MNB Decree No. 32/2009 - Magyar Nemzeti Bank

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MNB identification number: D24 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 2010 (in millions of USD) Serial Domestic USD EUR JPY GBP CHF CAD AUD SEK ARS BGN BHD BRL CLP CNY COP CZK DKK EEK HKD HUF IDR ILS INR KRW LTL LVL MXN MYR NOK NZD PEN PHP RON PLN RUB SAR SGD THB TRL TWD ZAR Other Total Instruments no. a b c d e f g h i j k l m n o p r s t u v w x y z aa ab ac ad ae af ag ah ai aj ak al am an ao ap aq ar as OTC OPTIONS Sold 01 with reporting dealers 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 02 - local 0 03 - cross-border 0 04 with other financial institutions 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 05 - local 0 06 - cross-border 0 07 with non-financial customers 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 08 - local 0 09 - cross-border 0 10 TOTAL 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Bought 11 with reporting dealers 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 12 - local 0 13 - cross-border 0 14 with other financial institutions 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 15 - local 0 16 - cross-border 0 17 with non-financial customers 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 18 - local 0 19 - cross-border 0 20 TOTAL 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 21 TOTAL OTC OPTIONS 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 22 Other products (2) 23 TOTAL CONTRACTS 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 Of which 24 related party trades (3) ¹ 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 Swap, Options and other products.4 Trades with own branches and subsidiaries and between affiliated firms including those with own offices in the same country and excluding 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. 66
MNB identification number: D24 C1. table: Trend of trading activity Turnover in april 3 Six month trend before april 4 Foreign exchange turnover 1 Derivatives turnover 2 1 spot, outright forwards and foreign exchange swaps 2 derivatives turnover (all derivatives instruments excluding spot transactions) 3 1=below normal / 2=normal / 3=above normal 4 1=decreasing / 2=steady / 3=increasing Turnover of forward contracts for differences (million USD) (million USD) Central Bank Survey of Foreign Exchange and Derivatives Market Activity C2. table: Data on forward contracts for differences (including nondeliverable forwards) 1 Reporting dealers are requested to provide data on turnover of forward contracts where only the difference between the contracted forward outright rate and the prevailing spot rate is settled at maturity 1 G-10 currencies only 1 Non-G10 currencies 2 Africa & Middle East Asia & Pacific Europe Multi-bank dealing systems (e.g. FXAll, Currenex, FXConnect, Globalink, eSpeed) Latina America & Caribbean 1 Contracts that involve G-10 currencies (USD, Euro, Japanese, yen, Pound sterling, Swiss franc, Canadian dollar or Swedish krona) in both sides of the transaction. 2 Contracts that involve non-G10 currencies in only one or both sides of the transaction. In this category a further breakdown by regional area is required as follows: Africa & Middle East, Asia & Pacific, Europe, Latina America & Caribbean. Notional amounts of transactions involving non-G10 currencies from different regional areas should be split evenly between the two relevant columns in the form. C3. table: EXECUTION METHOD FOR FOREIGN EXCHANGE CONTRACTS Interdealer direct (e.g. phone, direct electronical dealing e.g. Reuters Conversational Dealing) Customer direct (e.g. phone, direct electronical dealing e.g. Reuters Conversational Dealing) Execution method Electronic Broking System (e.g. Reuters Matching 2000/2 ) Electronic Trading Systems Single bank proprietary platforms Voice broker Total(1) Spot with reporting dealers 0 - resident 0 - non-resident 0 TOTAL 0 Outright forwards with reporting dealers 0 - resident 0 - non-resident 0 TOTAL 0 FX Swaps with reporting dealers 0 - resident 0 - non-resident 0 TOTAL 0 FX options with reporting dealers 0 - resident 0 - non-resident 0 TOTAL 0 Total 0 0 0 0 0 0 0 1 Total Spot, Outright forwards and FX swaps and their corresponding counterparty breakdowns should be consistent with the amounts reported in table A3. Total FX options and its corresponding counterparty breakdown should be consistent with total reported in table A7. 67
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Decree No. 32/2009 (XII.1.) of the
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DATA REQUIRED FOR THE CALCULATION O
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MNB Decree No. 32/2009 - Magyar Nemzeti Bank

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