S.FX.2·Supplemental: Foreign Exchange
Forwards and Futures
Definition
Refers to transactions involving the physical exchange of two currencies at a rate agreed upon on the date of the contract for delivery at least two business days in the future or later.
Refers to transactions involving the physical exchange of two currencies at a rate agreed upon on the date of the contract for delivery at least two business days in the future or later. Refers to both forward outright transactions (e.g., bespoke bilateral contracts) and standardized futures contracts (i.e., exchange traded).
Applicable fields: product, currency_pair, maturity_bucket, notional_value, market_value, reporting_entity.
Version History
2025-02-26
Current version