SBP introduces new reporting format for derivatives


In order to streamline the data retrieval process, of financial market derivative activities, State Bank has decided to introduce new 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 new formats to financial markets strategy and conduct department of State Bank on or before 5th of subsequent month.

The reports would be based on summary report, outstanding position of interest rate swaps, outstanding position of forward rate agreements, outstanding position of foreign currency options, outstanding position of cross currency swaps and maturity analysis. The data should be sent both in hard and soft copies format (MS Excel sheets), State Bank added


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