts in April 2013
(in millions of USD)

EUR against

Instruments
AUD

CAD

CHF

CNY

DKK

GBP

HUF

JPY

JPY against
NOK

PLN

SEK

TRY Other 2 TOT

CURRENCY SWAPS 5
with reporting dealers
local
cross-border

AUD

BRL

CAD

NZD

TRY

ZAR

Other 2

RESIDUAL

GRAND

3

TOTAL 4

TOT

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

non-reporting banks
institutional investors
hedge funds and proprietary trading firms
official sector financial institutions

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

others
undistributed

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

with other financial institutions
local
cross-border

with non-financial customers
local
cross-border
TOTAL CURRENCY SWAPS
o/w prime brokered
o/w retail-driven
OTC OPTIONS

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

–

–

#REF!

–

–

#REF!

6

Sold
with reporting dealers
local
cross-border
with other financial institutions

#REF!

local
cross-border
non-reporting banks
institutional investors
hedge funds and proprietary trading firms
official sector financial institutions
others
undistributed
with non-financial customers
local
cross-border
TOTAL OTC OPTIONS SOLD
o/w prime brokered
o/w retail-driven

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

–

–

–

–

–

–

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

Bought
with reporting dealers
local
cross-border

–

–

#REF!

–

–

#REF!

with other financial institutions

–

–

local
cross-border

–

–

#REF!

–

–

#REF!

non-reporting banks
institutional investors
hedge funds and proprietary trading firms
official sector financial institutions

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

#REF!

#REF!

others
undistributed
with non-financial customers
local
cross-border
TOTAL OTC OPTIONS BOUGHT
o/w prime brokered
o/w retail-driven

–

TOTAL OTC OPTIONS

–

Other products

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

#REF!

–

#REF!

–

–

#REF!

–

–

–

–

–

–

–

–

–

–

#REF!

–

–

#REF!

–

–

#REF!

–

–

–

–

–

–

–

–

–

–

#REF!

7

TOTAL FX CONTRACTS
o/w prime brokered
o/w retail-driven
o/w related party trades
1

–

–
–

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

8

All transactions involving exposure to more than one currency, whether in interest rates or exchange rates. 2 "Other" covers currencies that are included in the Triennial but not explicitly listed in each column of this table. See also table A6 for a more
3
"Residual" covers all currency pairs except those involving the domestic currency, the USD, the EUR, and the JPY. 4 Covers the sum of the totals in tables A4, A5 and the column
detailed breakdown of total turnover in "other" currencies.
5
A swap is considered to be a single transaction in that the two legs are not counted separately. Includes "tomorrow/next day" transactions. 6 Including currency warrants and multicurrency swaptions. 7 Any instrument where the
"Residual".
8
Trades between desks and offices, and trades with own branches and subsidiaries
transaction is highly leveraged and/or the notional amount is variable and where a decomposition into individual plain vanilla components is impractical or impossible.
and between affiliated firms (regardless of whether the counterparty is resident in the same country as the reporting dealer or in another country). Back-to-back deals and trades to facilitate internal bookkeeping and internal risk management within a
given institution are not to be reported in the context of the triennial survey.

Draft

Table A6
Central Bank Survey of Foreign Exchange and Derivatives Market Activity
FOREIGN EXCHANGE CONTRACTS 1
Turnover in nominal or notional principal amounts in April 2013
(in millions of USD)
Instruments
ARS
3

AUD

BGN

BHD

BRL

CAD

CHF

CLP

CNY

COP

CZK

DKK

GBP

HKD

Total turnover in listed currencies against all other currencies ²
HUF IDR ILS INR KRW LTL LVL MXN MYR NOK

NZD

PEN

PHP

PLN

RON

RUB

SAR

SEK

SGD

THB

TRY

TWD

ZAR

Other

CURRENCY SWAPS
with reporting dealers
local
cross-border
with other financial institutions
local
cross-border
non-reporting banks
institutional investors
hedge funds and proprietary trading firms
official sector financial institutions
others
undistributed
with non-financial customers
local
cross-border
TOTAL CURRENCY SWAPS
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
o/w prime brokered
o/w retail-driven
OTC OPTIONS 4
Sold
with reporting dealers
local
cross-border
with other financial institutions
local
cross-border
non-reporting banks
institutional investors
hedge funds and proprietary trading firms
official sector financial institutions
others
undistributed
with non-financial customers
local
cross-border
TOTAL OTC OPTIONS SOLD
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
o/w prime brokered
o/w retail-driven
Bought
with reporting dealers
local
cross-border
with other financial institutions
local
cross-border
non-reporting banks
institutional investors
hedge funds and proprietary trading firms
official sector financial institutions
others
undistributed
with non-financial customers
local
cross-border
TOTAL OTC OPTIONS BOUGHT
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
o/w prime brokered
o/w retail-driven
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
–
TOTAL OTC OPTIONS
TOTAL FX CONTRACTS
#REF!
#REF!
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#REF! #REF! #REF!
#REF!
#REF! #REF!
#REF!
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#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
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#REF!
#REF!
#REF!
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#REF!
#REF!
#REF! #REF! #REF!
#REF!
#REF! #REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
o/w prime brokered
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF! #REF! #REF!
#REF!
#REF! #REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
#REF!
o/w retail-driven
1
2
All transactions involving exposure to more than one currency, whether in interest rates or exchange rates. Only transactions which are included in the columns "other" in tables A4, A5, and "residual" in table A5 . Trades involving the domestic currency, the USD, the EUR or the JPY in one leg, and any of the currencies listed in this table
in the other leg, should be allocated to the relevant currency column in this table once; these deals should correspond to the ones reported in columns "other" of tables A4 and A5. Trades between any two currencies listed in this table should be reported in both relevant currency columns, thus summing to 200% of the deal; these trades
should correspond to the ones reported in column "residual" in table A5. Currencies subject to compulsory reporting have been marked in blue. 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.

Draft

Table B1
Central Bank Survey of Foreign Exchange and Derivatives Market Activity
SINGLE-CURRENCY INTEREST RATE DERIVATIVES 1
Turnover in nominal or notional principal amounts in April 2013
(in millions of USD)
Negative values and non-numeric entries are not allowed
Instruments
FORWARD RATE AGREEMENTS
with reporting dealers
local
cross-border
with other financial institutions
local
cross-border
with non-financial customers
local
cross-border
TOTAL FORWARD RATE AGREEMENTS
SWAPS 2
with reporting dealers
local
cross-border
with other financial institutions
local
cross-border
with non-financial customers
local
cross-border
TOTAL SWAPS
1

ARS AUD BGN BHD BRL CAD CHF CLP CNY COP CZK DKK EUR GBP HKD HUF

IDR

ILS

INR

JPY KRW LTL

LVL MXN MYR NOK NZD PEN PHP PLN RON RUB SAR SEK SGD THB TRY TWD USD ZAR Other

TOT

–
–
–
–
–
–
–
–
–
–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–
–
–
–
–
–
–
–
–
–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

All transactions where all the legs are exposed to one and only one currency's interest rate, including all fixed/floating and floating/floating single-currency interest rate contracts. 2 A swap is considered to be a single transaction in that the two legs are not counted separately.

2013 Triennial Central Bank Survey

Draft

Table B2
Central Bank Survey of Foreign Exchange and Derivatives Market Activity
SINGLE-CURRENCY INTEREST RATE DERIVATIVES 1
Turnover in nominal or notional principal amounts in April 2013
(in millions of USD)
Instruments

ARS AUD BGN BHD BRL CAD CHF CLP CNY COP CZK DKK EUR GBP HKD HUF

IDR

ILS

INR

JPY KRW LTL

LVL MXN MYR NOK NZD PEN PHP PLN RON RUB SAR SEK SGD THB TRY TWD USD ZAR Other

TOT

OTC OPTIONS
Sold
with reporting dealers
local
cross-border
with other financial institutions
local
cross-border
with non-financial customers
local
cross-border
TOTAL OTC OPTIONS SOLD

–
–
–
–
–
–
–
–
–
–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

Bought
with reporting dealers
local
cross-border
with other financial institutions
local
cross-border
with non-financial customers
local
cross-border
TOTAL OTC OPTIONS BOUGHT

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

TOTAL OTC OPTIONS

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

–

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

#REF!

–
–
–
–
–
–
–
–
–

Other products 2
TOTAL INTEREST RATE CONTRACTS 3
o/w related party trades

4

All transactions where all the legs are exposed to one and only one currency's interest rate, including all fixed/floating and floating/floating single-currency interest rate contracts. 2 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. 3 It includes forward rate agreement, interest rate swaps, options and other products. 4 Trades between desks and offices, and trades with own branches and subsidiaries and between affiliated firms (regardless of whether the counterparty is resident in the same country as the reporting dealer or in another
country). Back-to-back deals and trades to facilitate internal bookkeeping and internal risk management within a given institution are not to be reported in the context of the triennial survey.
1

Draft

Table C1
Central Bank Survey of Foreign Exchange and Derivatives Market Activity
COMPLEMENTARY INFORMATION FOR FOREIGN EXCHANGE CONTRACTS
Turnover in nominal or notional principal amounts in April 2013

#REF!

1.       Information on the number of business days

Number of
days

2.       Information on coverage and concentration

FX contracts

a)    The final number of participating institutions.
b)    The estimated percentage coverage of their survey.1

1

In percentage and without % sign, ie 90% should be entered as 90.

c)    The number of institutions accounting for 75 percent of the reported totals.

3.       Information on trend of trading activity

FX contracts

a)    Level of turnover: below normal, normal, above normal.1
b)    Compared to previous 6 months: decreasing, steady, increasing.2

1

Below normal = 1, normal = 2, above normal = 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.
Non-G10 currencies2

G10
currencies
only1

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

Contracts that only involve G10 currencies on both sides of the transaction (G10 currencies = CAD, CHF, EUR, GBP, JPY, SEK, USD)
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.

2

5.       Information on "retail-driven" transactions

FX contracts

a)    The estimated percentage share of transactions with “wholesale” counterparties. 1
b)    The estimated percentage share of online transactions with “non-wholesale” investors. 1

1

In percentage and without % sign, ie 90% should be entered as 90.

1

In percentage and without % sign, ie 90% should
be entered as 90.

c)    The estimated percentage share of phone transactions with “non-wholesale” investors. 1

6.       Coverage of algorithmic (Algo) and high-frequency trading (HFT)activity
a)    Of your spot FX turnover with counterparties belonging to the category “Other Financial
Institutions – Hedge Funds and Proprietary Trading Firms”, what is the estimated share of
specialist Algo / HFT firms?

Spot FX
contracts

- All currency pairs 1
- Major currency pairs 1, 2

2

- Non-major currency pairs 1

b)    Of your spot FX turnover with specialist Algo / HFT firms belonging to the counterparty
category “Other Financial Institutions – Hedge Funds and Proprietary Trading Firms”, which
were the top 5 currency pairs traded? (List of currency pairs in descending order)

EUR/USD, USD/JPY, GBP/USD, AUD/USD,
USD/CHF and USD/CAD

Major currency
Non-major
pairs 1
currency pairs
1

---/---

---/---

2

---/---

---/---

3

---/---

---/---

4

---/---

---/---

5

---/---

---/---

1

EUR/USD, USD/JPY,
GBP/USD, AUD/USD,
USD/CHF and
USD/CAD

2013 Triennial Central Bank Survey

Draft

Table C2
Central Bank Survey of Foreign Exchange and Derivatives Market Activity
EXECUTION METHOD FOR FOREIGN EXCHANGE CONTRACTS
Turnover in nominal or notional principal amounts in April 2013
(in millions of USD)
Negative values and non-numeric entries are not allowed

Voice

Electronic

Instruments

Direct
Direct

Indirect

Single-bank
proprietary
trading system

Indirect

Other

Other electronic
Reuters
communication
Matching / EBS
networks

Undistributed

Total 1

Other

SPOT
with reporting dealers
local
cross-border
with other financial institutions
with non-financial customers
TOTAL SPOT

–
–
–
–
–
–

–

–

–

–

–

–

–

OUTRIGHT FORWARDS
with reporting dealers
local
cross-border
with other financial institutions
with non-financial customers
TOTAL OUTRIGHT FORWARDS

–
–
–
–
–
–

–

–

–

–

–

–

–

FOREIGN EXCHANGE SWAPS
with reporting dealers
local
cross-border
with other financial institutions
with non-financial customers
TOTAL FOREIGN EXCHANGE SWAPS

–

–
–
–
–
–
–

–

–

–

–

–

–

–

CURRENCY SWAPS
with reporting dealers
local
cross-border
with other financial institutions
with non-financial customers
TOTAL CURRENCY SWAPS

–

–

–
–
–
–
–
–

–

–

–

–

–

–

–

OTC OPTIONS
with reporting dealers
local
cross-border
with other financial institutions
with non-financial customers

–

–
–
–
–
–

TOTAL OTC OPTIONS

–

–

–

–

–

–

–

–

–

TOTAL FX CONTRACTS

–

–

–

–

–

–

–

–

–

1

Total Spot, Outright forwards, and FX swaps should be consistent with amounts reported in A2; currency swaps and OTC options should be consistent with the amounts reported in table A5

2013 Triennial Central Bank Survey