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Risk Management Manual of Examination Policies

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Section 17.1 - International Report Pages and Workpapers

Position Analysis - Major Currency Positions

99999

Description	Assets and Purchases (Long Position)		Liabilities and Sales (Short Position)
Country United Kingdom (Monetary Unit: Pound Sterling)
Description	Foreign Currency	U.S. Dollar Book Value	Foreign Currency	U.S. Dollar Book Value
Cash	1,000	2,600
Demand Balances Due (Nostro)	50,000	19,800
Loans	1,000,000	2,500,000
Securities	100,000	275,800
Deposits of Banks (Vostro)			100,000	242,000
Other Deposits			400,000	1,040,000
Spot Contracts	1,300,000	3,120,000	1,400,000	3,346,000
Forward Contracts
Holdovers
Other: (Specify)
Accrued Interest Receivable	10,500	25,200
Accrued Interest Payable			3,000	7,200
Gross Position	2,461,500	5,943,400	1,903,000	4,635,200
Less: Long/Short	1,903,000	4,635,200
Net Position	558,500	1,308,200

Net position as a % of the bank's total capital and reserves: 2.90%

Last Updated 02/02/2005

Federal Deposit
Insurance Corporation