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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 February 28, 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 February 28, 2007
| A. Official Reserve Assets
(1+2+3+4+5) |
194563 |
| (I) Foreign Currency Reserves (a+b) |
187211 |
| (a) Securities |
50707 |
| of which: issuer headquartered in reporting
country but located abroad |
0 |
| (b) total currency and deposits with: ( i+ii+iii) |
136504 |
| (i) other national central banks, BIS and IMF |
88006 |
| (ii) banks headquartered in the reporting country |
0 |
| of which: located abroad |
0 |
| (iii) banks headquartered outside the reporting country |
48498 |
| of which: located in the reporting country |
0 |
| (2) IMF reserve position |
467 |
| (3) SDRs |
2 |
| (4) gold(including gold deposits and, if appropriate,
gold swapped) |
6883 |
| -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 | (-)130 | (-)170 | (-)1549 |
| Interest |
(-)885 | (-)92 | (-)81 | (-)712 |
| -inflows(+) |
Principal |
0 | | | |
| Interest |
| 2. Aggregate
short and long
positions in forwards and futures in
foreign currencies
vis-à-vis the
domestic urrency(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 | | | |
| -trade credit(-) |
0 | | | |
| -trade credit(+) |
0 | | | |
| -other accounts payable(-) |
0 | | | |
| -other accounts receivable(+) |
0 | | | |
| -foreign currency funds
under exchange
guarantee(-) |
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 |
|
|
|
|
| (a) Collateral guarantees on debt falling
due within 1 year (Principal +Interest)** |
416 |
10 |
21 |
385 |
| (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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