MNB Decree No. 32/2009 - Magyar Nemzeti Bank

MNB identification number: D25
Central Bank Survey of Foreign Exchange and
Derivatives Market Activity
FOREIGN EXCHANGE AND GOLD CONTRACTS ¹
Nominal or notional principal amounts outstanding at end-June 2010
(in millions of USD)
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(2) Total
Serial no. Instruments
a b c d e f g h i j k l m n o p q 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
OUTRIGHT FORWARDS
AND FOREIGN EXCHANGE SWAPS ³
01 Instruments with reporting dealers
0
02 with other financial institutions
0
03 with non-financial customers
0
04 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
05
TOTAL INCLUDING GOLD
CURRENCY SWAPS
06 with reporting dealers
0
07 with other financial institutions
0
08 with non-financial customers
0
09 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
OTC OPTIONS
10 0
11 0
12 0
13 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
14
4
Sold
with reporting dealers
with other financial institutions
with non-financial customers
TOTAL
TOTAL INCLUDING GOLD
Bought
15 with reporting dealers
0
16 with other financial institutions
0
17 with non-financial customers
0
18 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
19
TOTAL INCLUDING GOLD
20 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
Other products 5
21
68
22 TOTAL FX 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
23 TOTAL FX CONTRACTS INCLUDING GOLD
0
Memorandum items:
24 Gross positive market values 6 0
25 Gross negative market values 6 0
¹ All instruments involving exposure to more than one currency, whether in interest rates or exchange rates. ² Additional currencies in which the reporter has a material amount of contracts outstanding. ³ If swaps are executed on a forward/forward basis, the two forward parts of the transaction should be reported separately. 4
Including currency warrants and multicurrency swaptions. 5 6
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. Gross market values of total FX contracts.