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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
European Central Bank: End-November 2016
First release: 15 December 2016. Updated: --
I. Official reserve assets and other foreign currency assets
(approximate market value, EUR millions)
(approximate market value, EUR millions)
A. Official reserve assets | 68,564 |
---|---|
1. Foreign currency reserves (in convertible foreign currencies) > |
49,314 |
(1a) Securities | 40,304 |
of which: issuer headquartered in the euro area | ... |
(1b) total currency and deposits with: | 9,010 |
(i) other national central banks, BIS and IMF | 6,828 |
(ii) banks headquartered in the euro area and located abroad | 91 |
(iii) banks headquartered and located outside the euro area | 2,091 |
2. IMF reserve position > | ... |
3. SDRs > | 715 |
4. Gold (including gold deposits and gold swapped) > |
18,086 |
-volume in millions of fine troy ounces | 16.229 |
5. Other reserve assets > | 449 |
-financial derivatives | 93 |
-loans to nonbank nonresidents | 356 |
-other | ... |
B. Other foreign currency assets | 3,374 |
-securities not included in official reserve assets | ... |
-deposits not included in official reserve assets | 3,182 |
-loans not included in official reserve assets | ... |
-financial derivatives not included in official reserve assets | 192 |
-gold not included in official reserve assets | ... |
-other | ... |
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> | ... | ... | ... | ... |
-outflows (-) Principal | ... | ... | ... | ... |
-outflows (-) Interest | ... | ... | ... | ... |
-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) > |
166 | 54 | 50 | 62 |
(2a) Short positions (-) | −4,479 | −2,883 | −652 | −943 |
(2b) Long positions (+) | 4,645 | 2,938 | 702 | 1,005 |
3. Other(specify)> | −114 | −114 | ... | ... |
-outflows related to repos (-) | −115 | −115 | ... | ... |
-inflows related to reverse repos (+) | ... | ... | ... | ... |
-trade credit (-) | ... | ... | ... | ... |
-trade credit (+) | ... | ... | ... | ... |
-other accounts payable (-) | ... | ... | ... | ... |
-other accounts receivable (+) | ... | ... | ... | ... |
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)> |
... |
-nondeliverable forwards | ... |
-short positions | ... |
-long positions | ... |
-other instruments | ... |
3. Pledged assets> | ... |
-included in reserve assets | ... |
-included in other foreign currency assets | ... |
4. Securities lent and on repo> | 1,188 |
-lent or repoed and included in Section I | −115 |
-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 | 1,302 |
5. Financial derivative assets (net, marked to market)> | 285 |
-forwards | ... |
-futures | ... |
-swaps | 285 |
-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> | ... |
- currencies in SDR basket (including IMF reserve positions, SDRs and Gold holdings) | ... |
- of which USD | ... |
- of which JPY | ... |
- currencies not in SDR basket | ... |
Conventions used in the tables: "..." nil or negligible.