MAS: International Reserves Oct 2009

As at Oct 2009
In US$ million unless otherwise stated.

I. Official reserve assets and other foreign currency assets*

A. Official reserve assets	184,337.0
(1) Foreign currency reserves (in convertible foreign currencies)	184,372.1
(a) securities	156,218.7
of which: issuer headquartered in reporting country but located abroad	0.0
(b) total currency and deposits with:	28,153.4
(i) other national central banks, BIS and IMF	217.8
(ii) banks headquartered in the reporting country	2,443.4
of which: located abroad	0.0
(iii) banks headquartered outside the reporting country	25,492.2
of which: located in the reporting country	24,642.8
(2) IMF reserve position	268.6
(3) SDRs	1,558.3
(4) Gold (including gold deposits and, if appropriate, gold swapped)	211.7
- volume in fine troy ounces	4,096,439
(5) Other reserve assets#	-2,073.7
B. Other foreign currency assets	N.A.

* Book value of assets converted at market exchange rates prevailing at end of month.
# Includes investment in ABF (see AsianBondsOnline.adb.org)

II. Predetermined short-term net drains on foreign currency assets (nominal value)

	Total	Maturity breakdown (residual maturity)
	Total	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	N.A.
2. Aggregate short and long positions in forwards and futures in foreign currencies vis-a-vis the domestic currency (including the forward leg of currency swaps)	56,824.8	25,404.0	28,989.0	2,431.8
(a) Short positions (-)	0.0	0.0	0.0	0.0
(b) Long positions (+)	56,824.8	25,404.0	28,989.0	2,431.8
3. Other	N.A.

III. Contingent short-term net drains on foreign currency assets (nominal value)

	Total	Maturity breakdown (residual maturity, where applicable)
	Total	Up to 1 month	More 1 month and up to 3 months	More than 3 months and up to 1 year
1. Contingent liabilities in foreign currency	N.A.
2. Foreign currency securities issued with embedded options (puttable bonds)	N.A.
3. Undrawn, unconditional credit lines provided by:	N.A.
(a) other national monetary authorities, BIS, IMF, and other international organizations
(b) with banks and other financial institutions headquartered in the reporting country (+)
(c) with banks and other financial institutions headquartered outside the reporting country (+)
Undrawn, unconditional credit lines provided to:	N.A.
(a) other national monetary authorities, BIS, IMF, and other international organizations
(b) banks and other financial institutions headquartered in reporting country (-)
(c) banks and other financial institutions headquartered outside the reporting country (-)
4. Aggregate short and long positions of options in foreign currencies vis-a-vis the domestic currency	N.A.
PRO MEMORIA: In-the-money options
(1) At current exchange rates	N.A.
(2) + 5 % (depreciation of 5%)
(3) - 5 % (appreciation of 5%)
(4) +10 % (depreciation of 10%)
(5) - 10 % (appreciation of 10%)
(6) Other

IV. Memo items

(1) To be reported with standard periodicity and timeliness:
(a) short-term domestic currency debt indexed to the exchange rate	N.A.
(b) financial instruments denominated in foreign currency and settled by other means (e.g., in domestic currency)	N.A.
(c) pledged assets	N.A.
(d) securities lent and on repo	892.0
- lent or repoed and included in Section I	0.0
- lent or repoed but not included in Section I	0.0
- borrowed or acquired and included in Section I	0.0
- borrowed or acquired but not included in Section I	892.0
(e) financial derivative assets (net, marked to market)	N.A.
(f) derivatives (forward, futures, or options contracts) that have a residual maturity greater than one year, which are subject to margin calls.	N.A.
(2) To be disclosed annually:
(a) currency composition of reserves (by groups of currencies)
- currencies in SDR basket
- currencies not in SDR basket
- by individual currencies

N.A. - not applicable, i.e. there are no stock positions or transactions

Last modified on 31/12/2009