U.S. Department of the Treasury

A. Official reserve assets (in US millions unless otherwise specified) ¹

(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 ²

(3) SDRs²

(4) gold (including gold deposits and, if appropriate, gold swapped) ³

--volume in millions of fine troy ounces

(5) other reserve assets (specify)

--financial derivatives

--loans to nonbank nonresidents

--other (foreign currency assets invested through reverse repurchase agreements)

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

1. Foreign currency loans, securities, and deposits

--outflows (-) Principal

--outflows (-) Interest

--inflows (+) Principal

--inflows (+) 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

(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 (+)

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

(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

(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

--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)

--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)

--currencies in SDR basket

2--currencies not in SDR basket

--by individual currencies (optional)