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Template on international reserves and foreign currency liquidity
- Official reserve assets and other foreign currency assets
- Predetermined short-term net drains on foreign currency assets
- Contingent short-term net drains on foreign currency assets
- Memo items
Eurosystem: End-September 2017
First release: 16 October 2017. Updated: --
I. Official reserve assets and other foreign currency assets
(approximate market value, EUR millions)
(approximate market value, EUR millions)
| A. Official reserve assets | 674,753 |
|---|---|
|
1. Foreign currency reserves (in convertible foreign currencies) |
223,129 |
| (1a) Securities | 181,226 |
| of which: issuer headquartered in the euro area | 272 |
| (1b) total currency and deposits with: | 41,902 |
| (i) other national central banks, BIS and IMF | 31,636 |
| (ii) banks headquartered in the euro area and located abroad | 677 |
| (iii) banks headquartered and located outside the euro area | 9,590 |
| 2. IMF reserve position | 20,011 |
| 3. SDRs | 49,865 |
|
4. Gold (including gold deposits and gold swapped) |
377,778 |
| -volume in millions of fine troy ounces | 346.653 |
| 5. Other reserve assets | 3,970 |
| -financial derivatives | 208 |
| -loans to nonbank nonresidents | 3,760 |
| -other | 2 |
| B. Other foreign currency assets | 31,079 |
| -securities not included in official reserve assets | 6,812 |
| -deposits not included in official reserve assets | 24,070 |
| -loans not included in official reserve assets | 16 |
| -financial derivatives not included in official reserve assets | 159 |
| -gold not included in official reserve assets | ... |
| -other | 22 |
II. Predetermined short-term net drains on foreign currency assets (nominal value, EUR millions)
| 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 | −1,454 | −1,452 | −2 | ... |
| -outflows (-) Principal | −1,452 | −1,452 | ... | ... |
| -outflows (-) Interest | −13 | −2 | −3 | −8 |
| -inflows (+) Principal | ... | ... | ... | ... |
| -inflows (+) Interest | 10 | 1 | 1 | 8 |
|
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) |
−14,981 | −7,867 | −3,739 | −3,375 |
| (2a) Short positions (-) | −23,130 | −11,884 | −6,558 | −4,688 |
| (2b) Long positions (+) | 8,150 | 4,016 | 2,820 | 1,314 |
| 3. Other (specify) | −21,408 | −18,198 | 233 | −3,442 |
| -outflows related to repos (-) | −12,118 | −8,645 | −32 | −3,442 |
| -inflows related to reverse repos (+) | ... | ... | ... | ... |
| -trade credit (-) | −1 | ... | ... | −1 |
| -trade credit (+) | ... | ... | ... | ... |
| -other accounts payable (-) | −10,621 | −10,621 | ... | ... |
| -other accounts receivable (+) | 1,333 | 1,068 | 265 | ... |
III. Contingent short-term net drains on foreign currency assets (nominal value, EUR millions)
| 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 | ... | ... | ... | ... |
| (1a) Collateral guarantees on debt falling due within 1 year | ... | ... | ... | ... |
| (1b) Other contingent liabilities | ... | ... | ... | ... |
|
2. Foreign currency securities issued with embedded options (puttable bonds) |
... | |||
| 3. Undrawn, unconditional credit lines | ||||
| 3_1 Undrawn, unconditional credit lines provided by: | ... | ... | ... | ... |
| (3_1 a) other national monetary authorities, BIS, IMF, and other international organizations | ... | ... | ... | ... |
| -other national monetary authorities (+) | ... | ... | ... | ... |
| -BIS (+) | ... | ... | ... | ... |
| -IMF (+) | ... | ... | ... | ... |
| (3_1 b) banks and other financial institutions headquartered in the reporting country (+) | ... | ... | ... | ... |
| (3_1 c) banks and other financial institutions headquartered outside the reporting country (+) | ... | ... | ... | ... |
| 3_2 Undrawn, unconditional credit lines provided to: | ... | ... | ... | ... |
| (3_2a) other national monetary authorities, BIS, IMF, and other international organizations | ... | ... | ... | ... |
| -other national monetary authorities (-) | ... | ... | ... | ... |
| -BIS (-) | ... | ... | ... | ... |
| -IMF (-) | ... | ... | ... | ... |
| (3_2b) banks and other financial institutions headquartered in reporting country (-) | ... | ... | ... | ... |
| (3_2c) banks and other financial institutions headquartered outside the reporting country (-) | ... | ... | ... | ... |
| 4. Aggregate short and long positions of options in foreign currencies vis-à-vis the domestic currency | ... | ... | ... | ... |
| (4a) Short positions | ... | ... | ... | ... |
| (i) Bought puts | ... | ... | ... | ... |
| (ii) Written calls | ... | ... | ... | ... |
| (4b) Long positions | ... | ... | ... | ... |
| (i) Bought calls | ... | ... | ... | ... |
| (ii) Written puts | ... | ... | ... | ... |
| PRO MEMORIA: In-the-money options | ||||
| (1) At current exchange rates | ... | ... | ... | ... |
| (1a) Short position | ... | ... | ... | ... |
| (1b) Long position | ... | ... | ... | ... |
| (2) + 5 % (depreciation of 5%) | ... | ... | ... | ... |
| (2a) Short position | ... | ... | ... | ... |
| (2b) Long position | ... | ... | ... | ... |
| (3) - 5 % (appreciation of 5%) | ... | ... | ... | ... |
| (3a) Short position | ... | ... | ... | ... |
| (3b) Long position | ... | ... | ... | ... |
| (4) +10 % (depreciation of 10%) | ... | ... | ... | ... |
| (4a) Short position | ... | ... | ... | ... |
| (4b) Long position | ... | ... | ... | ... |
| (5) - 10 % (appreciation of 10%) | ... | ... | ... | ... |
| (5a) Short position | ... | ... | ... | ... |
| (5b) Long position | ... | ... | ... | ... |
| (6) Other (specify) | ... | ... | ... | ... |
| (6a) Short position | ... | ... | ... | ... |
| (6b) Long position | ... | ... | ... | ... |
IV. Memo items (EUR millions)
| 1. Short-term domestic currency debt indexed to the exchange rate | ... |
|---|---|
|
2. Financial instruments denominated in foreign currency and settled by
other means (e_g_, in domestic currency) |
16 |
| -nondeliverable forwards | ... |
| -short positions | ... |
| -long positions | ... |
| -other instruments | 16 |
| 3. Pledged assets | ... |
| -included in reserve assets | ... |
| -included in other foreign currency assets | ... |
| 4. Securities lent and on repo | −78 |
| -lent or repoed and included in Section I | −13,300 |
| -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 | 13,221 |
| 5. Financial derivative assets (net, marked to market) | 368 |
| -forwards | −30 |
| -futures | −5 |
| -swaps | 414 |
| -options | ... |
| -other | −12 |
| 6. Derivatives (forward, futures, or options contracts) that have a residual maturity greater than one year, which are subject to margin calls_ | ... |
|
-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) |
... |
| (6a) short positions (-) | ... |
| (6b) long positions (+) | ... |
| -aggregate short and long positions of options in foreign currencies vis-à-vis the domestic currency | ... |
| (6a) short positions | ... |
| (i) bought puts | ... |
| (ii) written calls | ... |
| (6b) long positions | ... |
| (i) bought calls | ... |
| (ii) written puts | ... |
| 7. Currency composition of reserves | 674,753 |
| - currencies in SDR basket | 654,591 |
| - currencies not in SDR basket | 20,162 |
Conventions used in the tables: "..." nil or negligible.