Central Bank Survey of Foreign Exchange and Derivatives Market Activity

FR 3036
0MB Number 7100-0285
Approval expires May 31. 2022
Page 1 of 13

Board of Governors of the Federal Reserve System

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Report Forms for the

Central Bank Survey of Foreign Exchange
and Derivatives Market Activity-FR 3036

Turnover Survey as of April� 202-1
This report is authorized by law (12 U.S.C. §§ 225a and 263).
Your voluntary cooperation in submitting this report is needed to
make the results comprehensive, accurate, and timely. The
Federal Reserve may not conduct or sponsor, and an organization

is not required to respond to, a collection of information unless it
displays a currently valid 0MB number. Individual firm
information collected on the FR 3036 is considered confidential
to the extent it constitutes nonpublic commercial or financial
information, which is both customarily and actually treated as
private by the respondent. Therefore, this information may be
kept confidential under exemption 4 of the Freedom of
Information Act, which exempts “trade secrets and commercial
or financial information obtained from a person and privileged
or confidential.” [5 U.S.C. §552(b)(4)]

Public reporting burden for this collection of Information is estimated to be 55 hours per response. including time to gather and maintain data in the proper form, to review Instructions and to
complete the information collectlon. Send comments regarding this burden estimate to: Secretary, Board of Governors of the Federal Reserve System, 20th and C Streets, NW,
Washington, DC 20551; and to the Office of Management and Budget, Paperwork Reduction Project (7100.0285), Washington, OC 20503.
04/2019

Table A7

Central Bank Survey of Foreign Exchange and Derivatives Market Activity
SETTLEMENT OF FOREIGN EXCHANGE TRANSACTIONS
Turnover in nominal or notional principal amounts in April 2022
(in millions of USD)
Non-financial
customers
o/w CLS
o/w CLS
o/w CLS
o/w CLS
Total
Total
Total
eligible
eligible pairs
eligible pairs
eligible pairs
pairs

All counterparties
Item
a)    Total turnover (grand total in Table A5)
a1) Turnover to be settled with a single payment (ie
non-deliverable)
a2) Turnover to be settled with two payments (ie
spot and forwards)
a3) Turnover to be settled with four payments (ie
swaps)
b) Two sided turnover subject to netting (before
netting)
b1) Net payable amount of two sided turnover
subject to netting (after netting)
c) Payment versus payment (PvP = c1 + c2 + c3)
c1) Via CLS

Total

Reporting dealers

c2) Via other PvP or equivalent settlement methods

*

c3) Via “same clearer” or “on-us” accounts without
exposure to settlement risk
d)    Non-PvP
d1)    Via “same clearer” or “on-us” accounts with
exposure to settlement risk
Dotted cells should not be reported. To avoid double reporting, only pay side should be included.

Other financial
institutions