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Form for Presenting Data
in the Template on International Reserves/ Foreign Currency Liquidity
(Information to be disclosed by the monetary authorities and other central government
excluding social security) (In USD Million) I. Official reserve assets and
other foreign currency assets (approximate market value) as on January 31, 2007
II. Predetermined Short-term net drains on foreign currency assets
(nominal value)
III. Contingent short- term net drains on foreign currency assets
(nominal value)
IV. Memo items
1. Official
reserve assets and other foreign currency assets (approximate market value)
as on January 31, 2007
| A. Official
Reserve Assets (1+2+3+4+5) |
180162 |
| (I) Foreign
Currency Reserves (a+b) |
173082 |
| (a)Securities |
43413 |
| of which:
issuer headquartered in reporting country but located abroad |
0 |
| (b) total currency
and deposits with: (i+ii+iii) |
129669 |
| (i) other national
central banks, BIS and IMF |
81839 |
| (ii) banks headquartered
in the reporting country |
0 |
| of which:
located abroad |
0 |
| (iii) banks headquartered
outside the reporting country |
47830 |
| of which:
located in the reporting country |
0 |
| (2) IMF
reserve position |
541 |
| (3) SDRs |
10 |
| (4) gold (including
gold deposits and, if appropriate, gold swapped) |
6529 |
| -volume in fine
troy ounces |
11.5
mn. |
| (5) other
reserve assets |
0 |
| -financial derivatives |
|
| -loans to non-banking
nonresidents |
|
| -other |
|
| B. other foreign
currency assets (specify) |
0 |
| -securities not
included in official reserve assets |
|
| -deposits not included
in official reserve assets |
|
| -loans not included
in official reserve assets |
|
| -gold not included
in official reserve assets |
|
| -financial derivatives
not included in official reserve assets |
|
| -other |
|
II. Predetermined Short-term
net drains on foreign currency assets (nominal value)
| |
Total |
Maturity breakdown(residual) |
| 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 |
|
|
|
|
| -outflows(-) |
Principal |
(-)1849 |
(-)165 |
(-)187 |
(-)1497 |
| Interest |
(-)867 |
(-)52 |
(-)124 |
(-)691 |
| -inflows(+) |
Principal |
0 |
|
|
|
| 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(-) |
0 |
- |
- |
- |
| (b) long positions(+) |
0 |
- |
- |
- |
| 3. Other(specify) |
0 |
|
|
|
| -outflows related
to repos(-) |
0 |
|
|
|
| -inflows related to
reverse repos(+) |
0 |
|
|
|
* Government loans only
III. Contingent short- term net drains on foreign currency assets (nominal value)
| |
Total |
Maturity
breakdown
(residual maturity,
where applicable) |
| Up
to 1 month |
More
than
1 month and
up to 3 months |
More
than
3 months and
up to 1 year |
| 1. Contingency liabilities
in foreign currency |
|
|
|
|
1.
Collateral guarantees on debt falling due within 1 year
(Principal +Interest)** |
423 |
10 |
14 |
399 |
| (b) Other contingent
liabilities |
0 |
|
|
|
| 2. Foreign currency
securities issued with embedded options(public bonds) |
0 |
|
|
|
| 3. Undrawn,unconditional
credit lines provided by: |
|
|
|
|
| (a) other national
monetary authorities, BIS, IMF and other international organizations |
|
|
|
|
| -other national monetary
authorities(+) |
|
|
|
|
| -BIS(+) |
0 |
|
|
|
| -IMF(+) |
0 |
|
|
|
| (b) with banks and
other financial institutions headquartered in the reporting country(+) |
0 |
|
|
|
| (c) with banks
and other financial institutions headquartered outside the reporting country(+) |
0 |
|
|
|
| Undrawn, unconditional
credit lines provided to: |
|
|
|
|
| (a) other national
monetary authorities, BIS, IMF, and other international organizations |
|
|
|
|
| -other national monetary
authorities(-) |
0 |
|
|
|
| -BIS(-) |
0 |
|
|
|
| -IMF(-) |
0 |
|
|
|
| (b) banks and other
financial institutions headquartered in reporting country(-) |
0 |
|
|
|
| (c) banks and other
financial institutions headquartered outside the reporting country(-) |
0 |
|
|
|
| 4. Aggregate short
and long positions of options in foreign currency vis-à-vis the
domestic currency. |
0 |
|
|
|
| (a) short positions |
|
|
|
|
| (i) Bought puts |
|
|
|
|
| (ii) written puts |
|
|
|
|
| (b) Long positions |
|
|
|
|
| (i) Bought calls |
|
|
|
|
| (ii) Written puts |
|
|
|
|
** Non-Government
Loans only
| |
Total |
Maturity
breakdown
(residual maturity,
where applicable) |
| Up
to
1 month |
More
than 1 month and up
to 3 months |
More
than 3
months and
up to 1 year |
| PRO MEMORIA: In money
options |
0 |
|
|
|
| (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
0f 10%) |
|
|
|
|
| (a) Short position |
|
|
|
|
| (b) Long position |
|
|
|
|
| (5) –10%(appreciation
of 10%) |
|
|
|
|
| (a) short position |
|
|
|
|
| (b) Long position |
|
|
|
|
| (6) Other specify) |
|
|
|
|
IV. Memo items
1. To
be reported with standard periodicity and timeliness:
(a) short-term
domestic currency debt ,indexed to the exchange rate |
0 |
| (b) financial instruments
denominated in foreign currency and settled
by other means (e.g. , in domestic currency) |
0 |
| -non-deliverable forwards |
|
| -short positions |
|
| -long positions |
|
| -other instruments |
|
| (c) pledged assets |
0 |
| -included in reserve
assets |
|
| -included in other
foreign currency assets |
|
| (d) securities lent
and on repo |
0 |
| -lent or repoed and
included in section 1 |
|
| (e) financial derivative
assets(net, marked to market) |
0 |
| -foreign currency
forwards/swaps |
0 |
| -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. |
0 |
| -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) |
0 |
| (a) short positions |
|
| (i) bought puts |
|
| (ii) written calls |
|
| (b) long positions |
|
| (i) bought calls |
|
| Written puts |
|
| (2) To be disclosed
less frequently: |
|
| (a) currency composition
of reserves ((by groups of currencies) |
|
| -currencies in SDR
basket (as on 30 June 2006) |
92.82% |
| -currencies not in
SDR basket (as on 30 June 2006) |
7.18% |
| -by individual currencies
(Amount in millions) |
|
Footnotes
- 0 means zero
or insignificant.
- Gold is valued
at the end of every month at 90 per cent of the daily average price
quoted at London for the month.
- Accounting is
done on the basis of settlement date and not on the basis of transaction
date.
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