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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-September 2020
First release: 15 October 2020. Updated: 15 September 2021
I. Official reserve assets and other foreign currency assets
(approximate market value, EUR millions)
(approximate market value, EUR millions)
A. Official reserve assets | 909,520 |
---|---|
1. Foreign currency reserves (in convertible foreign currencies) |
267,174 |
(1a) Securities | 225,457 |
of which: issuer headquartered in the euro area | 100 |
(1b) total currency and deposits with: | 41,718 |
(i) other national central banks, BIS and IMF | 31,981 |
(ii) banks headquartered in the euro area and located abroad | 1,735 |
(iii) banks headquartered and located outside the euro area | 8,001 |
2. IMF reserve position | 29,480 |
3. SDRs | 51,384 |
4. Gold (including gold deposits and gold swapped) |
557,363 |
-volume in millions of fine troy ounces | 346.333 |
5. Other reserve assets | 4,119 |
-financial derivatives | 75 |
-loans to nonbank nonresidents | 4,044 |
-other | ... |
B. Other foreign currency assets | 17,943 |
-securities not included in official reserve assets | 6,727 |
-deposits not included in official reserve assets | 11,085 |
-loans not included in official reserve assets | 23 |
-financial derivatives not included in official reserve assets | 85 |
-gold not included in official reserve assets | ... |
-other | 23 |
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 | −731 | −737 | 2 | 5 |
-outflows (-) Principal | −738 | −738 | ... | ... |
-outflows (-) Interest | ... | ... | ... | ... |
-inflows (+) Principal | ... | ... | ... | ... |
-inflows (+) Interest | 7 | ... | 2 | 5 |
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) |
−18,344 | −8,280 | −5,575 | −4,489 |
(2a) Short positions (-) | −25,943 | −10,894 | −7,987 | −7,062 |
(2b) Long positions (+) | 7,599 | 2,615 | 2,413 | 2,572 |
3. Other (specify) | −19,107 | −18,838 | −58 | −211 |
-outflows related to repos (-) | −6,434 | −5,930 | −294 | −211 |
-inflows related to reverse repos (+) | ... | ... | ... | ... |
-trade credit (-) | ... | ... | ... | ... |
-trade credit (+) | ... | ... | ... | ... |
-other accounts payable (-) | −14,369 | −14,213 | −156 | ... |
-other accounts receivable (+) | 1,697 | 1,305 | 392 | ... |
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) |
23 |
-nondeliverable forwards | ... |
-short positions | ... |
-long positions | ... |
-other instruments | 23 |
3. Pledged assets | 345 |
-included in reserve assets | 345 |
-included in other foreign currency assets | ... |
4. Securities lent and on repo | −6,901 |
-lent or repoed and included in Section I | −16,529 |
-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 | 9,628 |
5. Financial derivative assets (net, marked to market) | 159 |
-forwards | −25 |
-futures | ... |
-swaps | 179 |
-options | ... |
-other | 5 |
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 | 909,520 |
- currencies in SDR basket | 887,156 |
- currencies not in SDR basket | 22,365 |
Conventions used in the tables: "..." nil or negligible.