Data for the period
|
|
International Reserves and Foreign Currency Liquidity1
as of January 30, 2004
|
|
|
I. Official reserve assets and other foreign currency assets
(approximate market value)
|
A. Official reserve assets
|
12,242.2
|
|
(1) Foreign currency reserves (in convertible foreign
currencies)
|
11,788.0
|
|
(a) Securities
|
9,527.9
|
|
of which: issuer headquartered in reporting
country but located abroad
|
|
|
(b) total currency and deposits with:
|
2,260.1
|
|
(i) other national central banks, BIS and IMF
|
169.1
|
|
(ii) banks headquartered in the reporting country
|
|
|
of which: located abroad
|
|
|
(iii) banks headquartered outside the reporting
country
|
2,091.0
|
|
of which: located in the reporting
country
|
|
|
(2) IMF reserve position
|
0.0
|
|
(3) SDRs
|
1.3
|
|
(4) Gold (including gold deposits and gold
swapped)2
|
452.9
|
|
- 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
|
-989.5
|
-20.7
|
-107.9
|
-860.9
|
|
- outflows (-)
|
Principal
|
-767.9
|
-18.6
|
-45.7
|
-703.6
|
|
Interest
|
-221.6
|
-2.1
|
-62.2
|
-157.3
|
|
- 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
|
-936.5
|
-936.5
|
0.0
|
0.0
|
|
- outflows related to repos (-)
|
-936.5
|
-936.5
|
|
|
|
- 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
|
-47.0
|
0.0
|
-11.0
|
-36.0
|
|
(a) Collateral guarantees on debt falling due within 1
year
|
0.0
|
|
|
|
|
(b) Other contingent liabilities
|
-47.0
|
0.0
|
-11.0
|
-36.0
|
|
2. Foreign currency securities issued with embedded
options (puttable bonds)
|
|
|
|
|
|
3. Undrawn, unconditional credit lines provided
by:
|
1,320.0
|
5.0
|
65.0
|
1,250.0
|
|
(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 (+)
|
1,320.0
|
5.0
|
65.0
|
1,250.0
|
|
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
|
1,154.5
|
|
- lent or repoed and included in Section I
|
-936.5
|
|
- 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
|
2,091.0
|
|
(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)
|
12,242.2
|
|
- currencies in SDR basket
|
12,240.4
|
|
- currencies not in SDR basket3
|
1.8
|
|
(b) currency composition of reserves (by individual
currencies)
|
12,242.2
|
|
EUR
|
8,352.2
|
|
USD
|
3,429.2
|
|
JPY
|
5.5
|
|
GBP
|
0.6
|
|
Other3
|
454.7
|
1) All data in mil. USD
2) Gold valuated by accounting value
3) Including SDR and Gold