Template on international reserves and foreign currency liquidity
I. Official reserve assets and other foreign currency assets
II. Predetermined short-term net drains on foreign currency assets
III. Contingent short-term net drains on foreign currency assets
IV. Memo items
Eurosystem: End-September 2009
First release: 30 October 2009. Updated: --
I. Official reserve assets and other foreign currency assets (approximate market value, EUR millions)
| A. Official reserve assets |
430,816 |
| 1. Foreign currency reserves (in convertible foreign currencies) |
133,063 |
| (1a) Securities |
113,215 |
| of which: issuer headquartered in the euro area |
6 |
| (1b) total currency and deposits with: |
19,848 |
| (i) other national central banks, BIS and IMF |
12,731 |
| (ii) banks headquartered in the euro area and located abroad |
333 |
| (iii) banks headquartered and located outside the euro area |
6,784 |
| 2. IMF reserve position |
11,683 |
| 3. SDRs |
49,828 |
| 4. Gold (including gold deposits and gold swapped) |
236,102 |
| -volume in millions of fine troy ounces |
347.200 |
| 5. Other reserve assets |
140 |
| -financial derivatives |
139 |
| -loans to nonbank nonresidents |
... |
| -other |
1 |
| B. Other foreign currency assets |
56,746 |
| -securities not included in official reserve assets |
11,646 |
| -deposits not included in official reserve assets |
44,785 |
| -loans not included in official reserve assets |
267 |
| -financial derivatives not included in official reserve assets |
46 |
| -gold not included in official reserve assets |
... |
| -other |
1 |
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II. Predetermined short-term net drains on foreign currency assets (nominal value, EUR millions)
| |
Total |
Maturity breakdown (residual maturity) |
| |
Up to 1 month |
More than 1 and up to 3 months |
More than 3 months and up to 1 year |
| 1. Foreign currency loans, securities, and deposits |
−616 |
−594 |
... |
−22 |
| -outflows (-) Principal |
−602 |
−593 |
... |
−9 |
| -outflows (-) Interest |
−14 |
−1 |
... |
−13 |
| -inflows (+) Principal |
... |
... |
... |
... |
| -inflows (+) Interest |
... |
... |
... |
... |
| 2. Aggregate short and long positions in forwards and futures in foreign currencies vis-à-vis the domestic currency (including the forward leg of currency swaps) |
−32,184 |
−29,729 |
−2,096 |
−360 |
| (2a) Short positions (-) |
−76,347 |
−72,655 |
−2,752 |
−939 |
| (2b) Long positions (+) |
44,162 |
42,927 |
656 |
579 |
| 3. Other (specify) |
−9,603 |
−9,597 |
−3 |
−4 |
| -outflows related to repos (-) |
−11,575 |
−11,575 |
... |
... |
| -inflows related to reverse repos (+) |
... |
... |
... |
... |
| -trade credit (-) |
−6 |
... |
−3 |
−4 |
| -trade credit (+) |
... |
... |
... |
... |
| -other accounts payable (-) |
−3,786 |
−3,786 |
... |
... |
| -other accounts receivable (+) |
5,764 |
5,764 |
... |
... |
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III. Contingent short-term net drains on foreign currency assets (nominal value, EUR millions)
| |
Total |
Maturity breakdown (residual maturity) |
| |
Up to 1 month |
More than 1 and up to 3 months |
More than 3 months and up to 1 year |
| 1. Contingent liabilities in foreign currency |
−8 |
... |
−8 |
... |
| (1a) Collateral guarantees on debt falling due within 1 year |
−8 |
... |
−8 |
... |
| (1b) Other contingent liabilities |
... |
... |
... |
... |
| 2. Foreign currency securities issued with embedded options (puttable bonds) |
... |
|
|
|
| 3. Undrawn, unconditional credit lines |
|
|
|
|
| 3.1 Undrawn, unconditional credit lines provided by: |
... |
... |
... |
... |
| (3.1 a) other national monetary authorities, BIS, IMF, and other
international organizations |
... |
... |
... |
... |
| -other national monetary authorities (+) |
... |
... |
... |
... |
| -BIS (+) |
... |
... |
... |
... |
| -IMF (+) |
... |
... |
... |
... |
| -other international organizations (+) |
... |
... |
... |
... |
| (3.1 b) banks and other financial institutions headquartered in the
reporting country (+) |
... |
... |
... |
... |
| (3.1 c) banks and other financial institutions headquartered outside the
reporting country (+) |
... |
... |
... |
... |
| 3.2 Undrawn, unconditional credit lines provided to: |
... |
... |
... |
... |
| (3.2a) other national monetary authorities, BIS, IMF, and other
international organizations |
... |
... |
... |
... |
| -other national monetary authorities (-) |
... |
... |
... |
... |
| -BIS (-) |
... |
... |
... |
... |
| -IMF (-) |
... |
... |
... |
... |
| -other international organizations (-) |
|
... |
... |
... |
| (3.2b) banks and other financial institutions headquartered in reporting
country (-) |
... |
... |
... |
... |
| (3.2c) banks and other financial institutions headquartered outside the
reporting country (-) |
... |
... |
... |
... |
| 4. Aggregate short and long positions of options in foreign currencies vis-à-vis the domestic currency |
... |
... |
... |
... |
| (4a) Short positions |
... |
... |
... |
... |
| (i) Bought puts |
... |
... |
... |
... |
| (ii) Written calls |
... |
... |
... |
... |
| (4b) Long positions |
... |
... |
... |
... |
| (i) Bought calls |
... |
... |
... |
... |
| (ii) Written puts |
... |
... |
... |
... |
| PRO MEMORIA: In-the-money options |
|
|
|
|
| (1) At current exchange rates |
... |
... |
... |
... |
| (1a) Short position |
... |
... |
... |
... |
| (1b) Long position |
... |
... |
... |
... |
| (2) + 5 % (depreciation of 5%) |
... |
... |
... |
... |
| (2a) Short position |
... |
... |
... |
... |
| (2b) Long position |
... |
... |
... |
... |
| (3) - 5 % (appreciation of 5%) |
... |
... |
... |
... |
| (3a) Short position |
... |
... |
... |
... |
| (3b) Long position |
... |
... |
... |
... |
| (4) +10 % (depreciation of 10%) |
... |
... |
... |
... |
| (4a) Short position |
... |
... |
... |
... |
| (4b) Long position |
... |
... |
... |
... |
| (5) - 10 % (appreciation of 10%) |
... |
... |
... |
... |
| (5a) Short position |
... |
... |
... |
... |
| (5b) Long position |
... |
... |
... |
... |
| (6) Other (specify) |
... |
... |
... |
... |
| (6a) Short position |
... |
... |
... |
... |
| (6b) Long position |
... |
... |
... |
... |
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IV. Memo items (EUR millions)
| 1. Short-term domestic currency debt indexed to the exchange rate |
... |
| 2. Financial instruments denominated in foreign currency and settled by
other means (e.g., in domestic currency) |
266 |
| -derivatives (forwards, futures and options contracts) |
... |
| -short positions |
... |
| -long positions |
... |
| -other instruments |
266 |
| 3. Pledged assets |
... |
| -included in reserve assets |
... |
| -included in other foreign currency assets |
... |
| 4. Securities lent and on repo |
−8,996 |
| -lent or repoed and included in Section I |
−14,679 |
| -lent or repoed but not included in Section I |
... |
| -borrowed or acquired and included in Section I |
... |
| -borrowed or acquired but not included in Section I |
5,683 |
| 5. Financial derivative assets (net, marked to market) |
185 |
| -forwards |
... |
| -futures |
−1 |
| -swaps |
186 |
| -options |
... |
| -other |
... |
| 6. Derivatives (forward, futures, or options contracts) that have a
residual maturity greater than one year |
... |
| -aggregate short and long positions in forwards and futures in foreign currencies vis-à-vis the domestic currency (including the forward leg of currency swaps) |
... |
| (6a) short positions (-) |
... |
| (6b) long positions (+) |
... |
| -aggregate short and long positions of options in foreign currencies vis-à-vis the domestic currency |
... |
| (6a) short positions |
... |
| (i) bought puts |
... |
| (ii) written calls |
... |
| (6b) long positions |
... |
| (i) bought calls |
... |
| (ii) written puts |
... |
| 7. Currency composition of reserves |
... |
| - currencies in SDR basket |
... |
| - currencies not in SDR basket |
... |
Conventions used in the tables: "..." nil or negligible.
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