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. |