{"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:","2016-07-29"]
[]
["By Product and Intention to Clear"]
["Outstanding Notional (US$mn)","Intended to Clear","Not Intended to Clear","Total"]
["Non-deliverable Forward",55110893071.024803,1194286164421.1226,1249397057492.1475]
["Total",55110893071.024803,1194286164421.1226,1249397057492.1475]
[]
["Number of Outstanding Trades","Intended to Clear","Not Intended to Clear","Total"]
["Non-deliverable Forward",4169,107701,111870]
["Total",4169,107701,111870]
[]
["By Product and Currency"]
["Outstanding Notional (US$mn)","USD/CNY","USD/IDR","USD/INR","USD/KRW","USD/MYR","USD/PHP","USD/TWD","Others","Total"]
["Non-deliverable Forward",391382598677.45923,28113141409.579979,122628551296.58391,355716160126.26764,96734508282.087326,29623199911.396252,193119057200.30707,32079840588.466064,1249397057492.1475]
["Total",391382598677.45923,28113141409.579979,122628551296.58391,355716160126.26764,96734508282.087326,29623199911.396252,193119057200.30707,32079840588.466064,1249397057492.1475]
[]
["Number of Outstanding Trades","USD/CNY","USD/IDR","USD/INR","USD/KRW","USD/MYR","USD/PHP","USD/TWD","Others","Total"]
["Non-deliverable Forward",24609,4448,12397,29258,11758,5695,19459,4246,111870]
["Total",24609,4448,12397,29258,11758,5695,19459,4246,111870]
[]
["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",898624328915.91187,186938796568.43698,90992383394.787643,45611981803.578728,20251355041.960003,6827838001.7767057,150373765.69580078,1249397057492.1475]
["Total",898624328915.91187,186938796568.43698,90992383394.787643,45611981803.578728,20251355041.960003,6827838001.7767057,150373765.69580078,1249397057492.1475]
[]
["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",89535,10688,5760,3082,1871,898,36,111870]
["Total",89535,10688,5760,3082,1871,898,36,111870]
[]
["Foreign Exchange Rate"]
["Currency Code","Exchange Rate","Description"]
["AED",3.673,"UAE Dirham"]
["AFN",68.88,"Afghani"]
["ALL",121.75,"Lek"]
["AMD",474.7,"Armenian Dram"]
["ANG",1.77,"Netherlands Antillean Guilder"]
["AOA",165.06299999999999,"Kwanza"]
["ARS",14.988,"Argentine Peso"]
["AUD",1.3160000000000001,"Australian Dollar"]
["AWG",1.79,"Aruban Florin"]
["AZN",1.5841000000000001,"Azerbaijanian Manat"]
["BAM",1.7592000000000001,"Convertible Mark"]
["BBD",2,"Barbados Dollar"]
["BDT",78.319999999999993,"Taka"]
["BGN",1.7503,"Bulgarian Lev"]
["BHD",0.377,"Bahraini Dinar"]
["BIF",1652.2,"Burundi Franc"]
["BMD",1,"Bermudian Dollar"]
["BND",1.3392999999999999,"Brunei Dollar"]
["BOB",6.87,"Boliviano"]
["BRL",3.2471000000000001,"Brazilian Real"]
["BSD",1,"Bahamian Dollar"]
["BTN",66.989999999999995,"Ngultrum"]
["BWP",10.5932,"Pula"]
["BYR",19800,"Belarussian Ruble"]
["BZD",1.98,"Belize Dollar"]
["CAD",1.3028,"Canadian Dollar"]
["CDF",970,"Congolese Franc"]
["CHF",0.96879999999999999,"Swiss Franc"]
["CLF",24948.04,"Unidades de fomento"]
["CLP",654.84,"Chilean Peso"]
["CNY",6.6371000000000002,"Yuan Renminbi"]
["COP",3066.93,"Colombian Peso"]
["COU",7.8100000000000003E-2,"Unidad de Valor Real"]
["CRC",542.80999999999995,"Costa Rican Colon"]
["CUC",1,"Peso Convertible"]
["CUP",1,"Cuban Peso"]
["CVE",97.68,"Cape Verde Escudo"]
["CZK",24.189,"Czech Koruna"]
["DJF",176.6,"Djibouti Franc"]
["DKK",6.6566999999999998,"Danish Krone"]
["DOP",45.78,"Dominican Peso"]
["DZD",109.8008,"Algerian Dinar"]
["EGP",8.8798999999999992,"Egyptian Pound"]
["ERN",15.4,"Nakfa"]
["ETB",21.778199999999998,"Ethiopian Birr"]
["EUR",0.89490000000000003,"Euro"]
["FJD",2.0467,"Fiji Dollar"]
["FKP",0.75839999999999996,"Falkland Islands Pound"]
["GBP",0.75600000000000001,"Pound Sterling"]
["GEL",2.3420000000000001,"Lari"]
["GHS",3.8210000000000002,"Cedi"]
["GIP",0.75580000000000003,"Gibraltar Pound"]
["GMD",41.83,"Dalasi"]
["GNF",8985,"Guinea Franc"]
["GTQ",7.5609999999999999,"Quetzal"]
["GYD",206.99,"Guyana Dollar"]
["HKD",7.7571000000000003,"Hong Kong Dollar"]
["HNL",22.56,"Lempira"]
["HRK",6.6957000000000004,"Croatian Kuna"]
["HTG",62.852200000000003,"Gourde"]
["HUF",278.02999999999997,"Forint"]
["IDR",13097,"Rupiah"]
["ILS",3.8085,"New Israeli Sheqel"]
["INR",66.63,"Indian Rupee"]
["IQD",1168,"Iraqi Dinar"]
["IRR",30065,"Iranian Rial"]
["ISK",118.48,"Iceland Krona"]
["JMD",126.16,"Jamaican Dollar"]
["JOD",0.7077,"Jordanian Dinar"]
["JPY",102.05,"Yen"]
["KES",101.3,"Kenyan Shilling"]
["KGS",67.05,"Som"]
["KHR",4030.0837999999999,"Riel"]
["KMF",447.45,"Comoro Franc"]
["KPW",130,"North Korean Won"]
["KRW",1110.8900000000001,"Won"]
["KWD",0.30149999999999999,"Kuwaiti Dinar"]
["KYD",0.82,"Cayman Islands Dollar"]
["KZT",352.36,"Tenge"]
["LAK",8088.9,"Kip"]
["LBP",1504.6,"Lebanese Pound"]
["LKR",144.76,"Sri Lanka Rupee"]
["LRD",90,"Liberian Dollar"]
["LSL",14.068199999999999,"Loti"]
["LTL",2.8536000000000001,"Lithuanian Litas"]
["LVL",0.50780000000000003,"Latvian Lats"]
["LYD",1.3855,"Libyan Dinar"]
["MAD",9.7591000000000001,"Moroccan Dirham"]
["MDL",19.675000000000001,"Moldovan Leu"]
["MGA",2927,"Malagasy Ariary"]
["MKD",54.82,"Denar"]
["MMK",1182,"Kyat"]
["MNT",2058,"Tugrik"]
["MOP",7.9829999999999997,"Pataca"]
["MRO",353,"Ouguiya"]
["MUR",35.25,"Mauritius Rupee"]
["MVR",14.93,"Rufiyaa"]
["MWK",710.69,"Kwacha"]
["MXN",18.746500000000001,"Mexican Peso"]
["MXV",3.4588000000000001,"Mexican Unidad de Inversion (UDI)"]
["MYR",4.0670000000000002,"Malaysian Ringgit"]
["MZN",67.569999999999993,"Metical"]
["NAD",13.8689,"Namibia Dollar"]
["NGN",318,"Naira"]
["NIO",28.47,"Cordoba Oro"]
["NOK",8.4471000000000007,"Norwegian Krone"]
["NPR",107.5,"Nepalese Rupee"]
["NZD",1.3862000000000001,"New Zealand Dollar"]
["OMR",0.38490000000000002,"Rial Omani"]
["PAB",1,"Balboa"]
["PEN",3.3471000000000002,"Nuevo Sol"]
["PGK",3.0912000000000002,"Kina"]
["PHP",46.97,"Philippine Peso"]
["PKR",104.71,"Pakistan Rupee"]
["PLN",3.8973,"Zloty"]
["PYG",5534,"Guarani"]
["QAR",3.6414,"Qatari Rial"]
["RON",3.9964,"Leu"]
["RSD",109.99,"Serbian Dinar"]
["RUB",65.975499999999997,"Russian Ruble"]
["RWF",741,"Rwanda Franc"]
["SAR",3.7502,"Saudi Riyal"]
["SBD",7.5472000000000001,"Solomon Islands Dollar"]
["SCR",13.281000000000001,"Seychelles Rupee"]
["SDG",6.07,"Sudanese Pound"]
["SEK",8.5518000000000001,"Swedish Krona"]
["SGD",1.3392999999999999,"Singapore Dollar"]
["SHP",0.75949999999999995,"Saint Helena Pound"]
["SLL",5495,"Leone"]
["SOS",580,"Somali Shilling"]
["SRD",7.085,"Surinam Dollar"]
["SSP",45.34,"South Sudanese Pound"]
["STD",21268,"Dobra"]
["SVC",8.7222000000000008,"El Salvador Colon"]
["SYP",215.35,"Syrian Pound"]
["SZL",14.088800000000001,"Lilangeni"]
["THB",34.76,"Baht"]
["TJS",7.8685,"Somoni"]
["TMT",3.3094999999999999,"New Manat"]
["TND",2.2086999999999999,"Tunisian Dinar"]
["TOP",2.1295000000000002,"Pa'anga"]
["TRY",2.9872999999999998,"Turkish Lira"]
["TTD",6.6595000000000004,"Trinidad and Tobago Dollar"]
["TWD",31.818000000000001,"New Taiwan Dollar"]
["TZS",2182,"Tanzanian Shilling"]
["UAH",24.8,"Hryvnia"]
["UGX",3375,"Uganda Shilling"]
["USD",1,"US Dollar"]
["UYU",29.85,"Peso Uruguayo"]
["UZS",2945,"Uzbekistan Sum"]
["VEF",9.9749999999999996,"Bolivar Fuerte"]
["VND",22273,"Dong"]
["VUV",106.44,"Vatu"]
["WST",2.4746000000000001,"Tala"]
["XAF",587.04,"CFA Franc BEAC"]
["XCD",2.69,"East Caribbean Dollar"]
["XOF",587.04,"CFA Franc BCEAO"]
["XPF",106.22,"CFP Franc"]
["YER",249.9,"Yemeni Rial"]
["ZAR",13.875,"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:","2016-07-29"]
[]
["By Product and Intention to Clear"]
["Outstanding Notional (US$mn)","Intended to Clear","Not Intended to Clear","Total"]
["Basis Swap",122457761901.04376,247465541974.84149,369923303875.88525]
["Floating vs. Fixed",1532464369646.6763,5464705143254.123,6997169512900.7988]
["Overnight Index Swap",56357461122.864891,1369090227678.2808,1425447688801.1458]
["Total",1711279592670.585,7081260912907.2461,8792540505577.8291]
[]
["Number of Outstanding Trades","Intended to Clear","Not Intended to Clear","Total"]
["Basis Swap",1615,3423.5,5038.5]
["Floating vs. Fixed",32216.5,140558.5,172775]
["Overnight Index Swap",173,10987,11160]
["Total",34004.5,154969,188973.5]
[]
["By Product and Currency"]
["Outstanding Notional (US$mn)","USD","CNY","EUR","GBP","JPY","HKD","Others","Total"]
["Basis Swap",96487129869.0793,0,3741312081.148396,6437472642.4314814,113307821062.48245,20712701911.79689,129236866308.94672,369923303875.88525]
["Floating vs. Fixed",1318008656218.824,626411038164.23975,160552220707.80634,12255783820.264551,700608083022.10547,832939096262.8717,3346394634704.687,6997169512900.7988]
["Overnight Index Swap",135547300000,0,161631033879.33878,6931304671.957674,70767966682.998535,0,1050570083566.8508,1425447688801.1458]
["Total",1550043086087.9033,626411038164.23975,325924566668.29352,25624561134.653709,884683870767.58643,853651798174.66858,4526201584580.4844,8792540505577.8291]
[]
["Number of Outstanding Trades","USD","CNY","EUR","GBP","JPY","HKD","Others","Total"]
["Basis Swap",1215,0,91,92,1367,593.5,1680,5038.5]
["Floating vs. Fixed",32908.5,24339.5,2426,289,11470,27850.5,73491.5,172775]
["Overnight Index Swap",312,0,291,12,169,0,10376,11160]
["Total",34435.5,24339.5,2808,393,13006,28444,85547.5,188973.5]
[]
["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",91451997322.620773,56609362266.804832,134757657583.86871,67582089388.873413,11339182631.544439,5406793364.762537,2776221317.4105835,369923303875.88525]
["Floating vs. Fixed",2586860403554.2354,1409401742445.6279,1950049738206.5339,844946294422.28345,114133460801.54941,41388053955.41124,50389819515.157227,6997169512900.7988]
["Overnight Index Swap",1264984133219.7488,65323751444.886719,87911176972.721558,5993814092.7823811,935479063.9187752,226707568.56593615,72626438.521728516,1425447688801.1458]
["Total",3943296534096.6045,1531334856157.3196,2172718572763.124,918522197903.93921,126408122497.01262,47021554888.739708,53238667271.089539,8792540505577.8291]
[]
["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",613,591.5,1794,1248,296,231,265,5038.5]
["Floating vs. Fixed",34244,28766,63267.5,35410.5,5170,2461,3456,172775]
["Overnight Index Swap",3814,1640,5434,221,29,15,7,11160]
["Total",38671,30997.5,70495.5,36879.5,5495,2707,3728,188973.5]
[]
["Foreign Exchange Rate"]
["Currency Code","Exchange Rate","Description"]
["AED",3.673,"UAE Dirham"]
["AFN",68.88,"Afghani"]
["ALL",121.75,"Lek"]
["AMD",474.7,"Armenian Dram"]
["ANG",1.77,"Netherlands Antillean Guilder"]
["AOA",165.06299999999999,"Kwanza"]
["ARS",14.988,"Argentine Peso"]
["AUD",1.3160000000000001,"Australian Dollar"]
["AWG",1.79,"Aruban Florin"]
["AZN",1.5841000000000001,"Azerbaijanian Manat"]
["BAM",1.7592000000000001,"Convertible Mark"]
["BBD",2,"Barbados Dollar"]
["BDT",78.319999999999993,"Taka"]
["BGN",1.7503,"Bulgarian Lev"]
["BHD",0.377,"Bahraini Dinar"]
["BIF",1652.2,"Burundi Franc"]
["BMD",1,"Bermudian Dollar"]
["BND",1.3392999999999999,"Brunei Dollar"]
["BOB",6.87,"Boliviano"]
["BRL",3.2471000000000001,"Brazilian Real"]
["BSD",1,"Bahamian Dollar"]
["BTN",66.989999999999995,"Ngultrum"]
["BWP",10.5932,"Pula"]
["BYR",19800,"Belarussian Ruble"]
["BZD",1.98,"Belize Dollar"]
["CAD",1.3028,"Canadian Dollar"]
["CDF",970,"Congolese Franc"]
["CHF",0.96879999999999999,"Swiss Franc"]
["CLF",24948.04,"Unidades de fomento"]
["CLP",654.84,"Chilean Peso"]
["CNY",6.6371000000000002,"Yuan Renminbi"]
["COP",3066.93,"Colombian Peso"]
["COU",7.8100000000000003E-2,"Unidad de Valor Real"]
["CRC",542.80999999999995,"Costa Rican Colon"]
["CUC",1,"Peso Convertible"]
["CUP",1,"Cuban Peso"]
["CVE",97.68,"Cape Verde Escudo"]
["CZK",24.189,"Czech Koruna"]
["DJF",176.6,"Djibouti Franc"]
["DKK",6.6566999999999998,"Danish Krone"]
["DOP",45.78,"Dominican Peso"]
["DZD",109.8008,"Algerian Dinar"]
["EGP",8.8798999999999992,"Egyptian Pound"]
["ERN",15.4,"Nakfa"]
["ETB",21.778199999999998,"Ethiopian Birr"]
["EUR",0.89490000000000003,"Euro"]
["FJD",2.0467,"Fiji Dollar"]
["FKP",0.75839999999999996,"Falkland Islands Pound"]
["GBP",0.75600000000000001,"Pound Sterling"]
["GEL",2.3420000000000001,"Lari"]
["GHS",3.8210000000000002,"Cedi"]
["GIP",0.75580000000000003,"Gibraltar Pound"]
["GMD",41.83,"Dalasi"]
["GNF",8985,"Guinea Franc"]
["GTQ",7.5609999999999999,"Quetzal"]
["GYD",206.99,"Guyana Dollar"]
["HKD",7.7571000000000003,"Hong Kong Dollar"]
["HNL",22.56,"Lempira"]
["HRK",6.6957000000000004,"Croatian Kuna"]
["HTG",62.852200000000003,"Gourde"]
["HUF",278.02999999999997,"Forint"]
["IDR",13097,"Rupiah"]
["ILS",3.8085,"New Israeli Sheqel"]
["INR",66.63,"Indian Rupee"]
["IQD",1168,"Iraqi Dinar"]
["IRR",30065,"Iranian Rial"]
["ISK",118.48,"Iceland Krona"]
["JMD",126.16,"Jamaican Dollar"]
["JOD",0.7077,"Jordanian Dinar"]
["JPY",102.05,"Yen"]
["KES",101.3,"Kenyan Shilling"]
["KGS",67.05,"Som"]
["KHR",4030.0837999999999,"Riel"]
["KMF",447.45,"Comoro Franc"]
["KPW",130,"North Korean Won"]
["KRW",1110.8900000000001,"Won"]
["KWD",0.30149999999999999,"Kuwaiti Dinar"]
["KYD",0.82,"Cayman Islands Dollar"]
["KZT",352.36,"Tenge"]
["LAK",8088.9,"Kip"]
["LBP",1504.6,"Lebanese Pound"]
["LKR",144.76,"Sri Lanka Rupee"]
["LRD",90,"Liberian Dollar"]
["LSL",14.068199999999999,"Loti"]
["LTL",2.8536000000000001,"Lithuanian Litas"]
["LVL",0.50780000000000003,"Latvian Lats"]
["LYD",1.3855,"Libyan Dinar"]
["MAD",9.7591000000000001,"Moroccan Dirham"]
["MDL",19.675000000000001,"Moldovan Leu"]
["MGA",2927,"Malagasy Ariary"]
["MKD",54.82,"Denar"]
["MMK",1182,"Kyat"]
["MNT",2058,"Tugrik"]
["MOP",7.9829999999999997,"Pataca"]
["MRO",353,"Ouguiya"]
["MUR",35.25,"Mauritius Rupee"]
["MVR",14.93,"Rufiyaa"]
["MWK",710.69,"Kwacha"]
["MXN",18.746500000000001,"Mexican Peso"]
["MXV",3.4588000000000001,"Mexican Unidad de Inversion (UDI)"]
["MYR",4.0670000000000002,"Malaysian Ringgit"]
["MZN",67.569999999999993,"Metical"]
["NAD",13.8689,"Namibia Dollar"]
["NGN",318,"Naira"]
["NIO",28.47,"Cordoba Oro"]
["NOK",8.4471000000000007,"Norwegian Krone"]
["NPR",107.5,"Nepalese Rupee"]
["NZD",1.3862000000000001,"New Zealand Dollar"]
["OMR",0.38490000000000002,"Rial Omani"]
["PAB",1,"Balboa"]
["PEN",3.3471000000000002,"Nuevo Sol"]
["PGK",3.0912000000000002,"Kina"]
["PHP",46.97,"Philippine Peso"]
["PKR",104.71,"Pakistan Rupee"]
["PLN",3.8973,"Zloty"]
["PYG",5534,"Guarani"]
["QAR",3.6414,"Qatari Rial"]
["RON",3.9964,"Leu"]
["RSD",109.99,"Serbian Dinar"]
["RUB",65.975499999999997,"Russian Ruble"]
["RWF",741,"Rwanda Franc"]
["SAR",3.7502,"Saudi Riyal"]
["SBD",7.5472000000000001,"Solomon Islands Dollar"]
["SCR",13.281000000000001,"Seychelles Rupee"]
["SDG",6.07,"Sudanese Pound"]
["SEK",8.5518000000000001,"Swedish Krona"]
["SGD",1.3392999999999999,"Singapore Dollar"]
["SHP",0.75949999999999995,"Saint Helena Pound"]
["SLL",5495,"Leone"]
["SOS",580,"Somali Shilling"]
["SRD",7.085,"Surinam Dollar"]
["SSP",45.34,"South Sudanese Pound"]
["STD",21268,"Dobra"]
["SVC",8.7222000000000008,"El Salvador Colon"]
["SYP",215.35,"Syrian Pound"]
["SZL",14.088800000000001,"Lilangeni"]
["THB",34.76,"Baht"]
["TJS",7.8685,"Somoni"]
["TMT",3.3094999999999999,"New Manat"]
["TND",2.2086999999999999,"Tunisian Dinar"]
["TOP",2.1295000000000002,"Pa'anga"]
["TRY",2.9872999999999998,"Turkish Lira"]
["TTD",6.6595000000000004,"Trinidad and Tobago Dollar"]
["TWD",31.818000000000001,"New Taiwan Dollar"]
["TZS",2182,"Tanzanian Shilling"]
["UAH",24.8,"Hryvnia"]
["UGX",3375,"Uganda Shilling"]
["USD",1,"US Dollar"]
["UYU",29.85,"Peso Uruguayo"]
["UZS",2945,"Uzbekistan Sum"]
["VEF",9.9749999999999996,"Bolivar Fuerte"]
["VND",22273,"Dong"]
["VUV",106.44,"Vatu"]
["WST",2.4746000000000001,"Tala"]
["XAF",587.04,"CFA Franc BEAC"]
["XCD",2.69,"East Caribbean Dollar"]
["XOF",587.04,"CFA Franc BCEAO"]
["XPF",106.22,"CFP Franc"]
["YER",249.9,"Yemeni Rial"]
["ZAR",13.875,"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,"2016-07-29"]
[]
["By Product and Intention to Clear"]
["New Trade Turnover (US$mn)","Asset Class","Base Product","Sub Product","Intended to Clear","Not Intended to Clear","Total"]
["Non-deliverable Forward","Foreign Exchange","NDF","",42153382251.149803,716623303510.50635,758776685761.65613]
["Total",null,null,null,42153382251.149803,716623303510.50635,758776685761.65613]
[]
["Number of New Trade","Asset Class","Base Product","Sub Product","Intended to Clear","Not Intended to Clear","Total"]
["Non-deliverable Forward","Foreign Exchange","NDF","",4654,78745.5,83399.5]
["Total",null,null,null,4654,78745.5,83399.5]
[]
["By Product and Currency"]
["New Trade Turnover (US$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","",162786251018.30774,16561979751.955832,101013719095.8786,209684935459.92346,70538707114.871719,28082899011.812046,154204610914.3707,15903583394.536011,758776685761.65613]
["Total",null,null,null,162786251018.30774,16561979751.955832,101013719095.8786,209684935459.92346,70538707114.871719,28082899011.812046,154204610914.3707,15903583394.536011,758776685761.65613]
[]
["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","",10804.5,3226.5,11234.5,23848,10109,5035,16811,2331,83399.5]
["Total",null,null,null,10804.5,3226.5,11234.5,23848,10109,5035,16811,2331,83399.5]
[]
["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","",669769229614.53613,53947249768.024422,15046256043.099304,9013932810.4817905,9933666327.6212101,1036345693.2890266,30005504.604125977,758776685761.65613]
["Total",null,null,null,669769229614.53613,53947249768.024422,15046256043.099304,9013932810.4817905,9933666327.6212101,1036345693.2890266,30005504.604125977,758776685761.65613]
[]
["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","",78570.5,2713.5,909.5,490.5,614,94.5,7,83399.5]
["Total",null,null,null,78570.5,2713.5,909.5,490.5,614,94.5,7,83399.5]

{"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,"2016-07-29"]
[]
["By Product and Intention to Clear"]
["New Trade Turnover (US$mn)","Asset Class","Base Product","Sub Product","Intended to Clear","Not Intended to Clear","Total"]
["Basis Swap","Interest Rate","IR Swap","Basis",11019597766.613873,136277797702.59554,147297395469.20941]
["Floating vs. Fixed","Interest Rate","IR Swap","Fixed Float",190160715077.06894,1086567232909.0209,1276727947986.0898]
["Overnight Index Swap","Interest Rate","IR Swap","OIS",22546051498.153351,500790774175.10339,523336825673.25671]
["Total",null,null,null,223726364341.83615,1723635804786.7197,1947362169128.5562]
[]
["Number of New Trade","Asset Class","Base Product","Sub Product","Intended to Clear","Not Intended to Clear","Total"]
["Basis Swap","Interest Rate","IR Swap","Basis",167,3874,4041]
["Floating vs. Fixed","Interest Rate","IR Swap","Fixed Float",3297,19219.5,22516.5]
["Overnight Index Swap","Interest Rate","IR Swap","OIS",44,2964,3008]
["Total",null,null,null,3508,26057.5,29565.5]
[]
["By Product and Currency"]
["New Trade Turnover (US$mn)","Asset Class","Base Product","Sub Product","USD","CNY","EUR","GBP","JPY","HKD","Others","Total"]
["Basis Swap","Interest Rate","IR Swap","Basis",49033332836.317093,0,8587957087.4887314,2633717304.4125357,9012862459.7696266,3492727751.0000887,74536798030.221329,147297395469.20941]
["Floating vs. Fixed","Interest Rate","IR Swap","Fixed Float",374833871586.42847,66324740299.4505,57798500086.33255,2790632915.8925428,90658365634.447037,139044001420.87616,545277836042.6626,1276727947986.0898]
["Overnight Index Swap","Interest Rate","IR Swap","OIS",61805000000,0,143724408796.09921,9449552581.8383007,23824914143.747349,0,284532950151.5719,523336825673.25671]
["Total",null,null,null,485672204422.74554,66324740299.4505,210110865969.9205,14873902802.143379,123496142237.964,142536729171.87625,904347584224.45581,1947362169128.5562]
[]
["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",1037,0,260,172,236,94,2242,4041]
["Floating vs. Fixed","Interest Rate","IR Swap","Fixed Float",4425,1620,613,115,1228,3884,10631.5,22516.5]
["Overnight Index Swap","Interest Rate","IR Swap","OIS",77,0,211,19,40,0,2661,3008]
["Total",null,null,null,5539,1620,1084,306,1504,3978,15534.5,29565.5]
[]
["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",25810485771.531769,19554929291.178772,57849405981.133492,27902583339.675255,13598245434.040056,1303419137.6915338,1278326513.9585266,147297395469.20941]
["Floating vs. Fixed","Interest Rate","IR Swap","Fixed Float",359318578265.45422,246077842697.54169,369764982222.82935,217921126665.01355,59851272552.865738,9325973293.2065392,14468172289.178711,1276727947986.0898]
["Overnight Index Swap","Interest Rate","IR Swap","OIS",466243127194.16956,36101894253.182793,18097990093.274513,2620904027.7699032,178006895.10604316,38733953.076582558,56169256.677368164,523336825673.25677]
["Total",null,null,null,851372191231.15552,301734666241.90326,445712378297.23737,248444614032.45871,73627524882.011841,10668126383.974655,15802668059.814606,1947362169128.5562]
[]
["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",326,233,872,1054,500,297,759,4041]
["Floating vs. Fixed","Interest Rate","IR Swap","Fixed Float",2849,2611,7291.5,6089,2260,402,1014,22516.5]
["Overnight Index Swap","Interest Rate","IR Swap","OIS",1180,462,1180,177,3,2,4,3008]
["Total",null,null,null,4355,3306,9343.5,7320,2763,701,1777,29565.5]