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Central Bank of the Republic of China

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Central Bank Survey of Foreign Exchange and Derivative Market Activity

Central Bank Survey of Foreign Exchange and Derivatives Market Activity
FOREIGN EXCHANGE CONTRACTS(1)
Turnover in nominal or notional principal amounts in April 1998
(in millions of USD)
Instruments Domestic currency against
  USD DEM JPY GBP FRF CHF CAD AUD XEU(2) OMS(3) OTH TOT
SPOT(4)                        
with reporting dealers 17,536 - - - - - - - - - - 17,536
- local 17,536 - - - - - - - - - - 17,536
- cross-border - - - - - - - - - - - -
with other financial institutions 620 - - - - - - - - - - 620
- local 620 - - - - - - - - - - 620
- cross-border - - - - - - - - - - - -
with non-financial customers 17,431 326 1,129 96 98 42 66 67 - 56 552 19,863
- local 17,431 326 1,129 96 98 42 66 67 - 56 552 19,863
- cross-border - - - - - - - - - - - -
TOTAL 35,587 326 1,129 96 98 42 66 67 - 56 552 38,019
OUTRIGHT FORWARDS                        
with reporting dealers 4,793 3 1 - 2 - - - - - - 4,799
- local 2,207 3 1 - 2 - - - - - - 2,213
- cross-border 2,586 - - - - - - - - - - 2,586
with other financial institutions 23 - - - - - - - - - - 23
- local - - - - - - - - - - - -
- cross-border 23 - - - - - - - - - - 23
with non-financial customers 1,900 23 137 - - 3 - - - 7 1 2,071
- local 1,487 23 137 - - 3 - - - 7 1 1,658
- cross-border 413 - - - - - - - - - - 413
TOTAL 6,716 26 138 - 2 3 - - - 7 1 6,893
Maturities                        
seven days or less 383 1 10 - - - - - - - - 394
over seven days and up to one year 6,288 23 128 - 2 3 - - - 7 1 6,452
over one year 45 2 - - - - - - - - - 47
FOREIGN EXCHANGE SWAPS(5)                        
with reporting dealers 1,695 - - - - - - - - - - 1,695
- local 1,695 - - - - - - - - - - 1,695
- cross-border - - - - - - - - - - - -
with other financial institutions - - - - - - - - - - - -
- local - - - - - - - - - - - -
- cross-border - - - - - - - - - - - -
with non-financial customers 160 4 65 - - - - - - - 1 230
- local 160 4 65 - - - - - - - 1 230
- cross-border - - - - - - - - - - - -
TOTAL 1,855 4 65 - - - - - - - 1 1,925
Maturities                        
seven days or less 730 - 4 - - - - - - - - 734
over seven days and up to one year 1,125 4 61 - - - - - - - 1 1,191
over one year - - - - - - - - - - - -
(1) All transactions involving exposure to more than one currency, whether in interest rates or exchange rates. (2) The ECU. (3) ATS, BEF, DKK, ESP, FIM,GRD, IEP, ITL, LUF, NLG, PTE and SEK. (4) Excluding "tomorrow/next day" transactions. (5) A swap is considered to be a single transaction in that the two legs are not counted separately. Including "tomorrow/next day" transactions.
Central Bank Survey of Foreign Exchange and Derivatives Market Activity
FOREIGN EXCHANGE CONTRACTS(1)
Turnover in nominal or notional principal amounts in April 1998
(in millions of USD)

Instruments

USD against

 

DEM

JPY

GBP

FRF

CHF

CAD

AUD

XEU(2)

OMS(3)

OTH

TOT

SPOT(4)

                     

with reporting dealers

6,015

17,449

3,140

139

1,660

196

442

8

254

1,178

30,482

- local

626

1,801

278

33

104

71

92

-

37

382

3,424

- cross-border

5,389

15,649

2,862

106

1,556

125

349

8

217

796

27,058

with other financial institutions

69

60

20

-

1

4

-

-

-

6

160

- local

60

7

-

-

-

-

-

-

-

-

67

- cross-border

9

53

20

-

1

4

-

-

-

6

93

with non-financial customers

2,248

5,099

2,628

6

1,498

11

130

-

62

141

11,823

- local

1,442

3,841

2,073

4

1,211

7

50

-

60

120

8,808

- cross-border

806

1,258

555

2

287

4

80

-

2

21

3,015

TOTAL

8,332

22,608

5,788

145

3,159

211

572

8

316

1,325

42,465

OUTRIGHT FORWARDS

                     

with reporting dealers

335

443

22

7

10

-

13

-

15

181

1,026

- local

58

99

10

-

1

-

8

-

-

10

186

- cross-border

277

344

12

7

9

-

5

-

15

171

840

with other financial institutions

4

42

15

-

-

-

-

-

-

1

62

- local

-

-

-

-

-

-

-

-

-

-

-

- cross-border

4

42

15

-

-

-

-

-

-

1

62

with non-financial customers

733

3,727

597

4

279

1

12

-

49

64

5,466

- local

708

3,420

586

4

263

1

7

-

49

57

5,095

- cross-border

25

307

11

-

16

-

5

-

-

7

371

TOTAL

1,072

4,212

634

11

289

1

25

-

64

246

6,554

Maturities

                     

seven days or less

270

964

279

7

177

1

9

-

30

128

1,865

over seven days and up to one year

802

3,248

355

4

112

-

16

-

34

118

4,689

over one year

-

-

-

-

-

-

-

-

-

-

-

FOREIGN EXCHANGE SWAPS(5)

                     

with reporting dealers

1,625

3,623

1,846

41

769

412

885

2

114

500

9,817

- local

48

268

19

7

49

11

21

-

4

34

461

- cross-border

1,577

3,355

1,827

34

720

401

864

2

110

466

9,356

with other financial institutions

35

80

15

3

12

-

13

-

5

4

167

- local

21

38

14

2

12

-

12

-

-

4

103

- cross-border

14

42

1

1

-

-

1

-

5

-

64

with non-financial customers

696

3,065

328

20

324

7

366

-

11

5

4,822

- local

1

5

-

-

-

-

-

-

-

-

6

- cross-border

695

3,060

328

20

324

7

366

-

11

5

4,816

TOTAL

2,356

6,768

2,189

64

1,105

419

1,264

2

130

509

14,806

Maturities

                     

seven days or less

1,987

5,591

1,951

46

900

402

1,095

2

77

363

12,414

over seven days and up to one year

369

1,177

238

18

205

17

169

-

53

146

2,392

over one year

-

-

-

-

-

-

-

-

-

-

-

(1) All transactions involving exposure to more than one currency, whether in interest rates or exchange rates. (2) The ECU. (3) ATS, BEF, DKK, ESP, FIM,GRD, IEP, ITL, LUF, NLG, PTE and SEK. (4) Excluding "tomorrow/next day" transactions. (5) A swap is considered to be a single transaction in that the two legs are not counted separately. Including "tomorrow/next day" transactions.
Central Bank Survey of Foreign Exchange and Derivatives Market Activity
FOREIGN EXCHANGE CONTRACTS(1)
Turnover in nominal or notional principal amounts in April 1998
(in millions of USD)

Instruments

DEM against

RESI-

DUAL

GRAND

TOTAL

JPY

GBP

FRF

CHF

CAD

AUD

XEU(2)

OMS(3)

OTH

TOT

SPOT(4)

                       

with reporting dealers

155

759

-

30

-

-

-

9

-

953

185

1,138

- local

18

40

-

2

-

-

-

-

-

60

-

60

- cross-border

137

719

-

28

-

-

-

9

-

893

185

1,078

with other financial institutions

-

-

-

-

-

-

-

-

-

-

-

-

- local

-

-

-

-

-

-

-

-

-

-

-

-

- cross-border

-

-

-

-

-

-

-

-

-

-

-

-

with non-financial customers

34

139

-

6

-

-

-

2

-

181

183

364

- local

33

139

-

6

-

-

-

2

-

180

183

363

- cross-border

1

-

-

-

-

-

-

-

-

1

-

1

TOTAL

189

898

-

36

-

-

-

11

-

1,134

368

1,502

OUTRIGHT FORWARDS

                       

with reporting dealers

-

-

-

-

-

-

-

-

-

-

-

-

- local

-

-

-

-

-

-

-

-

-

-

-

-

- cross-border

-

-

-

-

-

-

-

-

-

-

-

-

with other financial institutions

-

-

-

-

-

-

-

-

-

-

-

-

- local

-

-

-

-

-

-

-

-

-

-

-

-

- cross-border

-

-

-

-

-

-

-

-

-

-

-

-

with non-financial customers

1

416

-

-

-

-

-

2

-

419

51

470

- local

1

416

-

-

-

-

-

-

-

417

51

468

- cross-border

-

-

-

-

-

-

-

2

-

2

-

2

TOTAL

1

416

-

-

-

-

-

2

-

419

51

470

Maturities

                       

seven days or less

-

156

-

-

-

-

-

-

-

156

-

156

over seven days and up to one year

-

260

-

-

-

-

-

2

-

262

33

295

over one year

-

-

-

-

-

-

-

-

-

-

-

-

FOREIGN EXCHANGE SWAPS(5)

                       

with reporting dealers

-

181

-

-

-

-

-

1

-

182

-

182

- local

-

-

-

-

-

-

-

-

-

-

-

-

- cross-border

-

181

-

-

-

-

-

1

-

182

-

182

with other financial institutions

-

-

-

-

-

-

-

-

-

-

-

-

- local

-

-

-

-

-

-

-

-

-

-

-

-

- cross-border

-

-

-

-

-

-

-

-

-

-

-

-

with non-financial customers

-

-

-

-

-

-

-

-

-

-

-

-

- local

-

-

-

-

-

-

-

-

-

-

-

-

- cross-border

-

-

-

-

-

-

-

-

-

-

-

-

TOTAL

-

181

-

-

-

-

-

1

-

182

-

182

Maturities

                       

seven days or less

-

-

-

-

-

-

-

-

-

-

-

-

over seven days and up to one year

-

181

-

-

-

-

-

1

-

182

-

182

over one year

-

-

-

-

-

-

-

-

-

-

-

-

(1) All transactions involving exposure to more than one currency, whether in interest rates or exchange rates. (2) The ECU. (3) ATS, BEF, DKK, ESP, FIM,GRD, IEP, ITL, LUF, NLG, PTE and SEK. (4) Excluding "tomorrow/next day" transactions. (5) A swap is considered to be a single transaction in that the two legs are not counted separately. Including "tomorrow/next day" transactions.
Central Bank Survey of Foreign Exchange and Derivatives Market Activity
FOREIGN EXCHANGE CONTRACTS(1)
Turnover in nominal or notional principal amounts in April 1998
(in millions of USD)

Instruments

Domestic currency against

USD

DEM

JPY

GBP

FRF

CHF

CAD

AUD

XEU(2)

OMS(3)

OTH

TOT

CURRENCY SWAPS(4)

                       

with reporting dealers

262

-

-

-

-

-

-

-

-

-

-

262

- local

86

-

-

-

-

-

-

-

-

-

-

86

- cross-border

176

-

-

-

-

-

-

-

-

-

-

176

with other financial institutions

-

-

-

-

-

-

-

-

-

-

-

-

- local

-

-

-

-

-

-

-

-

-

-

-

-

- cross-border

-

-

-

-

-

-

-

-

-

-

-

-

with non-financial customers

5

-

-

-

-

-

-

-

-

-

-

5

- local

5

-

-

-

-

-

-

-

-

-

-

5

- cross-border

-

-

-

-

-

-

-

-

-

-

-

-

TOTAL

267

-

-

-

-

-

-

-

-

-

-

267

OTC OPTIONS(5)

                       

Sold

                       

with reporting dealers

232

-

-

-

-

-

-

-

-

-

-

232

- local

49

-

-

-

-

-

-

-

-

-

-

49

- cross-border

183

-

-

-

-

-

-

-

-

-

-

183

with other financial institutions

-

-

-

-

-

-

-

-

-

-

-

-

- local

-

-

-

-

-

-

-

-

-

-

-

-

- cross-border

-

-

-

-

-

-

-

-

-

-

-

-

with non-financial customers

102

-

-

-

-

-

-

-

-

-

-

102

- local

101

-

-

-

-

-

-

-

-

-

-

101

- cross-border

1

-

-

-

-

-

-

-

-

-

-

1

TOTAL

334

-

-

-

-

-

-

-

-

-

-

334

Bought

                       

with reporting dealers

110

-

-

-

-

-

-

-

-

-

-

110

- local

47

-

-

-

-

-

-

-

-

-

-

47

- cross-border

63

-

-

-

-

-

-

-

-

-

-

63

with other financial institutions

-

-

-

-

-

-

-

-

-

-

-

-

- local

-

-

-

-

-

-

-

-

-

-

-

-

- cross-border

-

-

-

-

-

-

-

-

-

-

-

-

with non-financial customers

198

-

-

-

-

-

-

-

-

-

-

198

- local

192

-

-

-

-

-

-

-

-

-

-

192

- cross-border

6

-

-

-

-

-

-

-

-

-

-

6

TOTAL

308

-

-

-

-

-

-

-

-

-

-

308

TOTAL OTC OPTIONS

642

-

-

-

-

-

-

-

-

-

-

642

TOTAL FX CONTRACTS

45,067

356

1,332

96

100

45

66

67

-

63

554

47,746

(1) All transactions involving exposure to more than one currency, whether in interest rates or exchange rates. (2) The ECU. (3) ATS, BEF, DKK, ESP, FIM,GRD, IEP, ITL, LUF, NLG, PTE and SEK. (4) Excluding "tomorrow/next day" transactions. (5) A swap is considered to be a single transaction in that the two legs are not counted separately. Including "tomorrow/next day" transactions.
Central Bank Survey of Foreign Exchange and Derivatives Market Activity
FOREIGN EXCHANGE CONTRACTS(1)
Turnover in nominal or notional principal amounts in April 1998
(in millions of USD)

Instruments

USD against

DEM

JPY

GBP

FRF

CHF

CAD

AUD

XEU(2)

OMS(3)

OTH

TOT

CURRENCY SWAPS(4)

                     

with reporting dealers

-

13

-

-

-

-

-

-

-

-

13

- local

-

-

-

-

-

-

-

-

-

-

-

- cross-border

-

13

-

-

-

-

-

-

-

-

13

with other financial institutions

-

5

-

-

-

-

-

-

-

-

5

- local

-

-

-

-

-

-

-

-

-

-

-

- cross-border

-

5

-

-

-

-

-

-

-

-

5

with non-financial customers

-

35

-

-

-

-

-

-

-

-

35

- local

-

-

-

-

-

-

-

-

-

-

-

- cross-border

-

35

-

-

-

-

-

-

-

-

35

TOTAL

-

53

-

-

-

-

-

-

-

-

53

OTC OPTIONS(5)

                     

Sold

                     

with reporting dealers

129

611

8

-

-

-

33

-

1

26

808

- local

-

-

-

-

-

-

-

-

-

-

-

- cross-border

129

611

8

-

-

-

33

-

1

26

808

with other financial institutions

6

206

-

-

10

-

-

-

8

9

239

- local

-

-

-

-

-

-

-

-

-

-

-

- cross-border

6

206

-

-

10

-

-

-

8

9

239

with non-financial customers

67

196

1

-

-

-

11

-

-

-

275

- local

67

192

-

-

-

-

4

-

-

-

263

- cross-border

-

4

1

-

-

-

7

-

-

-

12

TOTAL

202

1,013

9

-

10

-

44

-

9

35

1,322

Bought

                     

with reporting dealers

65

162

1

-

-

-

12

-

-

-

240

- local

-

-

-

-

-

-

-

-

-

-

-

- cross-border

65

162

1

-

-

-

12

-

-

-

240

with other financial institutions

7

36

-

-

-

-

-

-

-

-

43

- local

-

-

-

-

-

-

-

-

-

-

-

- cross-border

7

36

-

-

-

-

-

-

-

-

43

with non-financial customers

126

780

5

-

10

-

13

-

8

33

975

- local

126

780

5

-

10

-

13

-

8

33

975

- cross-border

-

-

-

-

-

-

-

-

-

-

-

TOTAL

198

978

6

-

10

-

25

-

8

33

1,258

TOTAL OTC OPTIONS

400

1,991

15

-

20

-

69

-

17

68

2,580

TOTAL FX CONTRACTS

12,160

35,633

8,626

220

4,573

631

1,930

10

527

2,148

66,458

(1) All transactions involving exposure to more than one currency, whether in interest rates or exchange rates. (2) The ECU. (3) ATS, BEF, DKK, ESP, FIM,GRD, IEP, ITL, LUF, NLG, PTE and SEK. (4) Excluding "tomorrow/next day" transactions. (5) A swap is considered to be a single transaction in that the two legs are not counted separately. Including "tomorrow/next day" transactions.
Central Bank Survey of Foreign Exchange and Derivatives Market Activity
FOREIGN EXCHANGE CONTRACTS(1)
Turnover in nominal or notional principal amounts in April 1998
(in millions of USD)

Instruments

DEM against

RESI-

DUAL

GRAND

TOTAL

JPY

GBP

FRF

CHF

CAD

AUD

XEU(2)

OMS(3)

OTH

TOT

CURRENCY SWAPS(4)

                       

with reporting dealers

-

-

-

-

-

-

-

-

-

-

-

-

- local

-

-

-

-

-

-

-

-

-

-

-

-

- cross-border

-

-

-

-

-

-

-

-

-

-

-

-

with other financial institutions

-

-

-

-

-

-

-

-

-

-

-

-

- local

-

-

-

-

-

-

-

-

-

-

-

-

- cross-border

-

-

-

-

-

-

-

-

-

-

-

-

with non-financial customers

-

-

-

-

-

-

-

-

-

-

-

-

- local

-

-

-

-

-

-

-

-

-

-

-

-

- cross-border

-

-

-

-

-

-

-

-

-

-

-

-

TOTAL

-

-

-

-

-

-

-

-

-

-

-

-

OTC OPTIONS(5)

                       

Sold

                       

with reporting dealers

-

-

-

-

-

-

-

-

-

-

1

1

- local

-

-

-

-

-

-

-

-

-

-

-

-

- cross-border

-

-

-

-

-

-

-

-

-

-

1

1

with other financial institutions

-

-

-

-

-

-

-

-

-

-

-

-

- local

-

-

-

-

-

-

-

-

-

-

-

-

- cross-border

-

-

-

-

-

-

-

-

-

-

-

-

with non-financial customers

-

-

-

-

-

-

-

-

-

-

-

-

- local

-

-

-

-

-

-

-

-

-

-

-

-

- cross-border

-

-

-

-

-

-

-

-

-

-

-

-

TOTAL

-

-

-

-

-

-

-

-

-

-

1

1

Bought

                       

with reporting dealers

-

-

-

-

-

-

-

-

-

-

-

-

- local

-

-

-

-

-

-

-

-

-

-

-

-

- cross-border

-

-

-

-

-

-

-

-

-

-

-

-

with other financial institutions

-

-

-

-

-

-

-

-

-

-

-

-

- local

-

-

-

-

-

-

-

-

-

-

-

-

- cross-border

-

-

-

-

-

-

-

-

-

-

-

-

with non-financial customers

-

-

-

-

-

-

-

-

-

-

1

1

- local

-

-

-

-

-

-

-

-

-

-

-

-

- cross-border

-

-

-

-

-

-

-

-

-

-

1

1

TOTAL

-

-

-

-

-

-

-

-

-

-

1

1

TOTAL OTC OPTIONS

-

-

-

-

-

-

-

-

-

-

2

2

TOTAL FX CONTRACTS

190

1,495

-

36

-

-

-

14

-

1,735

421

2,156

Memorandum item:

                       

Other products(6)

                     

-

(1) All transactions involving exposure to more than one currency, whether in interest rates or exchange rates. (2) The ECU. (3) ATS, BEF, DKK, ESP, FIM,GRD, IEP, ITL, LUF, NLG, PTE and SEK. (4) Excluding "tomorrow/next day" transactions. (5) A swap is considered to be a single transaction in that the two legs are not counted separately. Including "tomorrow/next day" transactions.
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