| Template | Remarks. | ||||
| Type of Transaction | Section 1 | Section II | Section III | Section IV | |
| Securities | *Deduct securities collateral from I.A(1)(a). Record market value of securities collateral in IV(1)(d) as securities on repos not included in Section 1 of the template. | ♦ | ▲ Record cash received as an increase in total deposits in I.A(1)(b). | Market value of securities may differ from cash exchanged due to margining | |
| (2) Reverse repos—securities received from counterparty for cash provided to coumerpany. (See also (4) below.) | **DO NOT add securities collrateral in I.A (1)(a). Record cash provided as a decrease in total deposits in I.A(1) (b). Record a. repo asset in 1 A(5), if such claim is, liquid and available upon demand to the monetary authorities. | ♦♦ | ▲▲ Record market value of securities collateral in IV(1)(d) as securities acquired not included in Section 1 of die template. | ||
| (3) Alternative treatment to (1) above; Repurchase agreements (repos)—securities provided to counterparty for cash received from counterparty. | ***Leave securities collateral in I.A(I)(a). Record cash received as an increase in total deposits in I.A (1) (b). | ♦♦♦ Enter loan repayable related to repos as predetermined cash outflows in 11.3 of die template. | ▲▲▲ Record market value of securities collateral in IV(l)(d) as securities on repos included in Section 1 of die template. | ||
| (4) Reverse repos—securities received from counterparty for cash provided to counterparty, where the repo asset is not liquid and nor available on demand to the monetary authorities. | ****DO NOT add securities collateral in I.A(1)(a). Record cash provided as a decrease in total deposits in I.A(1)(b). | ♦♦♦♦ Enter Loan receivable related to reverse repos as predetermined cash inflows in 11.3 of the template. | ▲▲▲▲ Record market value of securities collateral in IV(1)(d) as securities acquired not included in Section 1 of the template. | ||
| (5) Reverse repos followed by a repo | Record transactions in two steps: Step 1: as shown in ** or *** above; Step 2: as shown in * or *** above. |
Record transaction in two steps: Step 1: as shown in ♦♦♦♦ above, if appropriate; Step 2: as shown in ♦♦♦ above, if appropriate. | Record transaction in two steps: Step 1: as shown in ▲▲ or ▲▲▲▲ above; Step 2: as shown in ▲ or ▲▲▲ above. | ||
| (6) Reverse repo followed by a sale of securities received. | Record transaction in two steps: Step 1: as shown in ** or *** above; Step 2: deduct market value of securities from I.A(1)(a);add cash received from sale of securities to total deposits |
Record the repo leg. as Shown in ♦♦♦♦ above, if appropriate. | Record market value of securities received in IV(l)(d) as securities acquired not included in Section 1 of the template. | ||
| (7) Securities lent accompanied by cash received as collateral. | Record transaction as a repo, as shown in * or *** above, as appropriate. | Enter loan payable, as shown in ♦♦♦ above, if appropriate. | Record market value of securities, as shown in ▲ or ▲▲▲ above, as appropriate. | Market value of securities may differ from cash exchanged due to margining | |
| (8) Securities acquired accompanied by cash paid. | Record transaction as a reverse repo, as shown in ** or *** above, as appropriate. | Record loan receivable, as shown in ♦♦♦♦ above, if appropriate. | Record market value of securities, as shown in ▲▲ or ▲▲▲▲ above, as appropriate | ||
| (9) Securities lent, securities collateral received (no cash exchanged). | Do not deduct securities lent from I.A.(1)(a) of the template. Do not add securities collateral received in I.A (1)(a) of the template. | Record market value of securities in IV(1)(d) of the template as securities lent, included in Section 1 of the template. Record market value of securities collateral received not included in Section 1 of the template. | |||
| (10) Securities acquired with securities as collateral (no cash paid). | Do not add securities acquired in I.A.(1)(a) of the template. Do not deduct securities collateral provided from I.A.(1)(a) of the template. | Record market value of securities acquired in IV(1)(d) of the template as securities borrowed not included in Section 1 of the template; record market value of securities collateral as securities lent included in Section 1 of the template. | |||
| Gold | |||||
| (11) Gold deposits | Leave gold on-deposit with bullion bank on reserve assets. (DO NOT record securities collateral on reserve assets). | ||||
| (12) Gold swaps (treat as repos or reverse repos, as appropriate). | Record transaction as shown in * or *** above for repos, and ** or *** above for reverse repos, except that where securities are mentioned, gold in I.A.(4) is implied. | Record predetermined cashflows as shown above en ♦♦♦ and ♦♦♦♦, if appropriate. | Record market value of gold collateral in IV(1)(d) of the template, as shown in ▲, ▲▲, ▲▲▲ or ▲▲▲▲ above, as appropriate. | ||
| Financial Derivatives | |||||
| (13) Net, marked-to-market values of forwards, futures, swaps, options, and other instruments. | Monetary authorities’ net, marked to market values of highly liquid financial derivatives used in reserves management, vis-à-vis nonresidents and settled in foreign currencies. should be recorded in item I.A.(5); chose of the monetary authorities and the rest of the central govt vis-à-vis residents, in item I.B. | Net, marked to market values of all financial derivatives vis-‡-vis residents and nonresidents and settled in foreign currencies should be recorded in IV(1)(e) of the template by instrument. | |||
| (14) Nominal value of forwards, futures, and swap contracts maturing within one year’s time. | Record long and short positions separately in 11.2 of the template under three subperiods of the one-year time horizon. | ||||
| (15) Notional value of options contracts maturing within one year’s time. | Record long and short positions, and options bought and written, separately in 111.4 of the template, under three subperiods of the one-year time horizon. | ||||
| (16) Nondeliverable forwards, futures, and options contracts. | Record notional value of contracts settled in foreign currencies, long, and short positions, in 11.2 and identify them separately from the nominal values of other financial derivatives recorded in 11.2. | Record notional values of contracts settled in domestic currency, long and short positions, in IV(I)(b) of the template. | |||
| (17) Financial derivative contracts maturing beyond one year’s time and subject to margin calls. | Record nominal value of such forwards, swaps. and futures contracts in I.(I)(f) of the template, | ||||
| Template | Remarks. | ||||
| Type of Transaction | Section 1 | Section II | Section III | Section IV | |
| Securities | *Deduct securities collateral from I.A(1)(a). Record market value of securities collateral in IV(1)(d) as securities on repos not included in Section 1 of the template. | ♦ | ▲ Record cash received as an increase in total deposits in I.A(1)(b). | Market value of securities may differ from cash exchanged due to margining | |
| (2) Reverse repos—securities received from counterparty for cash provided to coumerpany. (See also (4) below.) | **DO NOT add securities collrateral in I.A (1)(a). Record cash provided as a decrease in total deposits in I.A(1) (b). Record a. repo asset in 1 A(5), if such claim is, liquid and available upon demand to the monetary authorities. | ♦♦ | ▲▲ Record market value of securities collateral in IV(1)(d) as securities acquired not included in Section 1 of die template. | ||
| (3) Alternative treatment to (1) above; Repurchase agreements (repos)—securities provided to counterparty for cash received from counterparty. | ***Leave securities collateral in I.A(I)(a). Record cash received as an increase in total deposits in I.A (1) (b). | ♦♦♦ Enter loan repayable related to repos as predetermined cash outflows in 11.3 of die template. | ▲▲▲ Record market value of securities collateral in IV(l)(d) as securities on repos included in Section 1 of die template. | ||
| (4) Reverse repos—securities received from counterparty for cash provided to counterparty, where the repo asset is not liquid and nor available on demand to the monetary authorities. | ****DO NOT add securities collateral in I.A(1)(a). Record cash provided as a decrease in total deposits in I.A(1)(b). | ♦♦♦♦ Enter Loan receivable related to reverse repos as predetermined cash inflows in 11.3 of the template. | ▲▲▲▲ Record market value of securities collateral in IV(1)(d) as securities acquired not included in Section 1 of the template. | ||
| (5) Reverse repos followed by a repo | Record transactions in two steps: Step 1: as shown in ** or *** above; Step 2: as shown in * or *** above. |
Record transaction in two steps: Step 1: as shown in ♦♦♦♦ above, if appropriate; Step 2: as shown in ♦♦♦ above, if appropriate. | Record transaction in two steps: Step 1: as shown in ▲▲ or ▲▲▲▲ above; Step 2: as shown in ▲ or ▲▲▲ above. | ||
| (6) Reverse repo followed by a sale of securities received. | Record transaction in two steps: Step 1: as shown in ** or *** above; Step 2: deduct market value of securities from I.A(1)(a);add cash received from sale of securities to total deposits |
Record the repo leg. as Shown in ♦♦♦♦ above, if appropriate. | Record market value of securities received in IV(l)(d) as securities acquired not included in Section 1 of the template. | ||
| (7) Securities lent accompanied by cash received as collateral. | Record transaction as a repo, as shown in * or *** above, as appropriate. | Enter loan payable, as shown in ♦♦♦ above, if appropriate. | Record market value of securities, as shown in ▲ or ▲▲▲ above, as appropriate. | Market value of securities may differ from cash exchanged due to margining | |
| (8) Securities acquired accompanied by cash paid. | Record transaction as a reverse repo, as shown in ** or *** above, as appropriate. | Record loan receivable, as shown in ♦♦♦♦ above, if appropriate. | Record market value of securities, as shown in ▲▲ or ▲▲▲▲ above, as appropriate | ||
| (9) Securities lent, securities collateral received (no cash exchanged). | Do not deduct securities lent from I.A.(1)(a) of the template. Do not add securities collateral received in I.A (1)(a) of the template. | Record market value of securities in IV(1)(d) of the template as securities lent, included in Section 1 of the template. Record market value of securities collateral received not included in Section 1 of the template. | |||
| (10) Securities acquired with securities as collateral (no cash paid). | Do not add securities acquired in I.A.(1)(a) of the template. Do not deduct securities collateral provided from I.A.(1)(a) of the template. | Record market value of securities acquired in IV(1)(d) of the template as securities borrowed not included in Section 1 of the template; record market value of securities collateral as securities lent included in Section 1 of the template. | |||
| Gold | |||||
| (11) Gold deposits | Leave gold on-deposit with bullion bank on reserve assets. (DO NOT record securities collateral on reserve assets). | ||||
| (12) Gold swaps (treat as repos or reverse repos, as appropriate). | Record transaction as shown in * or *** above for repos, and ** or *** above for reverse repos, except that where securities are mentioned, gold in I.A.(4) is implied. | Record predetermined cashflows as shown above en ♦♦♦ and ♦♦♦♦, if appropriate. | Record market value of gold collateral in IV(1)(d) of the template, as shown in ▲, ▲▲, ▲▲▲ or ▲▲▲▲ above, as appropriate. | ||
| Financial Derivatives | |||||
| (13) Net, marked-to-market values of forwards, futures, swaps, options, and other instruments. | Monetary authorities’ net, marked to market values of highly liquid financial derivatives used in reserves management, vis-à-vis nonresidents and settled in foreign currencies. should be recorded in item I.A.(5); chose of the monetary authorities and the rest of the central govt vis-à-vis residents, in item I.B. | Net, marked to market values of all financial derivatives vis-‡-vis residents and nonresidents and settled in foreign currencies should be recorded in IV(1)(e) of the template by instrument. | |||
| (14) Nominal value of forwards, futures, and swap contracts maturing within one year’s time. | Record long and short positions separately in 11.2 of the template under three subperiods of the one-year time horizon. | ||||
| (15) Notional value of options contracts maturing within one year’s time. | Record long and short positions, and options bought and written, separately in 111.4 of the template, under three subperiods of the one-year time horizon. | ||||
| (16) Nondeliverable forwards, futures, and options contracts. | Record notional value of contracts settled in foreign currencies, long, and short positions, in 11.2 and identify them separately from the nominal values of other financial derivatives recorded in 11.2. | Record notional values of contracts settled in domestic currency, long and short positions, in IV(I)(b) of the template. | |||
| (17) Financial derivative contracts maturing beyond one year’s time and subject to margin calls. | Record nominal value of such forwards, swaps. and futures contracts in I.(I)(f) of the template, | ||||