All Authorized Derivative Dealers/Banks

Dear Sirs/Madam,

Reporting Procedure for Financial Derivative Activities

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).