A. Official Reserve Assets (1+2+3+4+5)
|
143574
|
(I) Foreign Currency Reserves (a+b)
|
137287
|
(a) Securities
|
31404
|
of which: issuer headquartered in
reporting country but located abroad
|
0
|
(b) total currency and deposits with: (i+ii+iii)
|
105883
|
(i) other national central banks, BIS and
IMF
|
63809
|
(ii) banks headquartered in the reporting
country
|
0
|
of which: located abroad
|
0
|
(iii) banks headquartered outside the reporting
country
|
42074
|
of which: located in the reporting
country
|
0
|
(2) IMF reserve position
|
1419
|
(3) SDRs
|
4
|
(4) gold(including gold deposits and, if
appropriate, gold swapped)
|
4864
|
-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
|
|
|
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 |
(-)1615 |
(-)102 |
(-)399 |
(-)1114 |
Interest |
(-)628 |
(-)39 |
(-)134 |
(-)455 |
-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 |
|
|
|
-trade credit(-) |
0 |
|
|
|
-trade credit(+) |
0 |
|
|
|
-other accounts payable(-) |
0 |
|
|
|
-other accounts receivable(+) |
0 |
|
|
|
-foreign currency funds
under exchange guarantee(-)
|
0 |
|
|
|
|
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)** |
339 |
12 |
140 |
187 |
(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 |
|
|
|
|
|
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) |
|
|
|
|
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
2005)
|
95.83%
|
-currencies not in SDR basket (as on 30 June
2005)
|
4.17%
|
-by individual currencies (Amount in millions)
|
|