{"text_format":"2","workbook":"xlsx","n_sheets":4,"sheets":["FX Position","IR Position","FX Turnover","IR Turnover"],"not_rendered":{"charts":0,"images":0,"macros":0,"external_links":1,"defined_names":1,"comments":0,"pivot_tables":0},"unopened":[],"bounds":{"document_bytes":16777216,"sheet_cells":100000,"run_cost":"one","rows_first":2000,"rows_last":500,"rows_between":2000,"halvings":0,"cell_chars":16384,"cell_head_chars":4096},"cells_cut":0,"cells_raw":0,"read":"whole","date_system":"1900"}

{"sheet":"FX Position","index":0,"n_rows":194,"n_cols":10,"rows_kept":194,"cut":false,"hidden":false,"merged":[]}
["Foreign Exchange Position"]
["Positions as at:","2016-10-31"]
[]
["By Product and Intention to Clear"]
["Outstanding Notional (US$mn)","Intended to Clear","Not Intended to Clear","Total"]
["Non-deliverable Forward",93020064981.81955,956363984739.62341,1049384049721.443]
["Total",93020064981.81955,956363984739.62341,1049384049721.443]
[]
["Number of Outstanding Trades","Intended to Clear","Not Intended to Clear","Total"]
["Non-deliverable Forward",7274,92706,99980]
["Total",7274,92706,99980]
[]
["By Product and Currency"]
["Outstanding Notional (US$mn)","USD/CNY","USD/IDR","USD/INR","USD/KRW","USD/MYR","USD/PHP","USD/TWD","Others","Total"]
["Non-deliverable Forward",273729590673.75269,24859872993.789989,111587718180.73688,300089923843.42456,57893217939.470451,27822371814.343128,218674716981.93637,34726637293.988892,1049384049721.443]
["Total",273729590673.75269,24859872993.789989,111587718180.73688,300089923843.42456,57893217939.470451,27822371814.343128,218674716981.93637,34726637293.988892,1049384049721.443]
[]
["Number of Outstanding Trades","USD/CNY","USD/IDR","USD/INR","USD/KRW","USD/MYR","USD/PHP","USD/TWD","Others","Total"]
["Non-deliverable Forward",17486,4704,12335,24371,9075,6160,21044,4805,99980]
["Total",17486,4704,12335,24371,9075,6160,21044,4805,99980]
[]
["By Product and Residual Maturity"]
["Outstanding Notional (US$mn)","0 - 3 Months","3 - 6 Months","6 - 9 Months","9 - 12 Months","1 - 2 Years","2 - 5 Years","> 5 Years","Total"]
["Non-deliverable Forward",774572968516.48511,149877469568.47241,58820120923.522957,45647188728.52858,14294150343.525841,5900268678.9120045,271882961.99609375,1049384049721.443]
["Total",774572968516.48511,149877469568.47241,58820120923.522957,45647188728.52858,14294150343.525841,5900268678.9120045,271882961.99609375,1049384049721.443]
[]
["Number of Outstanding Trades","0 - 3 Months","3 - 6 Months","6 - 9 Months","9 - 12 Months","1 - 2 Years","2 - 5 Years","> 5 Years","Total"]
["Non-deliverable Forward",82429.5,8340,3913.5,2924,1422,921,30,99980]
["Total",82429.5,8340,3913.5,2924,1422,921,30,99980]
[]
["Foreign Exchange Rate"]
["Currency Code","Exchange Rate","Description"]
["AED",3.6728999999999998,"UAE Dirham"]
["AFN",66.150000000000006,"Afghani"]
["ALL",123.92,"Lek"]
["AMD",474.12,"Armenian Dram"]
["ANG",1.77,"Netherlands Antillean Guilder"]
["AOA",165.07,"Kwanza"]
["ARS",15.14,"Argentine Peso"]
["AUD",1.3139000000000001,"Australian Dollar"]
["AWG",1.79,"Aruban Florin"]
["AZN",1.63,"Azerbaijanian Manat"]
["BAM",1.7846,"Convertible Mark"]
["BBD",2,"Barbados Dollar"]
["BDT",78.23,"Taka"]
["BGN",1.7806999999999999,"Bulgarian Lev"]
["BHD",0.377,"Bahraini Dinar"]
["BIF",1656.7,"Burundi Franc"]
["BMD",1,"Bermudian Dollar"]
["BND",1.3906000000000001,"Brunei Dollar"]
["BOB",6.87,"Boliviano"]
["BRL",3.1878000000000002,"Brazilian Real"]
["BSD",1,"Bahamian Dollar"]
["BTN",66.787899999999993,"Ngultrum"]
["BWP",10.4712,"Pula"]
["BYR",19050,"Belarussian Ruble"]
["BZD",1.98,"Belize Dollar"]
["CAD",1.3408,"Canadian Dollar"]
["CDF",957,"Congolese Franc"]
["CHF",0.9889,"Swiss Franc"]
["CLF",24948.04,"Unidades de fomento"]
["CLP",652.4,"Chilean Peso"]
["CNY",6.7735000000000003,"Yuan Renminbi"]
["COP",3003,"Colombian Peso"]
["COU",8.1699999999999995E-2,"Unidad de Valor Real"]
["CRC",547.27,"Costa Rican Colon"]
["CUC",1,"Peso Convertible"]
["CUP",1,"Cuban Peso"]
["CVE",100.57,"Cape Verde Escudo"]
["CZK",24.574000000000002,"Czech Koruna"]
["DJF",178,"Djibouti Franc"]
["DKK",6.7728000000000002,"Danish Krone"]
["DOP",45.98,"Dominican Peso"]
["DZD",109.5,"Algerian Dinar"]
["EGP",8.8798999999999992,"Egyptian Pound"]
["ERN",15.62,"Nakfa"]
["ETB",22.1889,"Ethiopian Birr"]
["EUR",0.91049999999999998,"Euro"]
["FJD",2.0375000000000001,"Fiji Dollar"]
["FKP",0.81730000000000003,"Falkland Islands Pound"]
["GBP",0.81659999999999999,"Pound Sterling"]
["GEL",2.375,"Lari"]
["GHS",3.97,"Cedi"]
["GIP",0.81759999999999999,"Gibraltar Pound"]
["GMD",42.32,"Dalasi"]
["GNF",8838,"Guinea Franc"]
["GTQ",7.5149999999999997,"Quetzal"]
["GYD",204.56,"Guyana Dollar"]
["HKD",7.7549000000000001,"Hong Kong Dollar"]
["HNL",22.48,"Lempira"]
["HRK",6.8331,"Croatian Kuna"]
["HTG",63.070700000000002,"Gourde"]
["HUF",280.89,"Forint"]
["IDR",13047,"Rupiah"]
["ILS",3.8306,"New Israeli Sheqel"]
["INR",66.6755,"Indian Rupee"]
["IQD",1164,"Iraqi Dinar"]
["IRR",31778,"Iranian Rial"]
["ISK",112.45,"Iceland Krona"]
["JMD",129.12,"Jamaican Dollar"]
["JOD",0.7077,"Jordanian Dinar"]
["JPY",104.81,"Yen"]
["KES",101.5,"Kenyan Shilling"]
["KGS",68.400000000000006,"Som"]
["KHR",4025,"Riel"]
["KMF",438.4,"Comoro Franc"]
["KPW",130,"North Korean Won"]
["KRW",1141.73,"Won"]
["KWD",0.30299999999999999,"Kuwaiti Dinar"]
["KYD",0.82,"Cayman Islands Dollar"]
["KZT",335.5,"Tenge"]
["LAK",8160,"Kip"]
["LBP",1506.4,"Lebanese Pound"]
["LKR",147.4,"Sri Lanka Rupee"]
["LRD",90,"Liberian Dollar"]
["LSL",13.4603,"Loti"]
["LTL",2.8536000000000001,"Lithuanian Litas"]
["LVL",0.50780000000000003,"Latvian Lats"]
["LYD",1.401,"Libyan Dinar"]
["MAD",9.8412000000000006,"Moroccan Dirham"]
["MDL",19.98,"Moldovan Leu"]
["MGA",3187,"Malagasy Ariary"]
["MKD",55.78,"Denar"]
["MMK",1286,"Kyat"]
["MNT",2355,"Tugrik"]
["MOP",7.98,"Pataca"]
["MRO",355,"Ouguiya"]
["MUR",35.69,"Mauritius Rupee"]
["MVR",15.05,"Rufiyaa"]
["MWK",712.52,"Kwacha"]
["MXN",18.859000000000002,"Mexican Peso"]
["MXV",3.4308999999999998,"Mexican Unidad de Inversion (UDI)"]
["MYR",4.1900000000000004,"Malaysian Ringgit"]
["MZN",76.88,"Metical"]
["NAD",13.4703,"Namibia Dollar"]
["NGN",304.5,"Naira"]
["NIO",28.56,"Cordoba Oro"]
["NOK",8.2555999999999994,"Norwegian Krone"]
["NPR",106.5,"Nepalese Rupee"]
["NZD",1.3977999999999999,"New Zealand Dollar"]
["OMR",0.3846,"Rial Omani"]
["PAB",1,"Balboa"]
["PEN",3.359,"Nuevo Sol"]
["PGK",3.0960000000000001,"Kina"]
["PHP",48.48,"Philippine Peso"]
["PKR",104.7,"Pakistan Rupee"]
["PLN",3.9214000000000002,"Zloty"]
["PYG",5718,"Guarani"]
["QAR",3.6413000000000002,"Qatari Rial"]
["RON",4.0994999999999999,"Leu"]
["RSD",111.9,"Serbian Dinar"]
["RUB",63.3155,"Russian Ruble"]
["RWF",815,"Rwanda Franc"]
["SAR",3.7502,"Saudi Riyal"]
["SBD",7.8989000000000003,"Solomon Islands Dollar"]
["SCR",13.05,"Seychelles Rupee"]
["SDG",6.35,"Sudanese Pound"]
["SEK",9.0305999999999997,"Swedish Krona"]
["SGD",1.3905000000000001,"Singapore Dollar"]
["SHP",0.81630000000000003,"Saint Helena Pound"]
["SLL",5590,"Leone"]
["SOS",575,"Somali Shilling"]
["SRD",6.9489999999999998,"Surinam Dollar"]
["SSP",68.97,"South Sudanese Pound"]
["STD",21773,"Dobra"]
["SVC",8.7219999999999995,"El Salvador Colon"]
["SYP",517,"Syrian Pound"]
["SZL",13.4603,"Lilangeni"]
["THB",35.020000000000003,"Baht"]
["TJS",7.87,"Somoni"]
["TMT",3.49,"New Manat"]
["TND",2.2446999999999999,"Tunisian Dinar"]
["TOP",2.1025999999999998,"Pa'anga"]
["TRY",3.0929000000000002,"Turkish Lira"]
["TTD",6.673,"Trinidad and Tobago Dollar"]
["TWD",31.516999999999999,"New Taiwan Dollar"]
["TZS",2180,"Tanzanian Shilling"]
["UAH",25.5,"Hryvnia"]
["UGX",3460,"Uganda Shilling"]
["USD",1,"US Dollar"]
["UYU",28.3,"Peso Uruguayo"]
["UZS",3092,"Uzbekistan Sum"]
["VEF",9.9749999999999996,"Bolivar Fuerte"]
["VND",22284,"Dong"]
["VUV",105.78,"Vatu"]
["WST",2.4521999999999999,"Tala"]
["XAF",597.19000000000005,"CFA Franc BEAC"]
["XCD",2.69,"East Caribbean Dollar"]
["XOF",597.29999999999995,"CFA Franc BCEAO"]
["XPF",108.6,"CFP Franc"]
["YER",249.7,"Yemeni Rial"]
["ZAR",13.46,"Rand"]
["ZMK",5185,"Zambian Kwacha"]
["ZWL",378,"Zimbabwe Dollar"]

{"sheet":"IR Position","index":1,"n_rows":206,"n_cols":9,"rows_kept":206,"cut":false,"hidden":false,"merged":[]}
["Interest Rate Position"]
["Positions as at:","2016-10-31"]
[]
["By Product and Intention to Clear"]
["Outstanding Notional (US$mn)","Intended to Clear","Not Intended to Clear","Total"]
["Basis Swap",166356577167.13486,283731511277.34021,450088088444.4751]
["Floating vs. Fixed",1977658194967.7903,6015912319272.6045,7993570514240.3945]
["Overnight Index Swap",78881822074.495041,1189859455693.6968,1268741277768.1919]
["Total",2222896594209.4199,7489503286243.6406,9712399880453.0605]
[]
["Number of Outstanding Trades","Intended to Clear","Not Intended to Clear","Total"]
["Basis Swap",2321,3723,6044]
["Floating vs. Fixed",41555,153656.5,195211.5]
["Overnight Index Swap",818,9165,9983]
["Total",44694,166544.5,211238.5]
[]
["By Product and Currency"]
["Outstanding Notional (US$mn)","USD","CNY","EUR","GBP","JPY","HKD","Others","Total"]
["Basis Swap",134466439476.26923,0,2997850537.1444278,7591118761.721036,122126922553.61093,29198958078.118549,153706799037.61084,450088088444.47504]
["Floating vs. Fixed",1767736104821.6414,624345971397.41394,287784231393.48511,15596225181.936304,824603042481.67834,977930357612.26746,3495574581351.9727,7993570514240.3945]
["Overnight Index Swap",178431400000,0,265563825379.08786,22942770428.606403,74018204369.812073,0,727785077590.68555,1268741277768.1919]
["Total",2080633944297.9106,624345971397.41394,556345907309.71741,46130114372.263748,1020748169405.1013,1007129315690.386,4377066457980.269,9712399880453.0605]
[]
["Number of Outstanding Trades","USD","CNY","EUR","GBP","JPY","HKD","Others","Total"]
["Basis Swap",1553,0,73,89,1539,875,1915,6044]
["Floating vs. Fixed",39926,26426.5,4170,384,13246,32913.5,78145.5,195211.5]
["Overnight Index Swap",415,0,601,57,194,0,8716,9983]
["Total",41894,26426.5,4844,530,14979,33788.5,88776.5,211238.5]
[]
["By Product and Residual Maturity"]
["Outstanding Notional (US$mn)","0 - 1 Year","1 - 2 Years","2 - 5 Years","5 - 10 Years","10 - 15 Years","15 - 20 Years","> 20 Years","Total"]
["Basis Swap",120004849393.96701,75498432186.061691,155770413410.89163,77823433957.001755,12049278398.028439,5994480265.6056261,2947200832.9188843,450088088444.47504]
["Floating vs. Fixed",2818831739086.2471,1540503084753.0608,2342313449177.4189,1024055430069.7902,142120076106.35239,50188803375.352371,75557931672.172852,7993570514240.3945]
["Overnight Index Swap",1078032527157.3308,96663849019.506439,85303556491.514206,7064123255.9068718,867554038.52290094,385913189.03738105,423754616.37329102,1268741277768.1919]
["Total",4016869115637.5449,1712665365958.6289,2583387419079.8247,1108942987282.699,155036908542.90372,56569196829.995384,78928887121.465027,9712399880453.0605]
[]
["Number of Outstanding Trades","0 - 1 Year","1 - 2 Years","2 - 5 Years","5 - 10 Years","10 - 15 Years","15 - 20 Years","> 20 Years","Total"]
["Basis Swap",840,729,2190,1488,316,251,230,6044]
["Floating vs. Fixed",38053.5,30890,72335,40748,5856,2904,4425,195211.5]
["Overnight Index Swap",3596,1509,4536,272,31,22,17,9983]
["Total",42489.5,33128,79061,42508,6203,3177,4672,211238.5]
[]
["Foreign Exchange Rate"]
["Currency Code","Exchange Rate","Description"]
["AED",3.6728999999999998,"UAE Dirham"]
["AFN",66.150000000000006,"Afghani"]
["ALL",123.92,"Lek"]
["AMD",474.12,"Armenian Dram"]
["ANG",1.77,"Netherlands Antillean Guilder"]
["AOA",165.07,"Kwanza"]
["ARS",15.14,"Argentine Peso"]
["AUD",1.3139000000000001,"Australian Dollar"]
["AWG",1.79,"Aruban Florin"]
["AZN",1.63,"Azerbaijanian Manat"]
["BAM",1.7846,"Convertible Mark"]
["BBD",2,"Barbados Dollar"]
["BDT",78.23,"Taka"]
["BGN",1.7806999999999999,"Bulgarian Lev"]
["BHD",0.377,"Bahraini Dinar"]
["BIF",1656.7,"Burundi Franc"]
["BMD",1,"Bermudian Dollar"]
["BND",1.3906000000000001,"Brunei Dollar"]
["BOB",6.87,"Boliviano"]
["BRL",3.1878000000000002,"Brazilian Real"]
["BSD",1,"Bahamian Dollar"]
["BTN",66.787899999999993,"Ngultrum"]
["BWP",10.4712,"Pula"]
["BYR",19050,"Belarussian Ruble"]
["BZD",1.98,"Belize Dollar"]
["CAD",1.3408,"Canadian Dollar"]
["CDF",957,"Congolese Franc"]
["CHF",0.9889,"Swiss Franc"]
["CLF",24948.04,"Unidades de fomento"]
["CLP",652.4,"Chilean Peso"]
["CNY",6.7735000000000003,"Yuan Renminbi"]
["COP",3003,"Colombian Peso"]
["COU",8.1699999999999995E-2,"Unidad de Valor Real"]
["CRC",547.27,"Costa Rican Colon"]
["CUC",1,"Peso Convertible"]
["CUP",1,"Cuban Peso"]
["CVE",100.57,"Cape Verde Escudo"]
["CZK",24.574000000000002,"Czech Koruna"]
["DJF",178,"Djibouti Franc"]
["DKK",6.7728000000000002,"Danish Krone"]
["DOP",45.98,"Dominican Peso"]
["DZD",109.5,"Algerian Dinar"]
["EGP",8.8798999999999992,"Egyptian Pound"]
["ERN",15.62,"Nakfa"]
["ETB",22.1889,"Ethiopian Birr"]
["EUR",0.91049999999999998,"Euro"]
["FJD",2.0375000000000001,"Fiji Dollar"]
["FKP",0.81730000000000003,"Falkland Islands Pound"]
["GBP",0.81659999999999999,"Pound Sterling"]
["GEL",2.375,"Lari"]
["GHS",3.97,"Cedi"]
["GIP",0.81759999999999999,"Gibraltar Pound"]
["GMD",42.32,"Dalasi"]
["GNF",8838,"Guinea Franc"]
["GTQ",7.5149999999999997,"Quetzal"]
["GYD",204.56,"Guyana Dollar"]
["HKD",7.7549000000000001,"Hong Kong Dollar"]
["HNL",22.48,"Lempira"]
["HRK",6.8331,"Croatian Kuna"]
["HTG",63.070700000000002,"Gourde"]
["HUF",280.89,"Forint"]
["IDR",13047,"Rupiah"]
["ILS",3.8306,"New Israeli Sheqel"]
["INR",66.6755,"Indian Rupee"]
["IQD",1164,"Iraqi Dinar"]
["IRR",31778,"Iranian Rial"]
["ISK",112.45,"Iceland Krona"]
["JMD",129.12,"Jamaican Dollar"]
["JOD",0.7077,"Jordanian Dinar"]
["JPY",104.81,"Yen"]
["KES",101.5,"Kenyan Shilling"]
["KGS",68.400000000000006,"Som"]
["KHR",4025,"Riel"]
["KMF",438.4,"Comoro Franc"]
["KPW",130,"North Korean Won"]
["KRW",1141.73,"Won"]
["KWD",0.30299999999999999,"Kuwaiti Dinar"]
["KYD",0.82,"Cayman Islands Dollar"]
["KZT",335.5,"Tenge"]
["LAK",8160,"Kip"]
["LBP",1506.4,"Lebanese Pound"]
["LKR",147.4,"Sri Lanka Rupee"]
["LRD",90,"Liberian Dollar"]
["LSL",13.4603,"Loti"]
["LTL",2.8536000000000001,"Lithuanian Litas"]
["LVL",0.50780000000000003,"Latvian Lats"]
["LYD",1.401,"Libyan Dinar"]
["MAD",9.8412000000000006,"Moroccan Dirham"]
["MDL",19.98,"Moldovan Leu"]
["MGA",3187,"Malagasy Ariary"]
["MKD",55.78,"Denar"]
["MMK",1286,"Kyat"]
["MNT",2355,"Tugrik"]
["MOP",7.98,"Pataca"]
["MRO",355,"Ouguiya"]
["MUR",35.69,"Mauritius Rupee"]
["MVR",15.05,"Rufiyaa"]
["MWK",712.52,"Kwacha"]
["MXN",18.859000000000002,"Mexican Peso"]
["MXV",3.4308999999999998,"Mexican Unidad de Inversion (UDI)"]
["MYR",4.1900000000000004,"Malaysian Ringgit"]
["MZN",76.88,"Metical"]
["NAD",13.4703,"Namibia Dollar"]
["NGN",304.5,"Naira"]
["NIO",28.56,"Cordoba Oro"]
["NOK",8.2555999999999994,"Norwegian Krone"]
["NPR",106.5,"Nepalese Rupee"]
["NZD",1.3977999999999999,"New Zealand Dollar"]
["OMR",0.3846,"Rial Omani"]
["PAB",1,"Balboa"]
["PEN",3.359,"Nuevo Sol"]
["PGK",3.0960000000000001,"Kina"]
["PHP",48.48,"Philippine Peso"]
["PKR",104.7,"Pakistan Rupee"]
["PLN",3.9214000000000002,"Zloty"]
["PYG",5718,"Guarani"]
["QAR",3.6413000000000002,"Qatari Rial"]
["RON",4.0994999999999999,"Leu"]
["RSD",111.9,"Serbian Dinar"]
["RUB",63.3155,"Russian Ruble"]
["RWF",815,"Rwanda Franc"]
["SAR",3.7502,"Saudi Riyal"]
["SBD",7.8989000000000003,"Solomon Islands Dollar"]
["SCR",13.05,"Seychelles Rupee"]
["SDG",6.35,"Sudanese Pound"]
["SEK",9.0305999999999997,"Swedish Krona"]
["SGD",1.3905000000000001,"Singapore Dollar"]
["SHP",0.81630000000000003,"Saint Helena Pound"]
["SLL",5590,"Leone"]
["SOS",575,"Somali Shilling"]
["SRD",6.9489999999999998,"Surinam Dollar"]
["SSP",68.97,"South Sudanese Pound"]
["STD",21773,"Dobra"]
["SVC",8.7219999999999995,"El Salvador Colon"]
["SYP",517,"Syrian Pound"]
["SZL",13.4603,"Lilangeni"]
["THB",35.020000000000003,"Baht"]
["TJS",7.87,"Somoni"]
["TMT",3.49,"New Manat"]
["TND",2.2446999999999999,"Tunisian Dinar"]
["TOP",2.1025999999999998,"Pa'anga"]
["TRY",3.0929000000000002,"Turkish Lira"]
["TTD",6.673,"Trinidad and Tobago Dollar"]
["TWD",31.516999999999999,"New Taiwan Dollar"]
["TZS",2180,"Tanzanian Shilling"]
["UAH",25.5,"Hryvnia"]
["UGX",3460,"Uganda Shilling"]
["USD",1,"US Dollar"]
["UYU",28.3,"Peso Uruguayo"]
["UZS",3092,"Uzbekistan Sum"]
["VEF",9.9749999999999996,"Bolivar Fuerte"]
["VND",22284,"Dong"]
["VUV",105.78,"Vatu"]
["WST",2.4521999999999999,"Tala"]
["XAF",597.19000000000005,"CFA Franc BEAC"]
["XCD",2.69,"East Caribbean Dollar"]
["XOF",597.29999999999995,"CFA Franc BCEAO"]
["XPF",108.6,"CFP Franc"]
["YER",249.7,"Yemeni Rial"]
["ZAR",13.46,"Rand"]
["ZMK",5185,"Zambian Kwacha"]
["ZWL",378,"Zimbabwe Dollar"]

{"sheet":"FX Turnover","index":2,"n_rows":29,"n_cols":13,"rows_kept":29,"cut":false,"hidden":false,"merged":[]}
["Foreign Exchange Turnover"]
["Turnover for the period:",null,null,null,"2016-10-31"]
[]
["By Product and Intention to Clear"]
["New Trade Turnover (US$mn)","Asset Class","Base Product","Sub Product","Intended to Clear","Not Intended to Clear","Total"]
["Non-deliverable Forward","Foreign Exchange","NDF","",132888624705.13113,602681501686.2428,735570126391.3739]
["Total",null,null,null,132888624705.13113,602681501686.2428,735570126391.3739]
[]
["Number of New Trade","Asset Class","Base Product","Sub Product","Intended to Clear","Not Intended to Clear","Total"]
["Non-deliverable Forward","Foreign Exchange","NDF","",12983.5,71426.5,84410]
["Total",null,null,null,12983.5,71426.5,84410]
[]
["By Product and Currency"]
["New Trade Turnover (US$mn)","Asset Class","Base Product","Sub Product","USD/CNY","USD/IDR","USD/INR","USD/KRW","USD/MYR","USD/PHP","USD/TWD","Others","Total"]
["Non-deliverable Forward","Foreign Exchange","NDF","",124599616440.41937,21576383581.779434,99923357401.405548,210567155881.34589,52902579798.67939,27444195822.36039,174747225517.84583,23809611947.538086,735570126391.3739]
["Total",null,null,null,124599616440.41937,21576383581.779434,99923357401.405548,210567155881.34589,52902579798.67939,27444195822.36039,174747225517.84583,23809611947.538086,735570126391.3739]
[]
["Number of New Trade","Asset Class","Base Product","Sub Product","USD/CNY","USD/IDR","USD/INR","USD/KRW","USD/MYR","USD/PHP","USD/TWD","Others","Total"]
["Non-deliverable Forward","Foreign Exchange","NDF","",8803.5,4219.5,12276,22222.5,9020.5,6041,18860,2967,84410]
["Total",null,null,null,8803.5,4219.5,12276,22222.5,9020.5,6041,18860,2967,84410]
[]
["By Product and Residual Maturity"]
["New Trade Turnover (US$mn)","Asset Class","Base Product","Sub Product","0 - 3 Months","3 - 6 Months","6 - 9 Months","9 - 12 Months","1 - 2 Years","2 - 5 Years","> 5 Years","Total"]
["Non-deliverable Forward","Foreign Exchange","NDF","",648209884183.23132,45271803265.242729,21182785933.70496,8519485773.8557444,11964151709.432993,406865525.90565628,15150000.000610352,735570126391.3739]
["Total",null,null,null,648209884183.23132,45271803265.242729,21182785933.70496,8519485773.8557444,11964151709.432993,406865525.90565628,15150000.000610352,735570126391.3739]
[]
["Number of New Trade","Asset Class","Base Product","Sub Product","0 - 3 Months","3 - 6 Months","6 - 9 Months","9 - 12 Months","1 - 2 Years","2 - 5 Years","> 5 Years","Total"]
["Non-deliverable Forward","Foreign Exchange","NDF","",79407.5,2691,1065.5,475.5,705.5,62,3,84410]
["Total",null,null,null,79407.5,2691,1065.5,475.5,705.5,62,3,84410]

{"sheet":"IR Turnover","index":3,"n_rows":41,"n_cols":12,"rows_kept":41,"cut":false,"hidden":false,"merged":[]}
["Interest Rate Turnover"]
["Turnover for the period:",null,null,null,"2016-10-31"]
[]
["By Product and Intention to Clear"]
["New Trade Turnover (US$mn)","Asset Class","Base Product","Sub Product","Intended to Clear","Not Intended to Clear","Total"]
["Basis Swap","Interest Rate","IR Swap","Basis",23182686489.165932,147744314985.64178,170927001474.80771]
["Floating vs. Fixed","Interest Rate","IR Swap","Fixed Float",383934262493.03217,1194474280285.9382,1578408542778.9705]
["Overnight Index Swap","Interest Rate","IR Swap","OIS",28382030824.533596,409658003143.96936,438040033968.50293]
["Total",null,null,null,435498979806.73169,1751876598415.5493,2187375578222.281]
[]
["Number of New Trade","Asset Class","Base Product","Sub Product","Intended to Clear","Not Intended to Clear","Total"]
["Basis Swap","Interest Rate","IR Swap","Basis",346,3784.5,4130.5]
["Floating vs. Fixed","Interest Rate","IR Swap","Fixed Float",6333.5,21682.5,28016]
["Overnight Index Swap","Interest Rate","IR Swap","OIS",269,1370,1639]
["Total",null,null,null,6948.5,26837,33785.5]
[]
["By Product and Currency"]
["New Trade Turnover (US$mn)","Asset Class","Base Product","Sub Product","USD","CNY","EUR","GBP","JPY","HKD","Others","Total"]
["Basis Swap","Interest Rate","IR Swap","Basis",64673510611.193275,0,5352897331.182147,1453837896.1487975,7614413354.8842602,4651587582.443984,87180754698.955231,170927001474.80771]
["Floating vs. Fixed","Interest Rate","IR Swap","Fixed Float",389293031890.69501,98785889866.971573,54349865203.636292,1822721337.9668417,156966867175.07837,132977812823.3858,744212354481.23657,1578408542778.9705]
["Overnight Index Swap","Interest Rate","IR Swap","OIS",55311200000,0,124770983099.14137,8055609730.6395569,22612771273.14476,0,227289469865.57727,438040033968.50293]
["Total",null,null,null,509277742501.88831,98785889866.971573,184473745633.95981,11332168964.755196,187194051803.10736,137629400405.82977,1058682579045.769,2187375578222.281]
[]
["Number of New Trade","Asset Class","Base Product","Sub Product","USD","CNY","EUR","GBP","JPY","HKD","Others","Total"]
["Basis Swap","Interest Rate","IR Swap","Basis",987,0,257,136,215,162,2373.5,4130.5]
["Floating vs. Fixed","Interest Rate","IR Swap","Fixed Float",5241,3817,736.5,127,1846.5,4063.5,12184.5,28016]
["Overnight Index Swap","Interest Rate","IR Swap","OIS",96.5,0,178,21,53,0,1290.5,1639]
["Total",null,null,null,6324.5,3817,1171.5,284,2114.5,4225.5,15848.5,33785.5]
[]
["By Product and Residual Maturity"]
["New Trade Turnover (US$mn)","Asset Class","Base Product","Sub Product","0 - 1 Year","1 - 2 Years","2 - 5 Years","5 - 10 Years","10 - 15 Years","15 - 20 Years","> 20 Years","Total"]
["Basis Swap","Interest Rate","IR Swap","Basis",40843127456.600227,21452641991.349693,66395415246.436279,28178625742.9473,11403282187.909925,1531629095.1727304,1122279754.391571,170927001474.80771]
["Floating vs. Fixed","Interest Rate","IR Swap","Fixed Float",460317904841.98419,282391323047.50836,492379605742.79486,238715955045.45474,70430874657.330963,9207560106.4543934,24965319337.442871,1578408542778.9705]
["Overnight Index Swap","Interest Rate","IR Swap","OIS",375457809095.22089,36433859388.249001,20814608010.61459,4637874755.2778397,237031764.17771143,0,458850954.96289062,438040033968.50293]
["Total",null,null,null,876618841393.8053,340277824427.10706,579589628999.84583,271532455543.67987,82071188609.418594,10739189201.627125,26546450046.797333,2187375578222.281]
[]
["Number of New Trade","Asset Class","Base Product","Sub Product","0 - 1 Year","1 - 2 Years","2 - 5 Years","5 - 10 Years","10 - 15 Years","15 - 20 Years","> 20 Years","Total"]
["Basis Swap","Interest Rate","IR Swap","Basis",326,258.5,922,1121.5,498.5,296,708,4130.5]
["Floating vs. Fixed","Interest Rate","IR Swap","Fixed Float",3403.5,3622,9282.5,6922,2678,568.5,1539.5,28016]
["Overnight Index Swap","Interest Rate","IR Swap","OIS",579,290,467,283.5,5.5,0,14,1639]
["Total",null,null,null,4308.5,4170.5,10671.5,8327,3182,864.5,2261.5,33785.5]