MNB Decree No. 32/2009 - Magyar Nemzeti Bank

MNB identification number: D25
Central Bank Survey of Foreign Exchange and Derivatives Market Activity
SINGLE-CURRENCY INTEREST RATE DERIVATIVES ¹
Nominal or notional principal amounts outstanding at end-June 2010
(in millions of USD)
Serial
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
Instruments
no.
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
FORWARD RATE AGREEMENTS
01 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
SWAPS
05 with reporting dealers
0
06 with other financial institutions
0
07 with non-financial customers
0
08 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
Sold
09 with reporting dealers
0
10 with other financial institutions
0
11 with non-financial customers
0
12 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
Bought
13 with reporting dealers
0
14 with other financial institutions
0
15 with non-financial customers
0
16 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
17 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
18
Other products ³
19
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
Memorandum items:
20 Gross positive market values (4)
0
21 Gross negative market values (4)
0
¹ All instruments 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 Additional currencies in which the reporter has a material amount of contracts outstanding. ³ 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. 4 Gross market values of total interest rate contracts.
Central Bank Survey of Foreign Exchange and Derivatives Market Activity
SINGLE-CURRENCY INTEREST RATE DERIVATIVES ¹
Nominal or notional principal amounts outstanding at end-June 2010
(in millions of USD)
69