Form for Presenting Data in the Template on International Reserves/ Foreign Currency Liquidity (Information to be disclosed by the monetary authorities and other central government excluding social security)
(In USD Million)
I. Official reserve assets and other foreign currency assets (approximate market value) as on December 31, 2007 II. Predetermined Short-term net drains on foreign currency assets (nominal value) III. Contingent short- term net drains on foreign currency assets (nominal value) IV. Memo items
1. Official reserve assets and other foreign currency assets (approximate market value) as on December 31, 2007
A. Official Reserve Assets (1+2+3+4+5)
275316
(I) Foreign Currency Reserves (a+b)
266553
(a)Securities
88400
of which: issuer headquartered in reporting country but located abroad
0
(b) total currency and deposits with: ( i+ii+iii)
178153
(i) other national central banks, BIS and IMF
162509
(ii) banks headquartered in the reporting country
of which: located abroad
(iii) banks headquartered outside the reporting country
15644
of which: located in the reporting country
(2) IMF reserve position
432
(3) SDRs
3
(4) gold(including gold deposits and, if appropriate, gold swapped)
8328
-volume in fine troy ounces
11.5 mn.
(5) other reserve assets
-financial derivatives
-loans to non-banking 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
-gold not included in official reserve assets
-financial derivatives not included in official reserve assets
II. Predetermined Short-term net drains on foreign currency assets (nominal value)
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
(-)2039
(-)207
(-)322
(-)1510
Interest
(-)1009
(-)94
(-)195
(-)720
-inflows(+)
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(-)
-
(b) long positions(+)
8238
795
1763
5680
3.Other(specify)
-outflows related to repos(-)
-inflows related to reverse repos(+)
-trade credit(-)
-trade credit(+)
-other accounts payable(-)
-other accounts receivable(+)
-foreign currency fundsunder exchange guarantee(-)
III. Contingent short- term net drains on foreign currency assets (nominal value)
Maturity breakdown(residual maturity, where applicable)
1.Contingency liabilities in foreign currency
(Principal +Interest)**
414
31
20
363
(b)Other contingent liabilities
2.Foreign currency securities issued with embedded options(public bonds)
3.Undrawn,unconditional credit lines provided by:
(a) other national monetary authorities, BIS, IMF and other international organizations
-other national monetary authorities(+)
-BIS(+)
-IMF(+)
(b) with banks and other financial institutions headquartered in the reporting country(+)
(c) with banks and other financial institutions headquartered outside the reporting country(+)
Undrawn, unconditional credit lines provided to:
(a) other national monetary authorities , BIS,IMF ,and other international organizations
-other national monetary authorities(-)
-BIS(-)
-IMF(-)
(b)banks and other financial institutions headquartered in reporting country(-)
(c) banks and other financial institutions headquartered outside the reporting country(-)
4.Aggregate short and long positions of options in foreign currency vis-à-vis the domestic currency.
(a) short positions
(i) Bought puts
(ii) written puts
(b) Long positions
(i) Bought calls
(ii) Written puts
** Non-Government Loans only
PRO MEMORIA: In money options
(1) At current exchange rates
(a) Short position
(b) Long position
(2) + 5%(depreciation of 5%)
(3)-5%(appreciation of 5%)
(4) +10%(depreciation 0f 10%)
(5) �10%(appreciation of 10%)
(a) short position
(6) Other specify)
IV. Memo items
(b) financial instruments denominated in foreign currency and settled by other means (e.g. , in domestic currency)
-non-deliverable forwards
-short positions
-long positions
-other instruments
(c) pledged assets
-included in reserve assets
-included in other foreign currency assets
(d) securities lent and on repo
-lent or repoed and included in section 1
(e) financial derivative assets(net, marked to market)
-foreign currency forwards/swaps
-futures
-swaps
-options
(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)
(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 2007)
92.73%
-currencies not in SDR basket (as on 30 June 2007)
7.27%
-by individual currencies (Amount in millions)
Footnotes