International Reserves and Foreign Currency liquidity

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Data in the Template on International Reserves/Foreign Currency Liquidity (Unit : US$ million)

Date of last update : 30/Sep/2022 updated

Period of Latest Data : 31/Aug/2022

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

I . Official reserve assets and other foreign currency assets(approximate market value)
A. Official reserve assets 436,432.0
(1) Foreign currency reserves(in convertible foreign currencies) 411,697.0
(a) Securities 394,098.0
of which : issuer headquartered in reporting country but located abroad  
(b) total currency and deposits with : 17,599.0
(i) other national central banks, BIS and IMF 9,970.0
(ii) banks headquartered in the reporting country  
of which : located abroad  
(iii) banks headquartered outside the reporting country 7,630.0
of which : located in the reporting country  
(2) IMF reserve position 3,258.0
(3) SDRs 14,462.0
(4) gold(including gold deposits and, if appropriate, gold swapped) 4,795.0
- volume in fine troy ounces 3,358,016.0
(5) other reserve assets(specify) 2,221.0
- financial derivatives  
- loans to nonbank nonresidents  
- other  
B. Other foreign currency assets(specify) 0.0
securities not included in official reserve assets  
deposits not included in official reserve assets 0.0
loans to not included official reserve assets  
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)

II. Predetermined short-term net drains on foreign currency assets (nominal value)
  Maturity breakdown (residual maturity)
Total Up to 1 month More than 1 month and up to 3 months More than 3 months and up to 1 year
1. Foreign currency loans,securities,and deposits 277.0 -41.0 178.0 139.0
outflows (-) Principal 0.0 0.0 0.0 0.0
Interest -233.0 -41.0 -16.0 -176.0
inflows (+) Principal 509.0 0.0 194.0 316.0
Interest        
2. Aggregate short and long positionsin forwards and futures inforeign currencies vis-a-vis the domesticcurrency (including theforward legof currency swaps)        
(a) Short positions (-)        
(b) Long positions (+) 20,373.0 7,191.0 7,711.0 5,470.0
3. Other (specify)
outflows related to repos (-)        
inflows related to reverse repos (+)        
trade credit (-)        
trade credit(+)        
other accounts payable(-)        
other accounts receivable (+)        

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

III. Contingent short-term net drains on foreign currency assets(nominal value)
  Maturity breakdown (residual maturity)
Total Up to 1 month More than 1 month and up to 3 months More than 3 months and up to 1 year
1. Contingent liabilities in foreign currency -5,968.0      
(a) Collateral guarantees on debt falling due within 1 year        
(b) Other contingent liabilities -5,968.0      
2. Foreign currencies securities issued with embedded options (puttable bonds)
3. Undrawn, unconditional creditlines provided by:
(a) other national monetary authorities BIS, IMF, and other international organizations        
- other national monetary authorities (+)        
- BIS (+)        
- IMF (+)        
- other international organization (+)        
(b) with banks and other financial institutions headquartered in the reporting country (+)        
(c) with banks and other financial institutions headquartered outside the reporting country (+)        
4. Undrawn, unconditional credit lines provided to:
(a) other national monetary authorities BIS, IMF, and other international organizations        
- other national monetary authorities (-)        
- BIS (-)        
- IMF (-)        
- other international organizations (-)        
(b) banks and other financial institutions headquartered in the reporting country (-)        
(c) banks and other financial outside the reporting country (-)        
5. Aggregate short and long positions of options in foreign currencies vis-a-vis the domestic currency
(a) Short positions        
(i) Bought puts        
(ii) Written calls        
(b) Long positions        
(i) Bought calls        
(ii) Written puts        
Pro memoria : In the money options        
(1) At current exchange rates        
(a) Short position        
(b) Long position        
(2) +5% (depreciation of 5%)        
(a) Short position        
(b) Long position        
(3) -5% (appreciation of 5%)        
(a) Short position        
(b) Long position        
(4) +10% (depreciation of 10%)        
(a) Short position        
(b) Long position        
(5) -10% (appreciation of 10%)        
(a) Short position        
(b) Long position        
(6) Other (specify)        

IV. Memo item

IV. Memo item
(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)  
- derivatives (forwards, futures or options contracts)  
- short positions  
- long positions  
- other instruments  
(c) pledged assets  
- included in reserve assets  
- included in other foreign currency assets  
(d) securities lent and on repo 100.0
- lent or repoed and included in Section I  
- lent of repoed but not included in Section I 0.0
- borrowed or acquired and included in Section I 100.0
- borrowed or acquired but included in Section I  
(e) financial derivative assets (net, marked to market)  
- forwards  
- futures  
- swaps  
- options  
- other  
(f) derivatives (forward, futures, or options contracts) that have a residual maturity greater than one year.  
- 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)  
(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  
(i) bought puts  
(ii) written calls  
(b) long positions  
(i) bought calls  
(ii) written puts  
(2) To be disclosed at least once a year:  
(a) currency composition of reserves (by groups of currencies) 436,432.0
- currencies in SDR basket 404,808.0
- currencies not in SDR basket 31,624.0
- by individual currencies (optional)