Circular Letter Number No. 7/45/DPD - Derivative Transaction

2. Bank...
No. 7/45/DPD Jakarta, 15 September 2005 CIRCULAR LETTER to ALL COMMERCIAL FOREIGN EXCHANGE BANKS IN INDONESIA Subject: Derivative Transaction With reference to the enactment of Bank Indonesia Regulation Number 7/31/PBI/2005 dated 15 September 2005 concerning derivative transactions (State Gazette of Republic Indonesia Number 85 of 2005) hereinafter referred to as PBI, it is deemed necessary to stipulate provisions for the implementation of Derivative Transactions in a Bank Indonesia Circular Letter as follows:
1. Mark to Market as referred in Article 2 paragraph (2) PBI refers to market
practice. If there shall be a few alternatives in market practice, determination of Mark to Market method shall be as arranged follows:
a. Mark to Market shall be up to the policy of each Bank; or b. Mark to Market shall be based on mutual agreement between Bank and the Customer. If the Bank has opted one of the methods as referred to in letter a or letter b above, the selected method must be included in the contract agreement and consistently implemented to the maturity of the agreement.

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2. Bank is obliged to report the preparedness to conduct the initial Derivative
   Transaction to Bank Indonesia cq. Directorate of Reserve Management, Bank Indonesia Office Compound, Sjafruddin Prawiranegara Building, 8 th floor, Jl. M.H. Thamrin No. 2, Central Jakarta, by a letter enclosing Derivative Transactions Implementation Guidelines that refers to the prevailing regulations concerning Standard Guidelines on Risk Management Application for Commercial Banks.
3. In the case Bank’s loss reaches more than 10% (ten per one hundred) of the
   Bank’s capital, Bank is prohibited to conduct new Derivative Transaction and is obliged to report to Bank Indonesia, qq. Directorate of Reserve Management, Bank Indonesia Office Compound, Sjafruddin Prawiranegara Building, 8 th floor, Jl. M.H. Thamrin No. 2, Central Jakarta on the following working day at the latest, concerning steps to be taken to cover the loss.
4. Weekly Report to Bank Indonesia on the Derivative Transactions of the Bank as
   referred to in Article 10 paragraph (1) PBI shall be regulated as follows:
   a. For the purpose of reporting to Bank Indonesia, conversion of exchange value at the position of opened derivative transaction and gain/loss, Reuters indicator conversion rate [(bid+ask)/2] at 16.00 WIB at the end of reported week shall be apply. b. For the purpose of completion of weekly report on the derivative transaction to Bank Indonesia, Bank may use the working paper as attached in …

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in Tables 1a up to 8b of this circular letter, however, the working paper is not necessary to be submitted to Bank Indonesia. Completion of the weekly report on the derivative transactions by Bank shall be done in accordance with the guidelines of Completion of Derivative Transaction Report as attached to this Circular Letter that forms as an integral part of this Circular Letter.
c. Weekly Report on Derivative Transaction is to be submitted to Bank
Indonesia, qq. Directorate of Reserve Management, Bank Indonesia Office Compound, Sjafruddin Prawiranegara Building, 8 th floor, Jl. M.H. Thamrin No. 2, Central Jakarta. With the coming into force of this Circular Letter, Bank Indonesia Circular Letter No. 28/15/UD dated 8 February 1996 concerning Elucidation of Decision of Board of Directors of Bank Indonesia No. 28/119/KEP/DIR dated 29 December 1995 concerning Derivative Transactions is hereby revoked and no longer valid. Provisions in this Circular Letter shall come into force as of 15 September 2005. For the Public to be informed, it is ordered that this Circular Letter be promulgated in the State Gazette of the Republic of Indonesia. Please be informed accordingly. BANK INDONESIA ASLIM TADJUDDIN DEPUTY GOVERNOR

GUIDELINES TO COMPLETE DERIVATIVE TRANSACTION REPORT Derivative Transaction Report that is obligatory to be submitted to Bank Indonesia is a Report on Recapitulation of Derivative Transactions as per sample in Appendix 1 and 2 of Bank Indonesia Regulation Number 7/31/PBI/2005 or Table 1 and 2 of Guidelines to Complete this Derivative Transaction Report. For the purpose of filling-up the said report forms, working papers as per Tables 1a to 8b may be used for reference. Said working papers are not necessary to be submitted to Bank Indonesia.
I. Recapitulation of Derivative Transactions (Tables 1 and 2).
1. Column 2
To be entered in this column is total of all long position for each group of derivative transactions in original currency that entry in this column is converted into Rupiah. Said grouping is prepared as per column 1 in Tables 1 and 2.
2. Column 3
To be entered in this column is total of all short position for each group of derivative transactions in the original currency converted into Rupiah. Said grouping is prepared as per column 1 in Tables 1 and 2.
3. Column 4
To be entered in this column is total of gain in Rupiah equivalent for all positions of each derivative transaction group during the current year from 1 January to the end of the reporting period. Said grouping is prepared as per column 1 in Tables 1 and 2.
4. Column 5
To be entered in this column is a total of loss in Rupiah equivalent for all positions of each derivative transaction group during the current year from 1 January to the end of the reporting period. Said grouping is prepared as per column 1 in Tables 1 and 2.

5. Column 6
To be put in this column is total (cumulative) of gain and loss in Rupiah and entered in the estimated profit/loss accounts of each group during the current year as from 1 January to the end of the reporting period. Said grouping is prepared as per column 1 in Tables 1 and 2.
II. Working Paper Tables 1a to 8b
1. Columns 2 & 3
This column is cumulative total of each positions either long or short in original currency for each type of opposite transaction as well as each type of derivative transaction grouped in accordance with the movement of funds (Tables 1a to 4b) and without the movement of funds (Table 5a to 8b). Filling –up of each above position, either long or short, shall not be set-off. Registration of long or short position in the original currency administered by each bank is carried out in accordance with the general practice in the international market, a.o.:
1.1 For derivative transaction related to exchange value (Foreign Exchange), said
position refers to position of the reference currency.
For example:
a) For USD/IDR currency forward transaction, entry of buying (long) as well as selling (short) shall refer to USD position as reference currency to its nominal amount. b) For forex swap transaction (spot and forward transactions carried out simultaneously) and forward-forward, the entry of its long and short shall refer either to the buying (long) or selling (short) of the reference currency that has longer maturity/due date (for date or forward date).

Therefore, if bank has USD/IDR 6 months swap buying position of USD 5,000,000 at the swap premium rate of Rp. 130.00 or in another word Bank actually has a spot selling position of USD 5,000,000.00 and buying forward of USD 5,000,000.00, hence bank enters the said forex swap as long swap of USD/IDR of USD 5,000,000.00 c) For currency option transaction, the entry in either (long) or short position refers to the buying (long) position or selling (short) position of the reference currency. Therefore, if bank has option call selling position of USD/buy put JPY bank enters the position as short call option of USD/JPY the same as the amount of USD transacted. d) For currency futures transaction, entry of the position is either refer to buying position (long) or selling (short) position of the currency futures index . Hence, if bank has selling position JPY futures, bank enters said position as short JPY futures the same as nominal amount of JPY transacted.
1.2 For Derivative transaction related to interest rate, entry of said position shall refer to
the fixed interest rate in its nominal value where usually the nominal value of said funds is a no movement funds or referred to as notional amount For example:
a) For interest rate swap/IRS derivative transaction, entry of its long or short position shall be seen either from the buying (long) or selling (short) of the said fixed interest rate in the nominal value of transacted notional amount. b) For interest rate option (cap or floor) derivative transaction, entry of either buying (long) and selling (short) position shall refer either to the buying (long) or selling (short) position of the transacted interest rate cap and floor.

c) For forward rate agreement (FRA) derivative transaction, the entry of either long) or short position shall refer to the buying (long) or selling (short) of interest rate currency transacted in the said FRAs to the value of its notional amount.
1.3 For Derivative Transaction of combined exchange rate and interest rate, entry of
either its long or short position refers to prevailing acceptable practice in the international market.
2. Columns 4 and 5
This column represents cumulative total gain in foreign currency and rupiah arising from each position, either long or short, for every type of transaction in accordance with mark to market.
3. Columns 6 and 7
This column represents cumulative total loss in foreign currency and rupiah arising from each position, either long or short, for every type of transaction in accordance with mark to market.
4. Column 8
This column represents net cumulative gain and loss in rupiah equivalent. Conversion from foreign exchange into rupiah shall be carried out by using Reuters indicative exchange rate [(bid+ask)/2] at 16.00 WIB on the last date of reporting period.

Report Form of Table 1
Banks Derivative Transactions
BANK ABC
RECAPITULATION OF DERIVATIVE TRANSACTIONS
Period from (date)....... to (date).........
In million rupiah)
TRANSACTIONS
POSITION OF ORIGINAL
CURRENCY
GAIN/LOSS
(per type of transaction) Long Short Gain (Loss) Total net Cumulative (1) (2) (3) (4) (5) (6)=(4)+(5)
I. With funds movement:
1. Exchange Value:
2. Interest Rate
3. 1 & 2 combined
II. Without funds movement:
1. Exchange Value:
2. Interest Rate
3. 1 & 2 combined
Total 0
Bank capital* 0
Deposit margin related party’s customer 0 Deposit margin unrelated party’s customer 0

*) Capital used for periods I, II and III is capital as at last date of previous month, whereas period IV shall use the capital as at end of the relative month. Total net cummulative x 100% Percentage of gain (loss) = ------------------------------------- Bank capital ) To convert the value of original currency into rupiah the indicative rate of exchange from Reuters [(bid+ask)/2] at
16.00 WIB on the last date of report period shall apply.

Table 1a
BANK ABC
DETAILS OF DERIVATIVE TRANSACTIONS WITH MOVING OF FUNDS
Period from (date)......... to (date) ...............
(In thousand of foreign currency and million of rupiah) Gain/ (Loss) TRANSACTION/TYPE OF PRODUCT POSITION (in original currency) Gain (Loss) Total net Cumulative Long Short in Forex in rupiah in Forex in rupiah in rupiah (1) (2) (3) (4) (5) (6) (7) (8)=(5)+(7)
1.1 Transaction with related party - Bank
A. Exchange Value

1. Currency Forward

• USD/Rp
• USD/JPY
• ............... etc.

2. Forex/SWAP

• USD/Rp
• USD/JPY
• ............... etc.

3. Currency Option

• Put Option
• USD/Rp
• USD/JPY
• ............... etc.
• Call Option
• USD/Rp.
• USD/JPY
• ................ etc.

4. Currency Futures

• USD/SGD
• USD/JPY
• ............... etc.

5. Others (excluding 1 to 4)

Table 1b
BANK ABC
DETAILS OF DERIVATIVE TRANSACTIONS WITH MOVING OF FUNDS
Period from (date)......... to (date)...............
(In thousand of foreign currency and million of rupiah) Gain/ (Loss) TRANSACTION/TYPE OF PRODUCT POSITION (in original currency) Gain (Loss) Total net Cumulative Long Short in Forex in rupiah in Forex in rupiah in rupiah (1) (2) (3) (4) (5) (6) (7) (8)=(5)+(7) B. Interest Rate

1. Interest Rate Swap

• Rp
• USD
• EUR
• ............... etc.

2. Interest Rate Option

• Rp
• USD
• EUR
• ............... etc.

3. FRAS

• Rp
• USD
• EUR
• ............... etc.

4. Interest Rate Futures

• USD
• EUR
• ............... etc.

5. Others (excluding 1 to 4)
   C. Others

TOTAL

Report Form of Table 2
Banks Derivative Transactions
BANK ABC
RECAPITULATION OF DERIVATIVE TRANSACTIONS
Period from (date)....... to(date).........
In million rupiah
TRANSACTIONS
POSITION OF ORIGINAL
CURRENCY
GAIN/LOSS
(per transaction of other party) Long Short Gain (Loss) Total net Cumulative (1) (2) (3) (4) (5) (6)=(4)+(5)
I. With funds movement:
4. Transaction with Related Party
a. Bank b. Non-bank
5. Transaction with Unrelated Party
a. Bank b. Non-Bank
II. Without funds movement:

1. Transaction with Related Party
   a. Bank b. Non-bank
2. Transaction with Unrelated Party
   a. Bank b. Non-Bank
   Total 0
   Bank capital* 0
   Deposit margin of bank group’s customer 0 Deposit margin of non-bank group’s customer 0

*) Capital used for report in periods I, II and III is capital as at last date of previous month, whereas period IV shall use the capital as at end of the relative month. Total net cummulative x 100% Percentage of gain (loss) = ------------------------------------- Bank capital ) To convert the value of original currency into rupiah the indicative rate of exchange from Reuters [(bid+ask)/2] at
16.00 WIB on the last date of report period shall apply.

Table 2a
BANK ABC
DETAILS OF DERIVATIVE TRANSACTIONS WITH MOVING OF FUNDS
Period from (date)......... to ......(date)...............
(In thousand of foreign currency and million of rupiah) Gain (Loss) TRANSACTION/TYPE OF PRODUCT POSITION (in original currency) Gain (Loss) Total net Cumulative Long Short in Forex in rupiah in Forex in rupiah in rupiah (1) (2) (3) (4) (5) (6) (7) (8)=(5)+(7)
1.2 Transaction with related party

• Non Bank
  A. Exchange Value

1. Currency Forward

• USD/Rp
• USD/JPY
• ............... etc.

2. Forex/SWAP

• USD/Rp
• USD/JPY
• ............... etc.

3. Currency Option

• Put Option
• USD/Rp
• USD/JPY
• ............... etc.
• Call Option
• USD/Rp.
• USD/JPY
• ................ etc.

4. Currency Futures

• USD/SGD
• USD/JPY
• ............... etc.

5. Others (excluding 1 to 4)

Table 2b
BANK ABC
DETAILS OF DERIVATIVE TRANSACTIONS WITH MOVING OF FUNDS
Period from (date)......... to (date)...............
(In thousand of foreign currency and million of rupiah) Gain (Loss) TRANSACTION/TYPE OF PRODUCT POSITION (in original currency) Gain (Loss) Total net Cumulative Long Short in Forex in rupiah in Forex in rupiah in rupiah (1) (2) (3) (4) (5) (6) (7) (8)=(5)+(7) B. Interest Rate

1. Interest Rate Swap

• Rp
• USD
• EUR
• ............... etc.

2. Interest Rate Option

• Rp
• USD
• EUR
• ............... etc.

3. FRAS

• Rp
• USD
• EUR
• ............... etc.

4. Interest Rate Futures

• USD
• EUR
• ............... etc.

5. Others (excluding 1 to 4)
   C. Others

TOTAL

Table 3a
BANK ABC
DETAILS OF DERIVATIVE TRANSACTIONS WITH MOVING OF FUNDS
Period from (date)......... to (date)...............
(In thousand of foreign currency and million of rupiah) Gain/ (Loss) TRANSACTION/TYPE OF PRODUCT POSITION (in original currency) Gain (Loss) Total net Cumulative Long Short in Forex in rupiah in Forex in rupiah in rupiah (1) (2) (3) (4) (5) (6) (7) (8)=(5)+(7)
1.3 Transaction with unrelated party –
Bank
A. Exchange Value

1. Currency Forward

• USD/Rp
• USD/JPY
• ............... etc.

2. Forex/SWAP

• USD/Rp
• USD/JPY
• ............... etc.

3. Currency Option

• Put Option
• USD/Rp
• USD/JPY
• ............... etc.
• Call Option
• USD/Rp.
• USD/JPY
• ................ etc.

4. Currency Futures

• USD/SGD
• USD/JPY
• ............... etc.

5. Others (excluding 1 to 4)

Table 3b
BANK ABC
DETAILS OF DERIVATIVE TRANSACTIONS WITH MOVING OF FUNDS
Period from (date)......... to (date)...............
(In thousand of foreign currency and million of rupiah) Gain/ (Loss) TRANSACTION/TYPE OF PRODUCT POSITION (in original currency) Gain (Loss) Total net Cumulative Long Short in Forex in rupiah in Forex in rupiah in rupiah (1) (2) (3) (4) (5) (6) (7) (8)=(5)+(7) B. Interest Rate

1. Interest Rate Swap

• Rp
• USD
• EUR
• ............... etc.

2. Interest Rate Option

• Rp
• USD
• EUR
• ............... etc.

3. FRAS

• Rp
• USD
• EUR
• ............... etc.

4. Interest Rate Futures

• USD
• EUR
• ............... etc.

5. Others

TOTAL

Table 4a
BANK ABC
DETAILS OF DERIVATIVE TRANSACTIONS WITH MOVING OF FUNDS
Period from (date) ......... to (date)...............
(In thousand of foreign currency and million of rupiah) Gain /(Loss) TRANSACTION/TYPE OF PRODUCT POSITION (in original currency) Gain (Loss) Total net Cumulative Long Short in Forex in rupiah in Forex in rupiah in rupiah (1) (2) (3) (4) (5) (6) (7) (8)=(5)+(7)
1.4 Transaction with unrelated party –
Non Bank
A. Exchange Value

1. Currency Forward

• USD/Rp
• USD/JPY
• ............... etc.

2. Forex/SWAP

• USD/Rp
• USD/JPY
• ............... etc.

3. Currency Option

• Put Option
• USD/Rp
• USD/JPY
• ............... etc.
• Call Option
• USD/Rp.
• USD/JPY
• ................ etc.

4. Currency Futures

• USD/SGD
• USD/JPY
• ............... etc.

5. Others (excluding 1 to 4)

Table 4b
BANK ABC
DETAILS OF DERIVATIVE TRANSACTIONS WITH MOVING OF FUNDS
Period from (date)......... to (date)...............
(In thousand of foreign currency and million of rupiah) Gain/ (Loss) TRANSACTION/TYPE OF PRODUCT POSITION (in original currency) Gain (Loss) Total net Cumulative Long Short in Forex in rupiah in Forex in rupiah in rupiah (1) (2) (3) (4) (5) (6) (7) (8)=(5)+(7) B. Interest Rate

1. Interest Rate Swap

• Rp
• USD
• EUR
• ............... etc.

2. Interest Rate Option

• Rp
• USD
• EUR
• ............... etc.

3. FRAS

• Rp
• USD
• EUR
• ............... etc.

4. Interest Rate Futures

• USD
• EUR
• ............... etc.

5. Others (excluding to 1to 4)

C. Others

TOTAL

Table 5a
BANK ABC
DETAILS OF DERIVATIVE TRANSACTIONS WITHOUT MOVING OF FUNDS
Period from (date)......... to (date)...............
(In thousand of foreign currency and million of rupiah) Gain/ (Loss) TRANSACTION/TYPE OF PRODUCT POSITION (in original currency) Gain (Loss) Total net Cumulative Long Short in Forex in rupiah in Forex in rupiah in rupiah (1) (2) (3) (4) (5) (6) (7) (8)=(5)+(7)
2.1 Transaction with related party - Bank
A. Exchange Value

1. Currency Forward

• USD/Rp
• USD/JPY
• ............... etc.

2. Forex/SWAP

• USD/Rp
• USD/JPY
• ............... etc.

3. Currency Option

• Put Option
• USD/Rp
• USD/JPY
• ............... etc.
• Call Option
• USD/Rp.
• USD/JPY
• ................ etc.

4. Currency Futures

• USD/SGD
• USD/JPY
• .......etc. except Forex/IDR

5. Others (excluding 1 to 4)

Table 5b
BANK ABC
DETAILS OF DERIVATIVE TRANSACTIONS WITHOUT MOVING OF FUNDS
Period from (date)......... to (date)...............
(In thousand of foreign currency and million of rupiah) Gain/ (Loss) TRANSACTION/TYPE OF PRODUCT POSITION (in original currency) Gain (Loss) Total net Cumulative Long Short in Forex in rupiah in Forex in rupiah in rupiah (1) (2) (3) (4) (5) (6) (7) (8)=(5)+(7) B. Interest Rate

1. Interest Rate Swap

• Rp
• USD
• EUR
• ............... etc.

2. Interest Rate Option

• Rp
• USD
• EUR
• ............... etc.

3. FRAS

• Rp
• USD
• EUR
• ............... etc.

4. Interest Rate Futures

• USD
• EUR
• ............... etc.

5. Others (excluding 1to 4)

C. Others

TOTAL

Table 6a
BANK ABC
DETAILS OF DERIVATIVE TRANSACTIONS WITHOUT MOVING OF FUNDS
Period from (date)......... to (date)...............
(In thousand of foreign currency and million of rupiah) Gain/ (Loss) TRANSACTION/TYPE OF PRODUCT POSITION (in original currency) Gain (Loss) Total net Cumulative Long Short in Forex in rupiah in Forex in rupiah in rupiah (1) (2) (3) (4) (5) (6) (7) (8)=(5)+(7)
2.2 Transaction with related party –
Non Bank
A. Exchange value

1. Currency forward

• USD/Rp
• USD/JPY
• ............... etc.

2. Forex/SWAP

• USD/Rp
• USD/JPY
• ............... etc.

3. Currency Option

• Put Option
• USD/Rp
• USD/JPY
• ............... etc.
• Call Option
• USD/Rp.
• USD/JPY
• ................ etc.

4. Currency Futures

• USD/SGD
• USD/JPY
• .......etc. except IDR

5. Others (excluding 1 to 4)

Table 6b
BANK ABC
DETAILS OF DERIVATIVE TRANSACTIONS WITHOUT MOVING OF FUNDS
Period from (date)......... to (date)...............
(In thousand of foreign currency and million of rupiah) Gain /(Loss) TRANSACTION/TYPE OF PRODUCT POSITION (in original currency) Gain (Loss) Total net Cumulative Long Short in Forex in rupiah in Forex in rupiah in rupiah (1) (2) (3) (4) (5) (6) (7) (8)=(5)+(7) B. Interest Rate

1. Interest Rate Swap

• Rp
• USD
• EUR
• ............... etc.

2. Interest Rate Option

• Rp
• USD
• EUR
• ............... etc.

3. FRAS

• Rp
• USD
• EUR
• ............... etc.

4. Interest Rate Futures

• USD
• EUR
• ............... etc.

5. Others (excluding to 1to 4)

C. Others

TOTAL

Table 7a
BANK ABC
DETAILS OF DERIVATIVE TRANSACTIONS WITHOUT MOVING OF FUNDS
Period from (date)......... to (date)...............
(In thousand of foreign currency and million of rupiah) Gain/ (Loss) TRANSACTION/TYPE OF PRODUCT POSITION (in original currency) Gain (Loss) Total net Cumulative Long Short in Forex in rupiah in Forex In rupiah in rupiah (1) (2) (3) (4) (5) (6) (7) (8)=(5)+(7)
2.3 Transaction with unrelated party –
Bank
A. Exchange Value

1. Currency Forward

• USD/Rp
• USD/JPY
• ............... etc.

2. Forex/SWAP

• USD/Rp
• USD/JPY
• ............... etc.

3. Currency Option

• Put Option
• USD/Rp
• USD/JPY
• ............... etc.
• Call Option
• USD/Rp.
• USD/JPY
• ................ etc.

4. Currency Futures

• USD/SGD
• USD/JPY
• .......etc. except IDR

5. Others (excluding 1 to 4)

Table 7b
BANK ABC
DETAILS OF DERIVATIVE TRANSACTIONS WITHOUT MOVING OF FUNDS
Period from (date)......... to (date) ...............
(In thousand of foreign currency and million of rupiah) Gain/ (Loss) TRANSACTION/TYPE OF PRODUCT POSITION (in original currency) Gain (Loss) Total net Cumulative Long Short in Forex in rupiah in Forex in rupiah in rupiah (1) (2) (3) (4) (5) (6) (7) (8)=(5)+(7) B. Interest Rate

1. Interest Rate Swap

• Rp
• USD
• EUR
• ............... etc.

2. Interest Rate Option

• Rp
• USD
• EUR
• ............... etc.

3. FRAS

• Rp
• USD
• EUR
• ............... etc.

4. Interest Rate Futures

• USD
• EUR
• ............... etc.

5. Others (excluding 1to 4)

C. Others

TOTAL

Table 8a
BANK ABC
DETAILS OF DERIVATIVE TRANSACTIONS WITHOUT MOVING OF FUNDS
Period from (date)......... to (date)...............
(In thousand of foreign currency and million of rupiah) Gain/ (Loss) TRANSACTION/TYPE OF PRODUCT POSITION (in original currency) Gain (Loss) Total net Cumulative Long Short in Forex in rupiah in Forex in rupiah in rupiah (1) (2) (3) (4) (5) (6) (7) (8)=(5)+(7)
2.4 Transaction with unrelated party –
Non Bank
A. Exchange Value

1. Currency forward

• USD/Rp
• USD/JPY
• ............... etc.

2. Forex/SWAP

• USD/Rp
• USD/JPY
• ............... etc.

3. Currency Option

• Put Option
• USD/Rp
• USD/JPY
• ............... etc.
• Call Option
• USD/Rp.
• USD/JPY
• ................ etc.

4. Currency Futures

• USD/SGD
• USD/JPY
• .......etc. except IDR

5. Others (excluding 1 to 4)

Table 8b
BANK ABC
DETAILS OF DERIVATIVE TRANSACTIONS WITHOUT MOVING OF FUNDS
Period from (date)......... to (date)...............
(In thousand of foreign currency and million of rupiah) Gain/ (Loss) TRANSACTION/TYPE OF PRODUCT POSITION (in original currency) Gain (Loss) Total net Cumulative Long Short in Forex in rupiah in Forex in rupiah in rupiah (1) (2) (3) (4) (5) (6) (7) (8)=(5)+(7) B. Interest Rate

1. Interest Rate Swap

• Rp
• USD
• EUR
• ............... etc.

2. Interest Rate Option

• Rp
• USD
• EUR
• ............... etc.

3. FRAS

• Rp
• USD
• EUR
• ............... etc.

4. Interest Rate Futures

• USD
• EUR
• ............... etc.

5. Others (excluding 1to 4)

C. Others

TOTAL