Data for the period
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International Reserves and Foreign Currency Liquidity1
as of March 31, 2006
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I. Official reserve assets and other foreign currency assets
(approximate market value)
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A. Official reserve assets
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18,062.0
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(1) Foreign currency reserves (in convertible foreign
currencies)
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17,578.2
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(a) Securities
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15,047.1
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of which: issuer headquartered in reporting
country but located abroad
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(b) total currency and deposits with:
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2,531.1
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(i) other national central banks, BIS and IMF
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361.6
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(ii) banks headquartered in the reporting country
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of which: located abroad
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(iii) banks headquartered outside the reporting
country
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2,169.5
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of which: located in the reporting
country
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(2) IMF reserve position
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0.0
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(3) SDRs
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1.3
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(4) Gold (including gold deposits and gold
swapped)2
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482.5
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- volume in million fine troy ounces
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1.1
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(5) Other reserve assets
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- financial derivatives
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- loans to nonbank nonresidents
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- other
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B. Other foreign currency assets
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6.5
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- securities not included in official reserve assets
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- deposits not included in official reserve assets
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- loans not included in official reserve assets
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6.5
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- financial derivatives not included in official reserve
assets
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- gold not included in official reserve assets
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- other
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II. Predetermined short-term net drains on foreign currency
assets (nominal value)
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Total
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Maturity breakdown (residual maturity)
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Up to 1 month
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More than 1 and up to 3 months
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More than 3 months and up to 1 year
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1. Foreign currency loans, securities, and deposits
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-1,338.0
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-62.3
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-982.9
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-292.8
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- outflows (-)
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Principal
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-1,063.2
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-12.7
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-918.4
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-132.1
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Interest
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-274.8
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-49.6
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-64.5
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-160.7
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- inflows (+)
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Principal
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0.0
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Interest
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0.0
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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)
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0.0
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0.0
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0.0
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0.0
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(a) Short positions (-)
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0.0
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(b) Long positions (+)
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0.0
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3. Other
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-72.1
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-72.1
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0.0
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0.0
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- outflows related to repos (-)
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-72.1
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-72.1
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- inflows related to reverse repos (+)
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0.0
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- trade credit (-)
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0.0
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- trade credit (+)
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0.0
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- other accounts payable (-)
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0.0
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- other accounts receivable (+)
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0.0
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III. Contingent short-term net drains on foreign currency assets
(nominal value)
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Total
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Maturity breakdown (residual maturity)
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Up to 1 month
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More than 1 and up to 3 months
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More than 3 months and up to 1 year
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1. Contingent liabilities in foreign
currency
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-17.0
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0.0
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-5.0
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-12.0
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(a) Collateral guarantees on debt falling due within 1
year
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0.0
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(b) Other contingent liabilities
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-17.0
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0.0
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-5.0
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-12.0
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2. Foreign currency securities issued with embedded
options (puttable bonds)
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3. Undrawn, unconditional credit lines provided
by:
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64.0
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0.0
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0.0
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64.0
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(a) other national monetary authorities, BIS, IMF and other
international organizations
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0.0
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0.0
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0.0
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0.0
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- other national monetary authorities (+)
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0.0
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- BIS (+)
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0.0
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- IMF (+)
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0.0
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(b) banks and other financial institutions headquartered in
the reporting country (+)
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0.0
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(c) banks and other financial institutions headquartered
outside the reporting country (+)
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64.0
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0.0
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0.0
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64.0
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4. Undrawn, unconditional credit lines provided
to:
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0.0
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0.0
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0.0
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0.0
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(a) other national monetary authorities, BIS, IMF, and other
international organizations
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0.0
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0.0
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0.0
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0.0
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- other national monetary authorities (-)
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0.0
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- BIS (-)
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0.0
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- IMF (-)
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0.0
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(b) banks and other financial institutions headquartered in
reporting country (-)
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0.0
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(c) banks and other financial institutions headquartered
outside the reporting country (-)
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0.0
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5. Aggregate short and long positions of options in
foreign currencies vis-a-vis the domestic currency
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0.0
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0.0
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0.0
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0.0
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(a) Short positions
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0.0
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0.0
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0.0
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0.0
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(i) Bought puts
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0.0
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(ii) Written calls
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0.0
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(b) Long positions
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0.0
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0.0
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0.0
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0.0
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(i) Bought calls
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0.0
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(ii) Written puts
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0.0
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PRO MEMORIA: In-the-money options
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(1) At current exchange rates
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0.0
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0.0
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0.0
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0.0
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(a) Short position
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0.0
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(b) Long position
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0.0
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(2) +5 % (depreciation of 5%)
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0.0
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0.0
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0.0
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0.0
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(a) Short position
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0.0
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(b) Long position
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0.0
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(3) -5 % (appreciation of 5%)
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0.0
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0.0
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0.0
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0.0
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(a) Short position
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0.0
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(b) Long position
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0.0
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(4) +10 % (depreciation of 10%)
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0.0
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0.0
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0.0
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0.0
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(a) Short position
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0.0
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(b) Long position
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0.0
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(5) -10 % (appreciation of 10%)
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0.0
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0.0
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0.0
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0.0
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(a) Short position
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0.0
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(b) Long position
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0.0
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(6) Other (specify)
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0.0
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0.0
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0.0
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0.0
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(a) Short position
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0.0
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(b) Long position
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0.0
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IV. Memo items
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(1) To be reported with standard periodicity and
timeliness:
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(a) short-term domestic currency debt indexed to the exchange
rate
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(b) financial instruments denominated in foreign currency and
settled by other means (e.g., in domestic currency)
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0.0
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- nondeliverable forwards
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0.0
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- short positions
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- long positions
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- other instruments
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(c) pledged assets
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0.0
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- included in reserve assets
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- included in other foreign currency assets
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(d) securities lent and on repo
|
2,097.4
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- lent or repoed and included in Section I
|
-72.1
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- lent or repoed but not included in Section I
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- borrowed or acquired and included in Section I
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- borrowed or acquired but not included in Section I
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2169.5
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(e) financial derivative assets (net, marked to
market)
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0.0
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- forwards
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- futures
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- swaps
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- options
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- other
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(f) derivatives (forward, futures, or options contracts) that
have a residual maturity greater than one year, which are subject to
margin calls.
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0.0
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- 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)
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0.0
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(a) short positions (-)
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(b) long positions (+)
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- aggregate short and long positions of options in foreign
currencies vis-a-vis the domestic currency
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(a) short positions
|
0.0
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(i) bought puts
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(ii) written calls
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(b) long positions
|
0.0
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(i) bought calls
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(ii) written puts
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(2) To be disclosed less frequently:
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(a) currency composition of reserves (by groups of
currencies)
|
18,062.1
|
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- currencies in SDR basket
|
18,060.1
|
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- currencies not in SDR basket3
|
2.0
|
|
(b) currency composition of reserves (by individual
currencies)
|
18,062.1
|
|
EUR
|
14,327.4
|
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USD
|
3,248.8
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JPY
|
1.0
|
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GBP
|
0.4
|
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Other3
|
484.5
|
1) All data in mil. USD
2) Gold valuated by market value
3) Including SDR and Gold