INTRODUCTION: Foreign Currency Positions by ProQuest

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The "Treasury Bulletin" reports foreign currency holdings of large foreign exchange market participants. These reports provide information on positions in derivative instruments, such as foreign exchange futures and options, that are increasingly used in establishing foreign exchange positions but were not covered in the old reports. Positions in the US dollar, which have been collected since January 1999, are intended to approximate "all other" currency positions of reporting institutions. US-based businesses file a consolidated report for their domestic and foreign subsidiaries, branches, and agencies. US subsidiaries of foreign entities file only for themselves, not for their foreign parents. Principal exchanged under cross-currency interest rate swaps is reported as part of purchases or sales of foreign exchange. Statistical data on foreign currency is presented.

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                          INTRODUCTION: Foreign Currency Positions
    The “Treasury Bulletin” reports foreign currency                  A quarterly report must be filed throughout the calendar
holdings of large foreign exchange market participants.           year by each foreign exchange market participant that had
These reports provide information on positions in derivative      more than $5 billion equivalent in foreign exchange
instruments, such as foreign exchange futures and options,        contracts on the last business day of any quarter the previous
that are increasingly used in establishing foreign exchange       year (end March, June, September, or December).
positions but were not covered in the old reports.    
								
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