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Amount for FX Contracts
MERS
Either Buy/Sell deal.
Sell leg is a FCY.
a.5. Currency Swaps
-
Label
a.5.1. Sales against INR
If Buy/Sell flag is Buy
then sum of Foreign
Currency balance of
contract else sum of Sold
Amount for FX Contracts
FX Product defined by
Data Element “Sales
against INR”
Either Buy/Sell Deal
Sell leg is a FCY Bought
Leg in ’INR’
a.5.2. Cross Currency
If Buy/Sell flag is Buy
then sum of Foreign
Currency balance of
contract else sum of Sold
Amount for FX Contracts
Either Buy/Sell Deal
FX Product defined by
Data Element “Cross
Currency”
Sell leg is a FCY
Bought Leg is not LCY
a.6. Others
-
Based on the
LIABILITIES_OTHERS_
GL,
maintenance in the Data
Element maintenance
Total (To be indicated with a
minus (-) sign)
Sum of all off balance
Sheet Items indicated
with a minus sign
b. Items in the nature of Assets
-
Label
b.1. Merchant Purchases
Sum of Foreign Currency
balance for FX
Contracts.
FX Product with :
Buy Deal
Bought leg is a FCY Auto
Liquidation Set to “No”
Forward FX Product
b.2. Inter-bank purchases
If Buy/Sell flag is Buy
then sum of Foreign
Currency balance of
contract else sum of Sold
Amount for FX Contracts
FX Product with :
Either Buy/Sell Deal
Bought leg is a FCY like
USD
Auto Liquidation Set to
“Yes”.
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