Chapter

Appendix 2. Sample Form for Presenting Data in the Template on International Reserves and Foreign Currency Liquidity

Author(s):
International Monetary Fund. Statistics Dept.
Published Date:
October 2013
Share
  • ShareShare
Show Summary Details
Information to be Disclosed by the Monetary Authorities and Other Central Government, Excluding Social Security 1, 2, 3
I. Official reserve assets and other foreign currency assets (approximate market value)4
A. Official reserve assets
(1) Foreign currency reserves (in convertible foreign currencies)
(a) Securities
of which: issuer headquartered in reporting country but located abroad
(b) Total currency and deposits with:
(i) other national central banks, BIS, and IMF
(ii) banks headquartered in the reporting country of which: located abroad
(iii) banks headquartered outside the reporting country of which: located in the reporting country
(2) IMF reserve position
(3) SDRs
(4) Gold (including gold deposits and, if appropriate, gold swapped)5
—volume in fine troy ounces
(5) Other reserve assets (specify)
—financial derivatives
—loans to nonbank nonresidents
—other
B. Other foreign currency assets (specify)
—securities not included in official reserve assets
—deposits not included in official reserve assets
—loans not included in official reserve assets
—financial derivatives not included in official reserve assets
—gold not included in official reserve assets
—other
II. Predetermined short-term net drains on foreign currency assets (nominal value)
Maturity breakdown (residual maturity)
TotalUp to 1 monthMore than 1 month and up to 3 monthsMore than 3 months and up to 1 year
1. Foreign currency loans, securities, and deposits6
—outflows (−)Principal
Interest
—inflows (+)Principal
Interest
2. Aggregate short and long positions in forwards and futures in foreign currencies vis-à-vis the domestic currency (including the forward leg of currency swaps)7
(a) Short positions (−)
(b) Long positions (+)
3. Other (specify)
—outflows related to repos (–)
—inflows related to reverse repos (+)
—trade credit (–)
—trade credit (+)
—other accounts payable (–)
—other accounts receivable (+)
III. Contingent short-term net drains on foreign currency assets (nominal value)
Maturity breakdown (residual maturity)
TotalUp to 1 monthMore than

1 month

and up to 3

months
More than

3 months

and up to 1

year
1. Contingent liabilities in foreign currency
(a) Collateral guarantees on debt falling due within 1 year
(b) Other contingent liabilities
2. Foreign currency securities issued with embedded options (puttable bonds)8
3. Undrawn, unconditional credit lines9 provided by:
(a) other national monetary authorities, BIS, IMF, and other international organizations
—other national monetary authorities (+)
—BIS (+)
—IMF (+)
—other international organizations (+)
(b) banks and other financial institutions headquartered in the reporting country (+)
(c) banks and other financial institutions headquartered outside the reporting country (+)
4. Undrawn, unconditional credit lines provided to:
(a) other national monetary authorities, BIS, IMF, and other international organizations
—other national monetary authorities (–)
—BIS (–)
—IMF (–)
—other international organizations (–)
(b) banks and other financial institutions headquartered in the 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-à-vis the domestic currency10
(a) Short positions
(i) Bought puts
(ii) Written calls
(b) Long positions
(i) Bought calls
(ii) Written puts
PRO MEMORIA: In-the-money options11
(1) At current exchange rates
(a) Short position
(b) Long position
(2) +5% (depreciation of 5%)
(a) Short position
(b) Long position
(3) −5% (appreciation of 5%)
(a) Short position
(b) Long position
(4) +10% (depreciation of 10%)
(a) Short position
(b) Long position
(5) –10% (appreciation of 10%)
(a) Short position
(b) Long position
(6) Other (specify)
(a) Short position
(b) Long position
IV. Memo items
(1) To be reported with standard periodicity and timeliness:12
(a) short-term domestic currency debt indexed to the exchange rate
(b) financial instruments denominated in foreign currency and settled by other means (for example, in domestic currency)13
—derivatives (forwards, futures, or options contracts)
short positions
long positions
—other instruments
(c) pledged assets14
—included in reserve assets
—included in other foreign currency assets
(d) securities lent and on repo15
—lent or repoed and included in Section I
—lent or repoed but not included in Section I
—borrowed or acquired and included in Section I
—borrowed or acquired but not included in Section I
(e) financial derivative assets (net, marked to market)16
—forwards
—futures
—swaps
—options
—other
(f) derivatives (forward, futures, or options contracts) that have a residual maturity of greater than one year
—aggregate short and long positions in forwards and futures in foreign currencies vis-à-vis the domestic currency (including the forward leg of currency swaps)
(a) short positions (–)
(b) long positions (+)
—aggregate short and long positions of options in foreign currencies vis-à-vis the domestic currency
(a) short positions
(i) bought puts
(ii) written calls
(b) long positions
(i) bought calls
(ii) written puts
(2) To be disclosed at least once a year:
(a) currency composition of reserves (by groups of currencies)
—currencies in SDR basket
—currencies not in SDR basket
—by individual currencies (optional)
Footnotes

    Other Resources Citing This Publication