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Annexes A Tables Table 1 OTC foreign exchange turnover. Table 2 Currency distribution of oTC foreign exchange turnover.. Table 3 OTC foreign exchange turnover by currency pair.. 11 Table 4 OTC foreign exchange turnover by instrument, counterparty and maturity Table 5 OTC foreign exchange turnover by instrument, currency and counterparty Table 6 Geographical distribution of oTC foreign exchange turnover...... 14 OTC foreign exchange turnover Net-net basis, daily averages in April, in billions of US dollars Table 1 Instrument 2001 20102013 2016 Foreign exchange instruments 1,239 1934 39715355 5.088 Spot transactions 86 10051488 6 Outright forwards 30 209 75 679 700 Foreign exchange swaps 1714 1.759 2,239 2.383 Options and other products 212 Turnover at April 2016 exchange rates 1.884 3123 3665 4.915 5,088 Exchange-traded derivatives overs highly leveraged transactions and/or trades whose notional amount is variable and where a decomposition into individual plain vanilla components was impractical or impossible. Non-us dollar legs of foreign currency transactions were converted into original currency amounts at average exchange rates for April of each survey year and then reconverted into Us dollar mounts at average April 2016 exchange rates. Sources: Euromoney Tradedata; Futures Industry Association; The Options Clearing Corporation; BIs derivatives statistics. Foreign exchange futures and options traded worldwide BIS Triennial Central Bank Survey 2016BIS Triennial Central Bank Survey 2016 9 Annexes A Tables Table 1 OTC foreign exchange turnover................................................................................................................................ 9 Table 2 Currency distribution of OTC foreign exchange turnover............................................................................10 Table 3 OTC foreign exchange turnover by currency pair............................................................................................11 Table 4 OTC foreign exchange turnover by instrument, counterparty and maturity ........................................12 Table 5 OTC foreign exchange turnover by instrument, currency and counterparty........................................13 Table 6 Geographical distribution of OTC foreign exchange turnover...................................................................14 OTC foreign exchange turnover Net-net basis,1 daily averages in April, in billions of US dollars Table 1 Instrument 2001 2004 2007 2010 2013 2016 Foreign exchange instruments 1,239 1,934 3,324 3,971 5,355 5,088 Spot transactions 386 631 1,005 1,488 2,046 1,654 Outright forwards 130 209 362 475 679 700 Foreign exchange swaps 656 954 1,714 1,759 2,239 2,383 Currency swaps 7 21 31 43 54 96 Options and other products² 60 119 212 207 337 254 Memo: Turnover at April 2016 exchange rates 3 1,381 1,884 3,123 3,665 4,915 5,088 Exchange-traded derivatives 4 12 25 77 145 145 115 1 Adjusted for local and cross-border inter-dealer double-counting (ie “net-net” basis). 2 The category “other FX products” covers highly leveraged transactions and/or trades whose notional amount is variable and where a decomposition into individual plain vanilla components was impractical or impossible. 3 Non-US dollar legs of foreign currency transactions were converted into original currency amounts at average exchange rates for April of each survey year and then reconverted into US dollar amounts at average April 2016 exchange rates. 4 Sources: Euromoney Tradedata; Futures Industry Association; The Options Clearing Corporation; BIS derivatives statistics. Foreign exchange futures and options traded worldwide
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