The Treasury Department today released U.S. reserve assets data for the latest week. As indicated in this table, U.S. reserve assets totaled $115,766 million as of the end of that week, compared to $115,749 million as of the end of the prior week.
I. Official reserve assets and other foreign currency assets (approximate market value, in US millions)
|
|
|
|||
|
February 17, 2017
|
|||
A. Official reserve assets (in US millions unless otherwise specified) 1
|
|
|
115,766
|
|
(1) Foreign currency reserves (in convertible foreign currencies)
|
Euro
|
Yen
|
Total
|
|
(a) Securities
|
14,603
|
6,212
|
20,815
|
|
of which: issuer headquartered in reporting country but located abroad
|
|
|
0
|
|
(b) total currency and deposits with:
|
|
|
|
|
(i) other national central banks, BIS and IMF
|
8,563
|
10,371
|
18,934
|
|
ii) banks headquartered in the reporting country
|
|
|
0
|
|
of which: located abroad
|
|
|
0
|
|
(iii) banks headquartered outside the reporting country
|
|
|
0
|
|
of which: located in the reporting country
|
|
|
0
|
|
|
|
|||
(2) IMF reserve position 2
|
16,390
|
|||
|
|
|||
(3) SDRs 2
|
48,586
|
|||
|
|
|||
(4) gold (including gold deposits and, if appropriate, gold swapped) 3
|
11,041
|
|||
--volume in millions of fine troy ounces
|
261.499
|
|||
|
|
|||
(5) other reserve assets (specify)
|
0
|
|||
--financial derivatives
|
|
|||
--loans to nonbank nonresidents
|
|
|||
--other (foreign currency assets invested through reverse repurchase agreements)
|
0
|
|||
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)
|
|||
|
Total
|
Up to 1 month
|
More than 1 and up to 3 months
|
More than 3 months and up to 1 year
|
|
1. Foreign currency loans, securities, and deposits
|
|
|
|
|
|
--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)
|
|
|
|
|
|
(a) Short positions ( - ) 4
|
-143
|
-143
|
0
|
|
|
(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, where applicable)
|
||
|
Total
|
Up to 1 month
|
More than 1 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)
|
|
|
|
|
3. Undrawn, unconditional credit lines provided by:
|
|
|
|
|
(a) other national monetary authorities, BIS, IMF, and other international organizations
|
|
|
|
|
--other national monetary authorities (+)
|
|
|
|
|
--BIS (+)
|
|
|
|
|
--IMF (+)
|
|
|
|
|
(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:
|
|
|
|
|
(a) other national monetary authorities, BIS, IMF, and other international organizations
|
|
|
|
|
--other national monetary authorities (-)
|
|
|
|
|
--BIS (-)
|
|
|
|
|
--IMF (-)
|
|
|
|
|
(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-à-vis the domestic currency
|
|
|
|
|
(a) Short positions
|
|
|
|
|
(i) Bought puts
|
|
|
|
|
(ii) Written calls
|
|
|
|
|
(b) Long positions
|
|
|
|
|
(i) Bought calls
|
|
|
|
|
(ii) Written puts
|
|
|
|
|
PRO MEMORIA: In-the-money options 11
|
|
|
|
|
(1) At current exchange rate
|
|
|
|
|
(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:
|
|
(a) short-term domestic currency debt indexed to the exchange rate
|
|
(b) financial instruments denominated in foreign currency and settled by other means (e.g., in domestic currency)
|
|
--nondeliverable forwards
|
|
--short positions
|
|
--long positions
|
|
--other instruments
|
|
(c) pledged assets
|
|
--included in reserve assets
|
|
--included in other foreign currency assets
|
|
(d) securities lent and on repo
|
0
|
--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
|
0
|
(e) financial derivative assets (net, marked to market)
|
|
--forwards
|
|
--futures
|
|
--swaps
|
|
--options
|
|
--other
|
|
(f) derivatives (forward, futures, or options contracts) that have a residual maturity greater than one year, which are subject to margin calls.
|
|
--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 less frequently:
|
|
(a) currency composition of reserves (by groups of currencies)
|
39,749
|
--currencies in SDR basket
|
39,749
|
2--currencies not in SDR basket
|
|
--by individual currencies (optional)
|
|
|
|