In
order to streamline the data retrieval process, of Financial
Market Derivative Activities, it has been decided to introduce
following reporting procedure.
All
Authorised Derivative Dealers and banks involved in financial
derivative activities, will submit the following reports
of their derivative business at the end of each month
as per enclosed formats to this department on or before
5th of subsequent month.
1.
Summary Report
2. Outstanding Position of Interest Rate Swaps.
3. Outstanding Position of Forward Rate Agreements.
4. Outstanding Position of Foreign Currency Options.
5. Outstanding Position of Cross Currency Swaps.
6. Maturity analysis
The data should be sent both in hard and soft copies format
(MS Excel sheets).
Enclosed:
06 pages