Fx Market Share by Bank
APPENDIX
CHART 1.1: FX Market Share by Bank
FX Market Share by Bank (2006)
Others; 17,52% MS; 2,90% ABN; 3,20%
DB; 19,26%
ML; 3,68% JPM; 3,89% BoA; 3,97% HSBC; 5,04% GS; 5,25% RBS; 6,43% Barclays; 6,61%
UBS; 11,86%
Citi; 10,39%
CHART 1.2: Transaction Type
Transaction Type
1
FX Swaps; 55%
Spot; 34%
Outright Forwards; 11%
0%
20%
40%
60%
80%
100%
1
CHART 1.3: Currency Share
Single Currency Involvement
GBP 8%
CAD AUD 2% CHF 3% 3%
Other 11%
USD 44%
JPY 10% EUR 19%
CHART 1.4: Pair Currency Share
Currency Pair Share
Other; 25%
EUR/USD; 28%
EUR/JPY; 3% USD/CAD; 4% USD/CHF; 4% AUD/USD; 5%
USD/JPY; 17% GBP/USD; 14%
2
CHART 1.4: Major Foreign Reserves by Country
MajorCountries and Foreign Reserve Amount
1400
1202
1200
1000
909
800
600
450
400
361 267 244 204 137 135 121 115 82 65
USA
200
0
China Japan Eurozone Russia Republic of South Korea China (Taiwan) India Singapore Hong Kong Brazil Germany UK
*** Major Foreign reserves are obvious in Export driven countries. CHART 1.5: Foreign Reserves by Currency
Foreign Reserves By Currency %
100% 90% 80% 70% 60% 50% 40% 30% 20% 10% 0% 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006
Other CHF FRF JPY GBP DEM EUR UDS
3
CHART 2.1 Nominal and Real Exchange Rates
Nominal XR [Base 2000 = 100]
140 Australia NNAU Austria NNAT Belgium NNBE Canada NNCA Denmark NNDK Euro area NNXM Finland NNFI France NNFR Germany NNDE Greece NNGR Hong Kong SAR NNHK Ireland NNIE Italy NNIT Japan NNJP Korea NNKR Netherlands NNNL New Zealand NNNZ Norway NNNO Portugal NNPT Singapore NNSG Spain NNES Sweden NNSE Switzerland NNCH Taiwan (China) NNTW United Kingdom NNGB United States NNUS
130
120
110
100
90
80
70
ja nv -0 av 0 r-0 ju 0 il0 oc 0 t-0 ja 0 nv -0 av 1 r-0 ju 1 il0 oc 1 tja 01 nv -0 av 2 r-0 ju 2 il0 oc 2 t-0 ja 2 nv -0 av 3 r-0 ju 3 il0 oc 3 tja 03 nv -0 av 4 r-0 ju 4 il0
CHART 1.1: FX Market Share by Bank
FX Market Share by Bank (2006)
Others; 17,52% MS; 2,90% ABN; 3,20%
DB; 19,26%
ML; 3,68% JPM; 3,89% BoA; 3,97% HSBC; 5,04% GS; 5,25% RBS; 6,43% Barclays; 6,61%
UBS; 11,86%
Citi; 10,39%
CHART 1.2: Transaction Type
Transaction Type
1
FX Swaps; 55%
Spot; 34%
Outright Forwards; 11%
0%
20%
40%
60%
80%
100%
1
CHART 1.3: Currency Share
Single Currency Involvement
GBP 8%
CAD AUD 2% CHF 3% 3%
Other 11%
USD 44%
JPY 10% EUR 19%
CHART 1.4: Pair Currency Share
Currency Pair Share
Other; 25%
EUR/USD; 28%
EUR/JPY; 3% USD/CAD; 4% USD/CHF; 4% AUD/USD; 5%
USD/JPY; 17% GBP/USD; 14%
2
CHART 1.4: Major Foreign Reserves by Country
MajorCountries and Foreign Reserve Amount
1400
1202
1200
1000
909
800
600
450
400
361 267 244 204 137 135 121 115 82 65
USA
200
0
China Japan Eurozone Russia Republic of South Korea China (Taiwan) India Singapore Hong Kong Brazil Germany UK
*** Major Foreign reserves are obvious in Export driven countries. CHART 1.5: Foreign Reserves by Currency
Foreign Reserves By Currency %
100% 90% 80% 70% 60% 50% 40% 30% 20% 10% 0% 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006
Other CHF FRF JPY GBP DEM EUR UDS
3
CHART 2.1 Nominal and Real Exchange Rates
Nominal XR [Base 2000 = 100]
140 Australia NNAU Austria NNAT Belgium NNBE Canada NNCA Denmark NNDK Euro area NNXM Finland NNFI France NNFR Germany NNDE Greece NNGR Hong Kong SAR NNHK Ireland NNIE Italy NNIT Japan NNJP Korea NNKR Netherlands NNNL New Zealand NNNZ Norway NNNO Portugal NNPT Singapore NNSG Spain NNES Sweden NNSE Switzerland NNCH Taiwan (China) NNTW United Kingdom NNGB United States NNUS
130
120
110
100
90
80
70
ja nv -0 av 0 r-0 ju 0 il0 oc 0 t-0 ja 0 nv -0 av 1 r-0 ju 1 il0 oc 1 tja 01 nv -0 av 2 r-0 ju 2 il0 oc 2 t-0 ja 2 nv -0 av 3 r-0 ju 3 il0 oc 3 tja 03 nv -0 av 4 r-0 ju 4 il0