Daily / Monthly Reporting

Daily reporting is to include only Part A, with Part A(1) referring solely to foreign currency derivatives, and Part A(2) referring solely to index and interest rate derivatives.

Monthly reporting is to include Part A and Part B. Part A is to include transactions executed during the month, whether or not they were closed out. Part B is to include the value of transactions that have not yet been exercised or reached their termination date.

The two parts are to be reported in one file. Similarly, Part A and Part B of the monthly report are to be reported in one file.​

In the daily report, all the transactions executed—whether they were reached their termination date or not—are to be reported. In addition, transactions that were recorded or set up during that day, are to be reported, even if they were executed on a previous day.