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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 2006
First release: 31 October 2006. Updated: 31 January 2007
I. Official reserve assets and other foreign currency assets
(approximate market value, EUR millions)
(approximate market value, EUR millions)
A. Official reserve assets | 325,036 |
---|---|
1. Foreign currency reserves (in convertible foreign currencies) |
139,486 |
(1a) Securities | 109,709 |
of which: issuer headquartered in the euro area | 216 |
(1b) total currency and deposits with: | 29,777 |
(i) other national central banks, BIS and IMF | 4,474 |
(ii) banks headquartered in the euro area and located abroad | 6,361 |
(iii) banks headquartered and located outside the euro area | 18,941 |
2. IMF reserve position | 6,987 |
3. SDRs | 4,471 |
4. Gold (including gold deposits and gold swapped) |
174,170 |
-volume in millions of fine troy ounces | 367.958 |
5. Other reserve assets | −77 |
-financial derivatives | −77 |
-loans to nonbank nonresidents | ... |
-other | ... |
B. Other foreign currency assets | 26,775 |
-securities not included in official reserve assets | 11,638 |
-deposits not included in official reserve assets | 14,849 |
-loans not included in official reserve assets | 306 |
-financial derivatives not included in official reserve assets | −19 |
-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 | −59 | −47 | ... | −12 |
-outflows (-) Principal | −47 | −47 | ... | ... |
-outflows (-) Interest | −12 | ... | ... | −12 |
-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) |
−10,044 | −3,841 | −4,819 | −1,384 |
(2a) Short positions (-) | −10,692 | −4,068 | −5,140 | −1,484 |
(2b) Long positions (+) | 648 | 226 | 321 | 100 |
3. Other (specify) | −11,811 | −11,811 | ... | ... |
-outflows related to repos (-) | −11,280 | −11,280 | ... | ... |
-inflows related to reverse repos (+) | ... | ... | ... | ... |
-trade credit (-) | ... | ... | ... | ... |
-trade credit (+) | ... | ... | ... | ... |
-other accounts payable (-) | −723 | −723 | ... | ... |
-other accounts receivable (+) | 192 | 192 | ... | ... |
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) |
306 |
-nondeliverable forwards | ... |
-short positions | ... |
-long positions | ... |
-other instruments | 306 |
3. Pledged assets | ... |
-included in reserve assets | ... |
-included in other foreign currency assets | ... |
4. Securities lent and on repo | −1,140 |
-lent or repoed and included in Section I | −14,365 |
-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 | 13,225 |
5. Financial derivative assets (net, marked to market) | −97 |
-forwards | −17 |
-futures | ... |
-swaps | −80 |
-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 | 325,036 |
- currencies in SDR basket | 319,581 |
- currencies not in SDR basket | 5,455 |
Conventions used in the tables: "..." nil or negligible.