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Swiss Bank Corporation does not break out FX revenues for the third quarter but net trading income showed an increase of 52 per cent compared to the comparable period of last year, largely generated by equity products and foreign exchange, says the earnings statement. In the third quarter, Swiss Bank Corporation continued the positive performance established in the first six months of the year.

Simex reports total Eurodollar futures volume reached 1,084,664 contracts during October and average volume totalled 46,290 contracts. Open interest stood at 109,271 positions outstanding.

Total Eurodollar options volume totalled 2,050 contracts and average volume reached 89 contracts. Open interest for the period stood at 3,082. Euroyen futures volume stood at 840,192 contracts, while average volume reached 36,530 contracts. Open interest totalled 566,243 positions.

Total Euroyen options volume totalled 33,995 contracts and average volume reached 1,478 contracts. Open interest at month-end stood at 148,614. No Euromark futures contracts were traded during the period.

"Deferred spot" Deutsche mark volume stood at 3,365 contracts and average volume reached 148 contracts. Open interest totalled 269 contracts.

Volume in "deferred spot" Japanese yen reached 2,562 contracts and average daily volume stood at 111 contracts. Open interest reached 273 positions at month-end.

The Bank of Japan reports average daily dollar/yen turnover for the week ended November 7 totalled $12.03 billion, down from the $13.74 billion reported the prior week ended October 31. Average daily dollar/mark turnover for the same period was also down at $4.74 billion versus $5.99 billion. The figures for this week reflect only four days trading due a holiday on November 3.

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