As at Oct 2016 (Preliminary)
In US$ million unless otherwise stated.
I. Official reserve assets and other foreign currency assets*
|
A. Official reserve assets
|
251,363.50
|
|
(1) Foreign currency reserves (in convertible foreign currencies)
|
248,682.30
|
|
(a) securities
|
201,320.50
|
|
of which: issuer headquartered in reporting country but located abroad
|
0.0
|
|
(b) total currency and deposits with:
|
47,361.80
|
|
(i) other national central banks, BIS and IMF
|
2,431.80
|
|
(ii) banks headquartered in the reporting country
|
5,317.00
|
|
of which: located abroad
|
0.0
|
|
(iii) banks headquartered outside the reporting country
|
39,613.00
|
|
of which: located in the reporting country
|
37,484.30
|
|
(2) IMF reserve position
|
1,020.20
|
|
(3) SDRs
|
1,022.70
|
|
(4) Gold (including gold deposits and, if appropriate, gold swapped)
|
211.70
|
|
- volume in fine troy ounces
|
4,096,439
|
|
(5) Other reserve assets#
|
426.60
|
|
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)
|
36,205.90
|
29,080.40
|
7,125.50
|
0.00
|
|
(a) Short positions (-)
|
0.0
|
0.0
|
0.0
|
0.0
|
|
(b) Long positions (+)
|
36,205.90
|
29,080.40
|
7,125.50
|
0.00
|
|
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 than 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 (+)
|
|
|
|
|
|
4. 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 (-)
|
|
|
|
|
|
5. 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 rate
|
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 lend and on repo
|
3,680.40
|
|
- lent or repoed and included in Section I
|
0.0
|
|
- lent or repoed but not included in Section I
|
0.0
|
|
- borrowed or acquired andincluded in Section I
|
0.0
|
|
- borrowed or acquired but not included in Section I
|
3,680.40
|
|
(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.
|
N.A.
|
|
(2) To be disclosed annually:
|
N.A.
|
|
(a) currency composition of reserves (by groups of currencies)
|
N.A.
|
|
- currencies in SDR basket
|
N.A.
|
|
- currencies not in SDR basket
|
N.A.
|
|
- by individual currencies
|
|
N.A. - not applicable, i.e. there are no stock positions or transactions