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November 13, 2018

SNB published reporting forms and instructions for the triennial survey of foreign exchange and derivatives market activity in 2019. The forms cover foreign exchange and derivatives transactions based on the requirements of BIS on amounts outstanding (Form DDBJ Version 1.9) and turnover (Form DDUM Version 1.9). BIS coordinates this survey at the international level. To meet the requirements of BIS, SNB has made various adaptations to the forms. List of international reporting "dealers" (a list for DDUM and another for DDBJ) will also be published on the SNB website in December 2018.

The data collection consists of two successive parts, with the first part, via Form DDUM, focusing on the volume of transactions recorded as of April 2019 on foreign exchange and derivatives markets. The data will have to be transmitted no later than May 31, 2019. In this first part of the survey, banks with contract volumes of open derivative financial instruments exceeding CHF 8 billion in turnover as at December 31, 2017 are required to participate. In the second part (Form DDBJ) of the data collection, banks are required to report the amounts of derivative contracts (notional amount and market value) outstanding as of June 30, 2019 and this data must be submitted no later than September 02, 2019. This part of the survey will be conducted at group level only. Banks whose underlying volume of financial derivative instruments amounted to CHF 30 billion as at December 31, 2017 are required to participate in the second part of the survey. 

 

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Keywords: Europe, Switzerland, Banking, OTC Derivatives, Statistics, Form DDUM, Form DDBJ, Reporting, BIS, SNB

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