| Data template on international reserves/foreign currency liquidity | |||||||||||||
| [ I. Official reserves assets ... | | II. Predetermined short-term... | | III. Contingent short-term... | | IV. Memo items ] | ||||||||||
| I. Official reserves assets and other foreign currency assets (approximate market value) | |||||||||||||
| In millions of EUR, end of December 2011 | |||||||||||||
| Latest data | Latest-1 data | ||||||||||||
| A. | Official reserve assets | 11,194.9 | 11,420.4 | ||||||||||
| (1) | Foreign currency reserves (in convertible foreign currencies) | 10,694.0 | 10,959.0 | ||||||||||
| (a) | Securities | 8,103.2 | 8,146.4 | ||||||||||
| of which: issuer headquartered in reporting country but located abroad | |||||||||||||
| (b) | total currency and deposits with: | 2,590.7 | 2,812.6 | ||||||||||
| (i) | other national central banks, BIS and IMF | 2,468.7 | 2,719.8 | ||||||||||
| (ii) | banks headquartered in the reporting country | ||||||||||||
| of which: located abroad | |||||||||||||
| (iii) | banks headquartered outside the reporting country | 122.1 | 92.8 | ||||||||||
| of which: located in the reporting country | |||||||||||||
| (2) | IMF reserve position | 0.2 | 0.2 | ||||||||||
| (3) | SDRs | 360.7 | 351.2 | ||||||||||
| (4) | gold (including gold deposits and, if appropriate, gold swapped) | ||||||||||||
| - volume in millions fine troy ounces | |||||||||||||
| (5) | other reserve assets (specify) | 140.0 | 110.0 | ||||||||||
| - financial derivatives | |||||||||||||
| - loans to nonbank nonresidents | |||||||||||||
| - other (reverse repo) | 140.0 | 110.0 | |||||||||||
| B. | Other foreign currency assets (specify) | ||||||||||||
| - securities not included in official reserve assets | |||||||||||||
| - deposits not included in official reserve assets | |||||||||||||
| - loans not included in official reserve assets | |||||||||||||
| - financial derivatives not included in official reserve assets | |||||||||||||
| - gold not included in official reserve assets | |||||||||||||
| - other (pledged assets) | |||||||||||||
| II. Predetermined short-term net drains on foreign currency assets (nominal value) | |||||||||||||
| In millions of EUR, end of December 2011 | |||||||||||||
| Latest data | Latest-1 data | ||||||||||||
| Maturity breakdown (residual maturity) | Maturity breakdown (residual maturity) | ||||||||||||
| Total | Up to 1 month | More than 1 and up to 3 months | More than 3 months and up to 1 year | Total | 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 | -679.5 | -146.7 | -132.9 | -399.9 | -723.8 | -221.6 | -71.1 | -431.2 | ||||
| - outflows (-) Principal | -461.3 | -140.2 | -112.5 | -208.7 | -480.0 | -220.7 | -54.7 | -204.6 | |||||
| - outflows (-) Interest | -218.2 | -6.5 | -20.5 | -191.2 | -243.8 | -0.9 | -16.4 | -226.6 | |||||
| - inflows (+) Principal | |||||||||||||
| - inflows (+) Interest | |||||||||||||
| 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) | ||||||||||||
| (a) | Short positions ( - ) | ||||||||||||
| (b) | Long positions (+) | ||||||||||||
| 3. | Other (specify) | -3.5 | -3.5 | ||||||||||
| - outflows related to repos (-) | -3.5 | -3.5 | |||||||||||
| - 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) | |||||||||||||
| In millions of EUR, end of December 2011 | |||||||||||||
| Latest data | Latest-1 data | ||||||||||||
| Maturity breakdown | |||||||||||||
| (residual maturity, where applicable) | |||||||||||||
| Total | Up to 1 month | More than 1 and up to 3 months | More than 3 months and up to 1 year | Total | 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 | -1,741.7 | -8.0 | -847.7 | -885.9 | -1,919.7 | -275.1 | -802.5 | -842.0 | ||||
| (a) | Collateral guarantees on debt falling due within 1 year | -1,005.2 | -8.0 | -111.2 | -885.9 | -1,186.7 | -275.1 | -69.5 | -842.0 | ||||
| (b) | Other contingent liabilities | -736.5 | -736.5 | -733.0 | -733.0 | ||||||||
| 2. | Foreign currency securities issued with embedded options (puttable bonds) | ||||||||||||
| 3. | Undrawn, unconditional credit lines provided by: | ||||||||||||
| (a) | other national monetary authorities, BIS, IMF, and other international organizations | ||||||||||||
| - other national monetary authorities (+) | |||||||||||||
| - BIS (+) | |||||||||||||
| - IMF (+) | |||||||||||||
| - other international organisations (+) | |||||||||||||
| (b) | banks and other financial institutions headquartered in the reporting country (+) | ||||||||||||
| (c) | 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 organisations (-) | |||||||||||||
| (b) | banks and other financial institutions headquartered in reporting country (- ) | ||||||||||||
| (c) | banks and other financial institutions headquartered outside the reporting country ( - ) | ||||||||||||
| 5. | Aggregate short and long positions of options in foreign currencies vis-à-vis the domestic currency | ||||||||||||
| (a) | Short positions | ||||||||||||
| (i) | Bought puts | ||||||||||||
| (ii) | Written calls | ||||||||||||
| (b) | Long positions | ||||||||||||
| (i) | Bought calls | ||||||||||||
| (ii) | Written puts | ||||||||||||
| IV. Memo items | |||||||||||||
| In millions of EUR, end of December 2011 | |||||||||||||
| Latest data | Latest-1 data | ||||||||||||
| (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 | 136.5 | 110.0 | ||||||||||
| - lent or repoed and included in Section I | -0.4 | ||||||||||||
| - 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 | 136.9 | 110.0 | |||||||||||
| (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-à-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-à-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 less frequently: | ||||||||||||
| (a) | currency composition of official reserve assets (by groups of currencies) | 11,194.9 | 11,420.4 | ||||||||||
| - currencies in SDR basket | 11,194.7 | 11,420.3 | |||||||||||
| - currencies not in SDR basket | 0.1 | 0.1 | |||||||||||
| - by individual currencies (optional) | |||||||||||||
| USD | 2,333.0 | 2,378.1 | |||||||||||
| EUR | 8,500.6 | 8,690.5 | |||||||||||
| Other | 361.2 | 351.8 | |||||||||||