Data Template on International Reserves/Foreign Currency Liquidity
(Information to be disclosed by the
monetary authorities and
other central
government, excluding social security)123
Date of last update:
June 30th, 2008
I. Official
reserve assets and other foreign currency assets (approximate market value) 4
|
M.DH |
May-08
|
|
A. Official reserve assets |
195
454 |
|
(1) Foreign currency reserves (in convertible
foreign currencies) |
189
630 |
|
(a) Securities |
135
377 |
|
of which:
issuer headquartered in reporting country but located abroad |
|
|
(b) total currency and deposits with: |
54
253 |
|
(i) other national
central banks, BIS and IMF |
519 |
|
(ii) banks headquartered in the reporting country |
100 |
|
of which: located abroad |
|
|
(iii) banks headquartered outside the reporting
country |
53
634 |
|
of
which: located in the reporting
country |
|
|
(2) IMF reserve position |
1
028 |
|
(3) SDRs |
195 |
|
(4) gold (including gold deposits and, if
appropriate, gold swapped) 5 |
4
601 |
|
—volume
in fine troy ounces |
0,708 |
|
(5) other reserve assets (specify) |
|
|
—financial derivatives |
|
|
—loans to nonbank
nonresidents |
|
|
—other |
|
|
B. Other
foreign currency assets (specify) |
|
|
—securities
not included in official reserve assets |
|
|
—deposits
not included in official reserve assets |
|
|
—loans not
included in official reserve assets |
|
|
—financial derivatives not included in official
reserve assets |
|
|
—gold not included in official reserve assets |
|
|
—other |
|
II. Predetermined
short‑term net drains on foreign currency assets (nominal value)
|
|
May-08 |
Maturity breakdown
(residual maturity) |
|||
|
|
Total |
Up to 1
month |
More than
1 month and up to 3 months |
More
than 3 months and up to 1 year |
|
|
1 Foreign
currency loans, securities, and deposits 6 |
-12
363 |
-733 |
-6
124 |
-5
506 |
|
|
—outflows
(-) |
Principal |
-9
546 |
-323 |
-5
478 |
-3
745 |
|
|
Interest |
-2
817 |
-410 |
-646 |
-1
761 |
|
—inflows
(+) |
Principal |
|
|
|
|
|
|
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) 7 |
|
|
|
|
|
|
(a) Short positions (‑) |
|
|
|
|
|
|
(b) Long positions (+) |
|
|
|
|
|
|
3. Other (specify) |
|
|
|
|
|
|
—outflows related to repos (-) |
|
|
|
|
|
|
—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)
|
|
May-08 |
Maturity breakdown (residual
maturity) |
||
|
|
Total |
Up to 1
month |
More than
1 month and up to 3 months |
More
than 3 months and up to 1 year |
|
1. Contingent liabilities in foreign currency |
-6
335 |
-711 |
-608 |
-5
016 |
|
(a) Collateral guarantees on debt falling due
within 1 year |
-6
335 |
-711 |
-608 |
-5
016 |
|
(b) Other contingent liabilities |
|
|
|
|
|
2. Foreign currency securities issued with
embedded options (puttable bonds) 8 |
|
|
|
|
|
3. Undrawn, unconditional credit lines9 provided
by: |
|
|
|
|
|
(a) other national monetary authorities, BIS,
IMF, and other international organizations |
|
|
|
|
|
(b) banks and other financial institutions
headquartered in the reporting country (+) |
|
|
|
|
|
(c) 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 10 |
|
|
|
|
|
(a) Short positions |
|
|
|
|
|
(i) Bought puts |
|
|
|
|
|
(ii)
Written calls |
|
|
|
|
|
(b)
Long positions |
|
|
|
|
|
(i) Bought puts |
|
|
|
|
|
(ii)
Written calls |
|
|
|
|
|
PRO
MEMORIA: In‑the‑money options 11 |
|
|
|
|
|
(1) At current exchange rates |
|
|
|
|
|
(a) Short position |
|
|
|
|
|
(b) Long position |
|
|
|
|
|
(2) + 5 % (depreciation of 5%) |
|
|
|
|
|
(a) Short position |
|
|
|
|
|
(b) Long position |
|
|
|
|
|
(3) - 5 % (appreciation
of 5%) |
|
|
|
|
|
(a) Short position |
|
|
|
|
|
(b) Long
position |
|
|
|
|
|
(4) +10 % (depreciation of 10%) |
|
|
|
|
|
(a) Short position |
|
|
|
|
|
(b) Long position |
|
|
|
|
|
(5) - 10 % (appreciation of 10%) |
|
|
|
|
|
(a) Short position |
|
|
|
|
|
(b) Long position |
|
|
|
|
|
(6) Other (specify) |
|
|
|
|
IV. Memo
items
|
(1) To be reported with standard periodicity
and timeliness: 12 |
May-08 |
|
(a) short‑term domestic currency debt indexed
to the exchange rate |
|
|
(b) financial instruments denominated in
foreign currency and settled by other means (e.g., in domestic currency) 13 |
|
|
—nondeliverable forwards |
|
|
—short
positions |
|
|
—long
positions |
|
|
—other instruments |
|
|
(c) pledged assets 14 |
|
|
—included in reserve assets |
|
|
—included in other foreign
currency assets |
|
|
(d) securities lent and on repo
15 |
|
|
—lent or repoed
and included in Section I |
|
|
—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 |
|
|
(e) financial derivative assets (net, marked to
market) 16 |
|
|
—forwards |
|
|
—futures |
|
|
—swaps |
|
|
—options |
|
|
—other |
|
|
(f) 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) |
|