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 September 28, 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 September 28, 2007
| A.
Official Reserve Assets (1+2+3+4+5) | 247,761 |
| (I)
Foreign Currency Reserves (a+b) | 239,954 |
| (a)Securities |
67,212 |
| of
which: issuer headquartered in reporting country but located abroad |
0 |
| (b)
total currency and deposits with: ( i+ii+iii) | 172,742 |
| (i)
other national central banks, BIS and IMF | 137,348 |
| (ii)
banks headquartered in the reporting country | 0 |
| of
which: located abroad | 0 |
| (iii)
banks headquartered outside the reporting country |
35,394 |
| of
which: located in the reporting country | 0 |
| (2)
IMF reserve position | 438 |
| (3)
SDRs | 2 |
| (4)
gold(including gold deposits and, if appropriate, gold swapped) |
7367 |
| -volume
in fine troy ounces | 11.5
mn. | | (5)
other reserve assets | 0 |
| -financial
derivatives | | | -loans
to non-banking nonresidents | | |
-other | |
| B.
other foreign currency assets (specify) | 0 |
| -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 | |
| -other | |
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 |
(-)1963 |
(-)54 |
(-)391 |
(-)1518 |
| Interest |
(-)974 |
(-)41 |
(-)170 |
(-)763 |
| -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 |
| | |
* Government loans only
III.
Contingent short- term net drains on foreign currency assets (nominal value)
|
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 | | | | |
a.
Collateral guarantees on debt falling due within 1 year
(Principal +Interest)** |
420 |
1 |
164 |
255 |
| (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 | | | | |
| **
Non-Government Loans only |
| |
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) | | | | |
IV.
Memo items
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 2007) | 92.73% |
| -currencies
not in SDR basket (as on 30 June 2007) |
7.27% | |
-by individual currencies (Amount in millions)
| |
Footnotes - 0
means zero or insignificant.
- Gold
is valued at the end of every month at 90 per cent of the daily average price
quoted at London for the month.
- Accounting
is done on the basis of settlement date and not on the basis of transaction date
|