International Reserves and Foreign Currency Liquidity as of February 2014
All data in mil. EUR
Update: July 2014
I. Official reserve assets and other foreign currency assets (approximate market value)
A. Official reserve assets |
1,661.1
|
(1) Foreign currency reserves (in convertible foreign currencies) |
59.2
|
(a) Securities |
22.9
|
of which: issuer headquartered in reporting country but located abroad |
0.0 |
-equities |
0.0 |
-bonds and notes |
22.9
|
-money market instruments |
0.0 |
(b) total currency and deposits with: |
36.3
|
(i) other national central banks, BIS and IMF |
36.2
|
(ii) banks headquartered in the reporting country |
0.0 |
of which: located abroad |
0.0 |
(iii) banks headquartered outside the reporting country |
0.1
|
of which: located in the reporting country |
0.0 |
(2) IMF reserve position |
230.9
|
(3) SDRs |
391.3
|
(4) Gold (including gold deposits and gold swapped) |
979.7
|
- volume in million fine troy ounces |
1.019 |
(5) Other reserve assets |
0.0 |
- financial derivatives |
0.0 |
- loans to nonbank nonresidents |
0.0 |
- other |
0.0 |
B. Other foreign currency assets |
0.0
|
- securities not included in official reserve assets |
0.0
|
- deposits not included in official reserve assets |
0.0 |
- loans not included in official reserve assets |
0.0 |
- financial derivatives not included in official reserve assets |
0.0 |
- gold not included in official reserve assets |
0.0 |
- other |
0.0 |
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 |
- 54.3
|
0.0
|
- 54.3 |
0.0 |
- outflows (-) |
Principal |
- 54.3 |
0.0
|
- 54.3 |
0.0 |
Interest |
0.0 |
0.0
|
0.0
|
0.0 |
- inflows (+) |
Principal |
0.0 |
0.0 |
0.0 |
0.0 |
Interest |
0.0 |
0.0 |
0.0 |
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 |
0.0 |
0.0 |
0.0 |
(b) Long positions (+) |
0.0 |
0.0 |
0.0 |
0.0 |
3. Other |
0.0 |
0.0 |
0.0 |
0.0 |
- outflows related to repos (-) |
0.0 |
0.0 |
0.0 |
0.0 |
- inflows related to reverse repos (+) |
0.0 |
0.0 |
0.0 |
0.0 |
- trade credit (-) |
0.0 |
0.0 |
0.0 |
0.0 |
- trade credit (+) |
0.0 |
0.0 |
0.0 |
0.0 |
- other accounts payable (-) |
0.0 |
0.0 |
0.0 |
0.0 |
- other accounts receivable (+) |
0.0 |
0.0 |
0.0 |
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 |
0.0 |
0.0 |
0.0 |
0.0 |
(a) Collateral guarantees on debt falling due within 1 year |
0.0 |
|
|
|
(b) Other contingent liabilities |
0.0 |
0.0 |
0.0 |
0.0 |
2. Foreign currency securities issued with embedded options (puttable bonds) |
|
|
|
|
3.1 Undrawn, unconditional credit lines provided by: |
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 |
0.0 |
0.0 |
0.0 |
- BIS (+) |
0.0 |
0.0 |
0.0 |
0.0 |
- IMF (+) |
0.0 |
0.0 |
0.0 |
0.0 |
- other international organizations (+) |
0.0 |
0.0 |
0.0 |
0.0 |
(b) banks and other financial institutions headquartered in the reporting country (+) |
0.0 |
0.0 |
0.0 |
0.0 |
(c) banks and other financial institutions headquartered outside the reporting country (+) |
0.0 |
0.0 |
0.0 |
0.0 |
3.2 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 |
0.0 |
0.0 |
0.0 |
- BIS (-) |
0.0 |
0.0 |
0.0 |
0.0 |
- IMF (-) |
0.0 |
0.0 |
0.0 |
0.0 |
- other international organizations (+) |
0.0 |
0.0 |
0.0 |
0.0 |
(b) banks and other financial institutions headquartered in reporting country (-) |
0.0 |
0.0 |
0.0 |
0.0 |
(c) banks and other financial institutions headquartered outside the reporting country (-) |
0.0 |
0.0 |
0.0 |
0.0 |
4. 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 |
0.0 |
0.0 |
0.0 |
(ii) Written calls |
0.0 |
0.0 |
0.0 |
0.0 |
(b) Long positions |
0.0 |
0.0 |
0.0 |
0.0 |
(i) Bought calls |
0.0 |
0.0 |
0.0 |
0.0 |
(ii) Written puts |
0.0 |
0.0 |
0.0 |
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 |
0.0 |
0.0 |
0.0 |
(b) Long position |
0.0 |
0.0 |
0.0 |
0.0 |
(2) +5 % (depreciation of 5%) |
0.0 |
0.0 |
0.0 |
0.0 |
(a) Short position |
0.0 |
0.0 |
0.0 |
0.0 |
(b) Long position |
0.0 |
0.0 |
0.0 |
0.0 |
(3) -5 % (appreciation of 5%) |
0.0 |
0.0 |
0.0 |
0.0 |
(a) Short position |
0.0 |
0.0 |
0.0 |
0.0 |
(b) Long position |
0.0 |
0.0 |
0.0 |
0.0 |
(4) +10 % (depreciation of 10%) |
0.0 |
0.0 |
0.0 |
0.0 |
(a) Short position |
0.0 |
0.0 |
0.0 |
0.0 |
(b) Long position |
0.0 |
0.0 |
0.0 |
0.0 |
(5) -10 % (appreciation of 10%) |
0.0 |
0.0 |
0.0 |
0.0 |
(a) Short position |
0.0 |
0.0 |
0.0 |
0.0 |
(b) Long position |
0.0 |
0.0 |
0.0 |
0.0 |
(6) Other (specify) |
0.0 |
0.0 |
0.0 |
0.0 |
(a) Short position |
0.0 |
0.0 |
0.0 |
0.0 |
(b) Long position |
0.0 |
0.0 |
0.0 |
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 |
0.0 |
(b) financial instruments denominated in foreign currency and settled by other means (e.g., in domestic currency) |
0.0 |
- derivatives (forwards, futures and options contracts) |
0.0 |
- short positions |
0.0 |
- long positions |
0.0 |
- other instruments |
0.0 |
(c) pledged assets |
0.0 |
- included in reserve assets |
0.0 |
- included in other foreign currency assets |
0.0 |
(d) securities lent and on repo |
-927.7 |
- lent or repoed and included in Section I |
-927.7 |
- lent or repoed but not included in Section I |
0.0 |
- borrowed or acquired and included in Section I |
0.0 |
- borrowed or acquired but not included in Section I |
0.0 |
(e) financial derivative assets (net, marked to market) |
0.0 |
- forwards |
0.0 |
- futures |
0.0 |
- swaps |
0.0 |
- options |
0.0 |
- other |
0.0 |
(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 (-) |
0.0 |
(b) long positions (+) |
0.0 |
- aggregate short and long positions of options in foreign currencies vis-a-vis the domestic currency |
0.0 |
(a) short positions |
0.0 |
(i) bought puts |
0.0 |
(ii) written calls |
0.0 |
(b) long positions |
0.0 |
(i) bought calls |
0.0 |
(ii) written puts |
0.0 |
(2) To be disclosed at end-quarter: |
|
(a) currency composition of reserves (by groups of currencies) |
1,661.1
|
- currencies in SDR basket |
1,660.6
|
- currencies not in SDR basket |
0.5 |