In April 2010, the data to be collected will cover monthly turnover in notional amounts of foreign exchange spot as well as foreign exchange and interest rate OTC derivatives transactions. The relevant documentation for this part of the survey includes:
Guidelines:
These provide definitions and methodology to help users in clarifying any question that might arise when compiling the requested data. The observance of these guidelines is requested in order to ensure the comparability of the reported data across the different countries:
Reporting guidelines (PDF 16 pages, 63 kb)
Frequently asked questions (PDF 6 pages, 39 kb)
Templates for reporting dealers:
Reporting dealers/institutions are expected to complete the template for submission to their national central bank using the reporting template available in this web page. This template includes a set of data quality checks that are driven by Excel formulas and conditional formatting rather than VBA macros. This solution makes the templates lighter in terms of size and more stable. In addition and in order to facilitate the reporting, the templates also include detailed descriptions of the various data quality checks performed in the different tables. Please note that the templates should not be opened from the web. We advise to first download these files to your local drive and open them from this location.
Reporting template for reporting dealers/institutions (XLS, 846 kb, last updated 16 September 2009)
List of reporting dealers:
List of reporting dealers (XLS, 301 kb, last updated 26 February 2010)
Final list of reporting dealers participating in this part of the survey by country, name and SWIFT.
If you have any questions please contact your central bank.
