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Template on international reserves and foreign currency liquidity
- Official reserve assets and other foreign currency assets
- Predetermined short-term net drains on foreign currency assets
- Contingent short-term net drains on foreign currency assets
- Memo items
Eurosystem: End-March 2010
First release: 30 April 2010. Updated: 30 July 2010
I. Official reserve assets and other foreign currency assets
(approximate market value, EUR millions)
(approximate market value, EUR millions)
A. Official reserve assets | 498,680 |
---|---|
1. Foreign currency reserves (in convertible foreign currencies) |
146,600 |
(1a) Securities | 126,116 |
of which: issuer headquartered in the euro area | 6 |
(1b) total currency and deposits with: | 20,484 |
(i) other national central banks, BIS and IMF | 9,910 |
(ii) banks headquartered in the euro area and located abroad | 658 |
(iii) banks headquartered and located outside the euro area | 9,916 |
2. IMF reserve position | 12,409 |
3. SDRs | 52,653 |
4. Gold (including gold deposits and gold swapped) |
287,317 |
-volume in millions of fine troy ounces | 347.176 |
5. Other reserve assets | −299 |
-financial derivatives | −301 |
-loans to nonbank nonresidents | ... |
-other | 1 |
B. Other foreign currency assets | 28,776 |
-securities not included in official reserve assets | 12,707 |
-deposits not included in official reserve assets | 16,105 |
-loans not included in official reserve assets | 278 |
-financial derivatives not included in official reserve assets | −316 |
-gold not included in official reserve assets | ... |
-other | 3 |
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 | −719 | −668 | −9 | −42 |
-outflows (-) Principal | −711 | −668 | −8 | −35 |
-outflows (-) Interest | −8 | ... | −1 | −7 |
-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) |
−6,862 | −2,543 | −3,342 | −977 |
(2a) Short positions (-) | −8,308 | −3,166 | −3,719 | −1,424 |
(2b) Long positions (+) | 1,447 | 622 | 377 | 447 |
3. Other (specify) | −15,424 | −15,372 | ... | −53 |
-outflows related to repos (-) | −14,615 | −14,615 | ... | ... |
-inflows related to reverse repos (+) | ... | ... | ... | ... |
-trade credit (-) | −53 | ... | ... | −53 |
-trade credit (+) | ... | ... | ... | ... |
-other accounts payable (-) | −1,811 | −1,811 | ... | ... |
-other accounts receivable (+) | 1,054 | 1,054 | ... | ... |
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 | ... | ... | ... | ... |
(1a) Collateral guarantees on debt falling due within 1 year | ... | ... | ... | ... |
(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 (+) | ... | ... | ... | ... |
(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 (-) | ... | ... | ... | ... |
(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 | ... | ... | ... | ... |
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) |
277 |
-nondeliverable forwards | ... |
-short positions | ... |
-long positions | ... |
-other instruments | 277 |
3. Pledged assets | ... |
-included in reserve assets | ... |
-included in other foreign currency assets | ... |
4. Securities lent and on repo | −10,330 |
-lent or repoed and included in Section I | −17,472 |
-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 | 7,141 |
5. Financial derivative assets (net, marked to market) | −617 |
-forwards | −135 |
-futures | −1 |
-swaps | −480 |
-options | ... |
-other | ... |
6. Derivatives (forward, futures, or options contracts) that have a residual maturity greater than one year, which are subject to margin calls_ | ... |
-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 | 498,680 |
- currencies in SDR basket | 491,965 |
- currencies not in SDR basket | 6,716 |
Conventions used in the tables: "..." nil or negligible.