Data template on international reserves/foreign currency liquidity

Published: 31/10/2019 Modified: 31/10/2019

Data template on international reserves/foreign currency liquidity

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

In millions of EUR, end of September 2019

  Latest data Latest-1 data
A. Official reserve assets 20,426.5 21,037.0

(1) Foreign currency reserves (in convertible foreign currencies)

16,565,1 15,820,9

(a) Securities

12,830.2

12,387.8

of which: issuer headquartered in reporting country but located abroad

   

(b) total currency and deposits with:

3,734.9 3,433.2

(i) other national central banks, BIS and IMF

3,542.9 3,247.0

(ii) banks headquartered in the reporting country

   

of which: located abroad

   

(iii) banks headquartered outside the reporting country

191,9 186.1

of which: located in the reporting country

   

(2) IMF reserve position

0.4 0.4

(3) SDRs

379.9 375.9

(4) gold (including gold deposits and, if appropriate, gold swapped)

   

- volume in millions fine troy ounces

   

(5) other reserve assets (specify)

3,481.2 4,839.8

- financial derivatives

   

-  loans to nonbank nonresidents

   

- other (reverse repo)

3,481.2 4,839.8
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 September 2019

  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 -3,289.9 -199.1 -1,309.8 -1,781.0 -3,599.7 -556.6 -1,315.7 -1,727.4

-outflows (-) Principal

-2,962.6 -194.1 -1,290.6 -1,477.9 -3,271.5 -548.4 -1,282.0 -1,441.1

-outflows (-) Interest

-327.3 -5.0 -19.2 -303.1 -328.2 -8.2 -33.7 -286.3

-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) -1,553.6 -1,553.6     -2,384.7 -2,384.7    

-outflows related to repos (-)

-1,553.6 -1,553.6     -2,384.7 -2,384.7    

-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 September 2019

  Latest data Latest-1 data
   

Maturity breakdown (residual maturity, where applicable)

 

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 -124.4 -123.7 15.5

-16.1

-149.3 -123.6 2.9 -28.6

(a) Collateral guarantees on debt falling due within 1 year

-124.4 -123.7 15.5 -16.1 -149.3 -123.6 2.9 -28.6

(b) Other contingent liabilities

               
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 September 2019

  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

1,779.5 2,315.5

- lent or repoed and included in Section I

-1,459.1 -2,266.0

- 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

3,238.6 4,581.5

(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) 

20,426.5 21,037.0

-currencies in SDR basket

20,426.2 21,036.8

-currencies not in SDR basket

0.2 0.3

-by individual currencies (optional)

   

-by individual currencies (optional)

   
                                  USD 3,799.4 3,675.7
                                  EUR 16,242.7 16,984.7
                                  Other 384.4 376.6