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 : 20/Nov/2017 updated

Period of Latest Data : 30/Sep/2017

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 384,674.0
(1) Foreign currency reserves(in convertible foreign currencies) 374,312.0
(a) Securities 352,855.0
of which : issuer headquartered in reporting country but located abroad  
(b) total currency and deposits with : 21,457.0
(i) other national central banks, BIS and IMF 4,321.0
(ii) banks headquartered in the reporting country  
of which : located abroad  
(iii) banks headquartered outside the reporting country 17,136.0
of which : located in the reporting country  
(2) IMF reserve position 1,740.6
(3) SDRs 3,302.5
(4) gold(including gold deposits and, if appropriate, gold swapped) 4,794.8
- volume in fine troy ounces 3,357,770.0
(5) other reserve assets(specify) 525.0
- financial derivatives  
- loans to nonbank nonresidents  
- other  
B. Other foreign currency assets(specify) 0
securities not included in official reserve assets  
deposits not included in official reserve assets 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 2,434.0 487.0 267.0 1,680.0
outflows (-) Principal 0 0 0 0
Interest -286.0 -53.0 -63.0 -170.0
inflows (+) Principal 2,720.0 540.0 330.0 1,850.0
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 (+) 40,588.0 16,593.0 10,188.0 13,807.0
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 -5,502.0
(a) Collateral guarantees on debt falling due within 1 year        
(b) Other contingent liabilities -5,502.0
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  
- lent or repoed and included in Section I  
- lent of repoed but not included in Section I  
- borrowed or acquired and included in Section I  
- 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) 384,674.0
- currencies in SDR basket 361,503.0
- currencies not in SDR basket 23,171.0
- by individual currencies (optional)