S.FX.1·Supplemental: Foreign Exchange
Spot
Definition
Refers to single outright transaction involving the exchange of one currency for another at an agreed upon rate with immediate delivery according to local market convention (usually two business days).
Refers to single outright transaction involving the exchange of one currency for another at an agreed upon rate with immediate delivery according to local market convention (usually two business days). Report both the receivable and payable sides of the transaction.
Applicable fields: product, currency_pair, maturity_bucket, notional_value, market_value, reporting_entity.
Reporting Notes
Report both the receivable and payable sides of the transaction.
Version History
2025-02-26
Current version