1. In S.08.01 each derivative has to be reported in one row. If there are frequent trades on the same derivative, resulting in multiple open positions, the derivative can be reported on an aggregated or net basis, as long as all the relevant characteristics are common and following the specific instruction for each relevant item. Please consult also Q&A 752.

2. In S.08.01 the duration is to be filled for derivatives for which a duration measure is applicable. In relation to your question we confirm that for forwards on currencies the duration is not to be filled.

3.  In S.08.01 the duration should be reported net and consequently the derivatives should be reported in one single row each. The general principle of splitting between lines makes sense when what is different is the derivatives' characteristics. Duration of a derivative, although calculated based on more than one set of cash flows, is a unique measure.