2020 |
I. Official reserve assets and other foreign currency assets (approximate market value) 4 | M12 |
| 2020M12 |
A. Official reserve assets | 256,134.37 |
(1) Foreign currency reserves (in convertible foreign currencies) | 245,322.74
|
(a) Securities | 213,376.46 |
of which: issuer headquartered in reporting country but located abroad | |
(b) total currency and deposits with: | 31,946.28 |
(i) other national central banks, BIS and IMF | 26,657.26 |
(ii) banks headquartered in the reporting country | |
of which: located abroad | |
(iii) banks headquartered outside the reporting country | 5,289.01 |
of which: located in the reporting country | |
(2) IMF reserve position | 1,286.66 |
(3) SDRs | 1,429.40 |
(4) gold (including gold deposits and, if appropriate, gold swapped) 5 | 9,384.74 |
volume in millions of fine troy ounces | 4.95 |
(5) other reserve assets (specify) | 710.82 |
financial derivatives | |
loans to nonbank nonresidents | |
other | 710.82 |
B. Other foreign currency assets (specify) | 106.24 |
securities not included in official reserve assets | 106.24 |
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 | |
| |
II. Predetermined short-term net drains on foreign currency assets (nominal value) |
| |
1. Foreign currency loans, securities, and deposits 6 | |
Total | -354.36 |
Up to 1 month | -48.52 |
More than 1 and up to 3 months | -21.12 |
More than 3 months and up to 1 year | -284.72 |
outflows (-) | |
Principal | |
Total | -340.53 |
Up to 1 month | -44.43 |
More than 1 and up to 3 months | -18.59 |
More than 3 months and up to 1 year | -277.51 |
Interest | |
Total | -13.83 |
Up to 1 month | -4.09 |
More than 1 and up to 3 months | -2.53 |
More than 3 months and up to 1 year | -7.21 |
inflows (+) | |
Principal | |
Total | 0.00 |
Up to 1 month | 0.00 |
More than 1 and up to 3 months | 0.00 |
More than 3 months and up to 1 year | 0.00 |
Interest | |
Total | 0.00 |
Up to 1 month | 0.00 |
More than 1 and up to 3 months | 0.00 |
More than 3 months and up to 1 year | 0.00 |
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) 7 | |
(a) Short positions ( - ) | |
Total | 3,928.00 |
Up to 1 month | 3,068.00 |
More than 1 and up to 3 months | 860.00 |
More than 3 months and up to 1 year | 0.00 |
(b) Long positions (+) | |
Total | 33,177.00 |
Up to 1 month | 9,252.00 |
More than 1 and up to 3 months | 11,725.00 |
More than 3 months and up to 1 year | 12,200.00 |
3. Other (specify) | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
outflows related to repos (-) | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
inflows related to reverse repos (+) | 993.20 |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
trade credit (-) | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
trade credit (+) | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
other accounts payable (-) | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
other accounts receivable (+) | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
| |
III. Contingent short-term net drains on foreign currency assets (nominal value) |
| |
1. Contingent liabilities in foreign currency | |
Total | -14,596.49 |
Up to 1 month | -1,420.19 |
More than 1 and up to 3 months | -3,334.76 |
More than 3 months and up to 1 year | -9,841.54 |
(a) Collateral guarantees on debt falling due within 1 year | |
Total | -14,596.49 |
Up to 1 month | -1,420.19 |
More than 1 and up to 3 months | -3,334.76 |
More than 3 months and up to 1 year | -9,841.54 |
(b) Other contingent liabilities | |
Total | 0.00 |
Up to 1 month | 0.00 |
More than 1 and up to 3 months | 0.00 |
More than 3 months and up to 1 year | 0.00 |
2. Foreign currency securities issued with embedded options (puttable bonds) 8 | |
Total | |
3. Undrawn, unconditional credit lines9 provided by: | |
Total | 37,090.79 |
Up to 1 month |
|
More than 1 and up to 3 months |
|
More than 3 months and up to 1 year |
|
(a) other national monetary authorities, BIS, IMF, and other international organizations | |
Total | 37,090.79 |
Up to 1 month |
|
More than 1 and up to 3 months |
|
More than 3 months and up to 1 year |
|
other national monetary authorities (+) | |
Total | 37,090.79 |
Up to 1 month |
|
More than 1 and up to 3 months |
|
More than 3 months and up to 1 year |
|
BIS (+) | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
IMF (+) | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
Other International Organizations (+) | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
(b) with banks and other financial institutions headquartered in the reporting country (+) | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
(c) with banks and other financial institutions headquartered outside the reporting country (+) | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
4. Undrawn, unconditional credit lines provided to: | |
Total | -24,722.04 |
Up to 1 month | 0.00 |
More than 1 and up to 3 months | 0.00 |
More than 3 months and up to 1 year | 0.00 |
(a) other national monetary authorities, BIS, IMF, and other international organizations | |
Total | -24,722.04 |
Up to 1 month | 0.00 |
More than 1 and up to 3 months | 0.00 |
More than 3 months and up to 1 year | 0.00 |
other national monetary authorities (-) | |
Total | -24,722.04 |
Up to 1 month | 0.00 |
More than 1 and up to 3 months | 0.00 |
More than 3 months and up to 1 year | 0.00 |
BIS (-) | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
IMF (-) | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
Other International Organizations (-) | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
(b) banks and other financial institutions headquartered in reporting country (- ) | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
(c) banks and other financial institutions headquartered outside the reporting country ( - ) | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
5. Aggregate short and long positions of options in foreign currencies vis-à-vis the domestic currency 10 | |
(a) Short positions | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
(i) Bought puts | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
(ii) Written calls | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
(b) Long positions | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
(i) Bought calls | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
(ii) Written puts | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
PRO MEMORIA: In-the-money options 11 | |
(1) At current exchange rate | |
(a) Short position | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
(b) Long position | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
(2) + 5 % (depreciation of 5%) | |
(a) Short position | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
(b) Long position | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
(3) - 5 % (appreciation of 5%) | |
(a) Short position | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
(b) Long position | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
(4) +10 % (depreciation of 10%) | |
(a) Short position | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
(b) Long position | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
(5) - 10 % (appreciation of 10%) | |
(a) Short position | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
(b) Long position | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
(6) Other (specify) | |
(a) Short position | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
(b) Long position | |
Total | |
Up to 1 month | |
More than 1 and up to 3 months | |
More than 3 months and up to 1 year | |
| |
IV. Memo items | |
| |
(1) To be reported with standard periodicity and timeliness: 12 | |
(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) 13 | |
nondeliverable forwards | |
short positions | |
long positions | |
other instruments | |
(c) pledged assets 14 | |
included in reserve assets | |
included in other foreign currency assets | |
(d) securities lent and on repo 15 | |
lent or repoed and included in Section I | 995.37 |
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 | 995.50 |
(e) financial derivative assets (net, marked to market) 16 | |
forwards | |
futures | |
swaps | |
options | |
other | |
(f) 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) | |
(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 reserves (by groups of currencies) | |
currencies in SDR basket | 237,357.56 |
Currency Composition of Reserves, Denominated in US Dollars | |
Currency Composition of Reserves, Denominated in Euros | |
Currency Composition of Reserves, Denominated in Chinese Yuan | |
Currency Composition of Reserves, Denominated in Japanese Yen | |
Currency Composition of Reserves, Denominated in UK Pound Sterling | |
currencies not in SDR basket | 20,776.81 |