| Total |
Maturity breakdown
(residual) |
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 | | | | |
-outflows(-) | Principal | (-)1920 | (-)59 | (-)345 | (-)1516 |
Interest | (-)938 | (-)34 | (-)153 | (-)751 |
-inflows(+) | Principal | 0 | | | |
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 | | | | |
(a) short positions(-)
| 0 | - | - | - |
(b) long positions(+) | 0 | - | - | - |
3.Other(specify) | 0 | | | |
-outflows related to repos(-) | 0 | | | |
-inflows related to reverse repos(+) | 0 | | | |
-trade credit(-) | 0 | | | |
-trade credit(+) | 0 | | | |
-other accounts payable(-) | 0 | | | |
-other accounts receivable(+) | 0 | | | |
-foreign currency funds
under exchange guarantee(-) | 0 | | | |
| Total | Maturity
breakdown
(residual maturity, where applicable) |
Up
to 1 month | More than 1
month and
up to 3 months | More
than 3 months and
up to 1 year |
1.Contingency
liabilities in foreign currency | | | | |
| 1. Collateral guarantees on debt falling
due within 1 year (Principal +Interest)** | 174 | 2 | 63 | 109 |
(b)Other contingent liabilities | 0 | | | |
2.Foreign currency securities issued with
embedded options(public bonds) | 0 | | | |
3.Undrawn,unconditional credit lines provided
by: | | | | |
(a) other national monetary authorities,
BIS, IMF and other international organizations | | | | |
-other national monetary authorities(+) | | | | |
-BIS(+) | 0 | | | |
-IMF(+) | 0 | | | |
(b) with banks and other financial institutions
headquartered in the reporting country(+) | 0 | | | |
(c) with banks and other financial
institutions headquartered outside the reporting country(+) | 0 | | | |
Undrawn, unconditional credit lines provided
to: | | | | |
(a) other national monetary authorities ,
BIS,IMF ,and other international organizations | | | | |
-other national monetary authorities(-) | 0 | | | |
-BIS(-) | 0 | | | |
-IMF(-) | 0 | | | |
(b)banks and other financial institutions
headquartered in reporting country(-) | 0 | | | |
(c) banks and other financial institutions
headquartered outside the reporting country(-) | 0 | | | |
4.Aggregate short and long positions of options
in foreign currency vis-à-vis the domestic currency. | 0 | | | |
(a) short positions | | | | |
(i) Bought puts | | | | |
(ii) written puts | | | | |
(b) Long positions | | | | |
(i) Bought calls | | | | |
(ii) Written puts | | | | |
| Total | Maturity
breakdown
(residual maturity, where applicable) |
Up
to 1 month | More than 1 month and up to
3 months | More than 3 months and
up
to 1 year |
PRO MEMORIA: In money
options | 0 | | | |
(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 0f 10%) | | | | |
(a) Short position | | | | |
(b) Long position | | | | |
(5) –10%(appreciation of 10%) | | | | |
(a) short position | | | | |
(b) Long position | | | | |
(6) Other specify) | | | | |
1. To be reported with standard periodicity
and timeliness:
(a) short-term domestic currency debt ,indexed to the exchange
rate | 0 |
(b)
financial instruments denominated in foreign currency and settled by other means
(e.g. , in domestic currency) | 0 |
-non-deliverable forwards | |
-short positions | |
-long positions | |
-other instruments | |
(c) pledged assets | 0 |
-included in reserve assets | |
-included in other foreign currency assets | |
(d) securities lent and on repo | 0 |
-lent or repoed and included in section 1 | |
(e) financial derivative assets(net, marked
to market) | 0 |
-foreign currency forwards/swaps | 0 |
-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. | 0 |
-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) | 0 |
(a) short positions | |
(i) bought puts | |
(ii) written calls | |
(b) long positions | |
(i) bought calls | |
Written puts | |
(2) To be disclosed less frequently: | |
(a) currency composition of reserves ((by
groups of currencies) | |
-currencies in SDR basket (as on 30 June
2006) | 92.82% |
-currencies not in SDR basket (as on 30 June
2006) | 7.18% |
-by individual currencies (Amount in millions)
| |