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Template on international reserves and foreign currency liquidity

  1. Official reserve assets and other foreign currency assets
  2. Predetermined short-term net drains on foreign currency assets
  3. Contingent short-term net drains on foreign currency assets
  4. Memo items

Eurosystem: End-September 2011

First release: 31 October 2011. Updated: 30 April 2012

I. Official reserve assets and other foreign currency assets
(approximate market value, EUR millions)
A. Official reserve assets 646,624
1. Foreign currency reserves
(in convertible foreign currencies)
151,756
(1a) Securities 135,112
of which: issuer headquartered in the euro area 11
(1b) total currency and deposits with: 16,644
(i) other national central banks, BIS and IMF 5,520
(ii) banks headquartered in the euro area and located abroad 3,335
(iii) banks headquartered and located outside the euro area 7,789
2. IMF reserve position 26,072
3. SDRs 52,923
4. Gold
(including gold deposits and gold swapped)
416,295
-volume in millions of fine troy ounces 346.989
5. Other reserve assets −421
-financial derivatives −422
-loans to nonbank nonresidents ...
-other 1
B. Other foreign currency assets 31,414
-securities not included in official reserve assets 10,915
-deposits not included in official reserve assets 20,450
-loans not included in official reserve assets 283
-financial derivatives not included in official reserve assets −235
-gold not included in official reserve assets ...
-other 1
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 −423 −271 −67 −85
-outflows (-) Principal −420 −270 −66 −84
-outflows (-) Interest −1 ... −1 −1
-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)
−5,878 −1,965 −3,823 −90
(2a) Short positions (-) −9,643 −4,095 −5,033 −516
(2b) Long positions (+) 3,766 2,130 1,210 425
3. Other (specify) −18,151 −18,127 ... −24
-outflows related to repos (-) −15,188 −15,188 ... ...
-inflows related to reverse repos (+) ... ... ... ...
-trade credit (-) −25 −1 ... −24
-trade credit (+) ... ... ... ...
-other accounts payable (-) −4,245 −4,245 ... ...
-other accounts receivable (+) 1,308 1,308 ... ...
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)
283
-nondeliverable forwards ...
-short positions ...
-long positions ...
-other instruments 283
3. Pledged assets ...
-included in reserve assets ...
-included in other foreign currency assets ...
4. Securities lent and on repo −7,956
-lent or repoed and included in Section I −18,314
-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 10,358
5. Financial derivative assets (net, marked to market) −658
-forwards 60
-futures −1
-swaps −717
-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 646,624
- currencies in SDR basket 636,325
- currencies not in SDR basket 10,300

Conventions used in the tables: "..." nil or negligible.