as at sep 2018
in us$ million unless otherwise stated.
i. official reserve assets and other foreign currency assetsbook value of assets converted at market exchange rates prevailing at end of month.
a. official reserve assets
|
291,326.20
|
(1) foreign currency reserves (in convertible foreign currencies)
|
288,686.80
|
(a) securities
|
249,402.00
|
of which: issuer headquartered in reporting country but located abroad
|
0.0
|
(b) total currency and deposits with:
|
39,284.80
|
(i) other national central banks, bis and imf
|
1,022.90
|
(ii) banks headquartered in the reporting country
|
9,868.00
|
of which: located abroad
|
0.0
|
(iii) banks headquartered outside the reporting country
|
28,393.90
|
of which: located in the reporting country
|
25,844.60
|
(2) imf reserve position
|
926.40
|
(3) sdrs
|
1,047.90
|
(4) gold (including gold deposits and, if appropriate, gold swapped)
|
211.70
|
- volume in fine troy ounces
|
4,096,439
|
(5) other reserve assetsincludes investment in abf (see asianbondsonline.adb.org )
|
453.40
|
b. other foreign currency assets
|
n.a.
|
ii. predetermined short-term net drains on foreign currency assets (nominal value)
|
|
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) |
52,096.40
|
36, 376.30 |
15,720.10 |
0.00 |
(a) short positions (-) |
0.0
|
0.0 |
0.0 |
0.0 |
(b) long positions (+) |
52,096.40
|
36, 376.30 |
15, 720.10 |
0.00 |
3. other |
n.a. |
|
|
|
iii. contingent short-term net drains on foreign currency assets (nominal value)
|
|
maturity breakdown (residual maturity, where applicable)
|
|
total |
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
|
1,726.20
|
- 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
|
1,726.20
|
(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