Data template on international reserves/foreign currency liquidity
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I. Official reserves assets and other foreign currency assets (approximate market value) |
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In millions of EUR, end of September 2019 |
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| Latest data | Latest-1 data | |||||||
| A. Official reserve assets | 20,426.5 | 21,037.0 | ||||||
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(1) Foreign currency reserves (in convertible foreign currencies) |
16,565,1 | 15,820,9 | ||||||
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(a) Securities |
12,830.2 |
12,387.8 | ||||||
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of which: issuer headquartered in reporting country but located abroad |
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(b) total currency and deposits with: |
3,734.9 | 3,433.2 | ||||||
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(i) other national central banks, BIS and IMF |
3,542.9 | 3,247.0 | ||||||
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(ii) banks headquartered in the reporting country |
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of which: located abroad |
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(iii) banks headquartered outside the reporting country |
191,9 | 186.1 | ||||||
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of which: located in the reporting country |
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(2) IMF reserve position |
0.4 | 0.4 | ||||||
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(3) SDRs |
379.9 | 375.9 | ||||||
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(4) gold (including gold deposits and, if appropriate, gold swapped) |
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- volume in millions fine troy ounces |
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(5) other reserve assets (specify) |
3,481.2 | 4,839.8 | ||||||
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- financial derivatives |
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- loans to nonbank nonresidents |
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- other (reverse repo) |
3,481.2 | 4,839.8 | ||||||
| B. Other foreign currency assets (specify) | ||||||||
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- securities not included in official reserve assets |
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- deposits not included in official reserve assets |
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- loans not included in official reserve assets |
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- financial derivatives not included in official reserve assets |
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- gold not included in official reserve assets |
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- other (pledged assets) |
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II. Predetermined short-term net drains on foreign currency assets (nominal value) |
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In millions of EUR, end of September 2019 |
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| Latest data | Latest-1 data | |||||||
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Maturity breakdown (residual maturity) |
Maturity breakdown (residual maturity) |
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| 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 |
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-outflows (-) Principal |
-2,962.6 | -194.1 | -1,290.6 | -1,477.9 | -3,271.5 | -548.4 | -1,282.0 | -1,441.1 |
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-outflows (-) Interest |
-327.3 | -5.0 | -19.2 | -303.1 | -328.2 | -8.2 | -33.7 | -286.3 |
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-inflows (+) Principal |
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-inflows (+) Interest |
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| 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) | ||||||||
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(a) Short positions (-) |
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(b) Long positions (+) |
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| 3. Other (specify) | -1,553.6 | -1,553.6 | -2,384.7 | -2,384.7 | ||||
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-outflows related to repos (-) |
-1,553.6 | -1,553.6 | -2,384.7 | -2,384.7 | ||||
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-inflows related to reverse repos (+) |
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-trade credit (-) |
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-trade credit (+) |
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-other accounts payable (-) |
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-other accounts receivable (+) |
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III. Contingent short-term net drains on foreign currency assets (nominal value) |
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In millions of EUR, end of September 2019 |
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| Latest data | Latest-1 data | |||||||
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Maturity breakdown (residual maturity, where applicable) |
Maturity breakdown (residual maturity, where applicable) |
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| 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 |
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(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 |
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(b) Other contingent liabilities |
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| 2. Foreign currency securities issued with embedded options (puttable bonds) | ||||||||
| 3. Undrawn, unconditional credit lines provided by: | ||||||||
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(a) other national monetary authorities, BIS, IMF, and other international organizations |
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-other national monetary authorities (+) |
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-BIS (+) |
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-IMF (+) |
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-other international organisations (+) |
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(b) banks and other financial institutions headquartered in the reporting country (+) |
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(c) banks and other financial institutions headquartered outside the reporting country (+) |
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| 4. Undrawn, unconditional credit lines provided to: | ||||||||
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(a) other national monetary authorities, BIS, IMF, and other international organizations |
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-other national monetary authorities (-) |
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-BIS (-) |
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-IMF (-) |
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-other international organisations (-) |
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(b) banks and other financial institutions headquartered in reporting country (- ) |
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(c) banks and other financial institutions headquartered outside the reporting country ( - ) |
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| 5. Aggregate short and long positions of options in foreign currencies vis-à-vis the domestic currency | ||||||||
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(a) Short positions |
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(i) Bought puts |
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(ii) Written calls |
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(b) Long positions |
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(i) Bought calls |
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(ii) Written puts |
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IV. Memo items |
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In millions of EUR, end of September 2019 |
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| Latest data | Latest-1 data | |||||||
| 1. To be reported with standard periodicity and timeliness: | ||||||||
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(a) short-term domestic currency debt indexed to the exchange rate |
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(b) financial instruments denominated in foreign currency and settled by other means (e.g., in domestic currency) |
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-derivatives (forwards, futures or options contracts) |
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-short positions |
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-long positions |
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-other instruments |
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(c) pledged assets |
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-included in reserve assets |
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-included in other foreign currency assets |
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(d) securities lent and on repo |
1,779.5 | 2,315.5 | ||||||
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- lent or repoed and included in Section I |
-1,459.1 | -2,266.0 | ||||||
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- lent or repoed but not included in Section I |
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- borrowed or acquired and included in Section I |
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- borrowed or acquired but not included in Section I |
3,238.6 | 4,581.5 | ||||||
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(e) financial derivative assets (net, marked to market) |
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-forwards |
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-futures |
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-swaps |
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-options |
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-other |
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(f) derivatives (forward, futures, or options contracts) that have a residual maturity greater than one year |
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-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) |
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(a) short positions ( - ) |
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(b) long positions (+) |
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-aggregate short and long positions of options in foreign currencies vis-à-vis the domestic currency |
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(a) short positions |
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(i) bought puts |
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(ii) written calls |
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(b) long positions |
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(i) bought calls |
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(ii) written puts |
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| 2. To be disclosed less frequently: | ||||||||
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(a) currency composition of official reserve assets (by groups of currencies) |
20,426.5 | 21,037.0 | ||||||
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-currencies in SDR basket |
20,426.2 | 21,036.8 | ||||||
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-currencies not in SDR basket |
0.2 | 0.3 | ||||||
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-by individual currencies (optional) |
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-by individual currencies (optional) |
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| USD | 3,799.4 | 3,675.7 | ||||||
| EUR | 16,242.7 | 16,984.7 | ||||||
| Other | 384.4 | 376.6 | ||||||