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Data for the period

I. Official reserve assets and other foreign currency assets (approximate market value)

 

International Reserves and Foreign Currency Liquidity1 as of September 28, 2007

 
A. Official reserve assets 18,507.1
(1) Foreign currency reserves (in convertible foreign currencies) 17,673.1
  (a) Securities 15,603.0
    of which: issuer headquartered in reporting country but located abroad  
  (b) total currency and deposits with: 2,070.1
    (i) other national central banks, BIS and IMF 79.5
    (ii) banks headquartered in the reporting country  
      of which: located abroad  
    (iii) banks headquartered outside the reporting country 1,990.6
      of which: located in the reporting country  
(2) IMF reserve position 0.0
(3) SDRs 1.4
(4) Gold (including gold deposits and gold swapped)2 832.6
  – volume in million fine troy ounces 1.1
(5) Other reserve assets  
  – financial derivatives  
  – loans to nonbank nonresidents  
  – other  
B. Other foreign currency assets 6.5
  – securities not included in official reserve assets  
  – deposits not included in official reserve assets  
  – loans not included in official reserve assets 6.5
  – financial derivatives not included in official reserve assets  
  – gold not included in official reserve assets  
  – other  

II. Predetermined short-term net drains on foreign currency assets (nominal value)

   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 -418.1 -0.5 -18.7 -398.9
– outflows (-) Principal -117.6 0.0 -12.2 -105.4
Interest -300.5 -0.5 -6.5 -293.5
– inflows (+) Principal 0.0      
Interest 0.0      
2. Aggregate short and long positions in forwards and futures in foreign currencies vis-a-vis the domestic currency (including the forward leg of currency swaps) 0.0 0.0 0.0 0.0
  (a) Short positions (-) 0.0      
  (b) Long positions (+) 0.0      
3. Other 0.0 0.0 0.0 0.0
  – outflows related to repos (-) 0.0 0.0    
  – inflows related to reverse repos (+) 0.0      
  – trade credit (-) 0.0      
  – trade credit (+) 0.0      
  – other accounts payable (-) 0.0      
  – other accounts receivable (+) 0.0      

III. Contingent short-term net drains on foreign currency assets (nominal value)

   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 -14.0 0.0 -4.0 -10.0
  (a) Collateral guarantees on debt falling due within 1 year 0.0      
  (b) Other contingent liabilities -14.0 0.0 -4.0 -10.0
2. Foreign currency securities issued with embedded options (puttable bonds)        
3. Undrawn, unconditional credit lines provided by: 64.0 0.0 0.0 64.0
  (a) other national monetary authorities, BIS, IMF and other international organizations 0.0 0.0 0.0 0.0
    – other national monetary authorities (+) 0.0      
    – BIS (+) 0.0      
    – IMF (+) 0.0      
  (b) banks and other financial institutions headquartered in the reporting country (+) 0.0      
  (c) banks and other financial institutions headquartered outside the reporting country (+) 64.0 0.0   64.0
4. Undrawn, unconditional credit lines provided to: 0.0 0.0 0.0 0.0
  (a) other national monetary authorities, BIS, IMF, and other international organizations 0.0 0.0 0.0 0.0
    – other national monetary authorities (-) 0.0      
    – BIS (-) 0.0      
    – IMF (-) 0.0      
  (b) banks and other financial institutions headquartered in reporting country (-) 0.0      
  (c) banks and other financial institutions headquartered outside the reporting country (-) 0.0      
5. Aggregate short and long positions of options in foreign currencies vis-a-vis the domestic currency 0.0 0.0 0.0 0.0
  (a) Short positions 0.0 0.0 0.0 0.0
    (i) Bought puts 0.0      
    (ii) Written calls 0.0      
  (b) Long positions 0.0 0.0 0.0 0.0
    (i) Bought calls 0.0      
    (ii) Written puts 0.0      
PRO MEMORIA: In-the-money options        
(1) At current exchange rates 0.0 0.0 0.0 0.0
  (a) Short position 0.0      
  (b) Long position 0.0      
(2) +5 % (depreciation of 5%) 0.0 0.0 0.0 0.0
  (a) Short position 0.0      
  (b) Long position 0.0      
(3) -5 % (appreciation of 5%) 0.0 0.0 0.0 0.0
  (a) Short position 0.0      
  (b) Long position 0.0      
(4) +10 % (depreciation of 10%) 0.0 0.0 0.0 0.0
  (a) Short position 0.0      
  (b) Long position 0.0      
(5) -10 % (appreciation of 10%) 0.0 0.0 0.0 0.0
  (a) Short position 0.0      
  (b) Long position 0.0      
(6) Other (specify) 0.0 0.0 0.0 0.0
  (a) Short position 0.0      
  (b) Long position 0.0      

IV. Memo items

(1) To be reported with standard periodicity and timeliness:  
  (a) short-term domestic currency debt indexed to the exchange rate  
  (b) financial instruments denominated in foreign currency and settled by other means (e.g., in domestic currency) 0.0
    – nondeliverable forwards 0.0
    – short positions  
    – long positions  
    – other instruments  
  (c) pledged assets 0.0
    – included in reserve assets  
    – included in other foreign currency assets  
  (d) securities lent and on repo 1,990.6
    – lent or repoed and included in Section I 0.0
    – 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 1,990.6
  (e) financial derivative assets (net, marked to market) 0.0
    – forwards  
    – 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. 0.0
    – aggregate short and long positions in forwards and futures in foreign currencies vis-a-vis the domestic currency (including the forward leg of currency swaps) 0.0
      (a) short positions (-)  
      (b) long positions (+)  
    – aggregate short and long positions of options in foreign currencies vis-a-vis the domestic currency  
      (a) short positions 0.0
        (i) bought puts  
        (ii) written calls  
      (b) long positions 0.0
        (i) bought calls  
        (ii) written puts  
(2) To be disclosed less frequently:  
  (a) currency composition of reserves (by groups of currencies) 18,507.1
    – currencies in SDR basket 18,505.0
    – currencies not in SDR basket3 2.1
  (b) currency composition of reserves (by individual currencies) 18,507.1
      EUR 14,331.0
      USD 3,340.2
      JPY 1.0
      GBP 0.2
      Other3 834.7

1) All data in mil. USD
2) Gold valuated by market value
3) Including SDR and Gold