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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.