As at Sep 2007
In US$ million unless otherwise stated.
I. Official reserve assets and other foreign currency assets*
| A. Official reserve assets |
152,449.8
|
 (1) Foreign currency reserves (in convertible foreign currencies) |
155,427.2
|
| (a) securities |
142,004.2
|
| of which: issuer headquartered in reporting country but located abroad |
0.0
|
| (b) total currency and deposits with: |
13,423.0
|
| (i) other national central banks, BIS and IMF |
176.7
|
| (ii) banks headquartered in the reporting country |
998.5
|
| of which: located abroad |
0.0
|
| (iii) banks headquartered outside the reporting country |
12,247.8
|
| of which: located in the reporting country |
11,550.7
|
| (2) IMF reserve position |
90.8
|
| (3) SDRs |
341.0
|
| (4) Gold (including gold deposits and, if appropriate, gold swapped) |
211.7
|
| - volume in fine troy ounces |
4,096,439
|
| (5) Other reserve assets# |
-3,620.9
|
| 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)
|
|
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) |
51,126.7 |
22,039.9 |
22,526.1 |
6,560.7 |
| (a) Short positions (-) |
0.0 |
0.0 |
0.0 |
0.0 |
| (b) Long positions (+) |
51,126.7 |
22,039.9 |
22,526.1 |
6,560.7 |
| 3. Other |
N.A.
|
|
|
|
III. Contingent short-term net drains on foreign currency assets (nominal value)
| |
Total
|
Maturity breakdown (residual maturity, where applicable)
|
|
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 |
-477.9
|
| - lent or repoed and included in Section I |
-826.7
|
| - 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 |
348.8
|
| (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
|
|
|
