The Treasury Department today released U.S. reserve assets data for the latest week. As indicated in this table, U.S. reserve assets totaled $120,820 million as of the end of that week, compared to $121,639 million as of the end of the prior week.
I. Official reserve assets and other foreign currency assets (approximate market value, in US millions)
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June 26, 2015
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A. Official reserve assets (in US millions unless otherwise specified) 1
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120,820
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(1) Foreign currency reserves (in convertible foreign currencies)
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Euro
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Yen
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Total
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(a) Securities
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11,678
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10,102
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21,780
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of which: issuer headquartered in reporting country but located abroad
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0
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(b) total currency and deposits with:
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(i) other national central banks, BIS and IMF
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12,766
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4,977
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17,743
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ii) banks headquartered in the reporting country
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0
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of which: located abroad
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0
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(iii) banks headquartered outside the reporting country
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0
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of which: located in the reporting country
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0
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(2) IMF reserve position 2
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19,822
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(3) SDRs 2
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50,434
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(4) gold (including gold deposits and, if appropriate, gold swapped) 3
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11,041
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--volume in millions of fine troy ounces
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261.499
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(5) other reserve assets (specify)
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0
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--financial derivatives
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--loans to nonbank nonresidents
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--other (foreign currency assets invested through reverse repurchase agreements)
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0
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B. Other foreign currency assets (specify)
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--securities not included in official reserve assets
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--deposits not included in official reserve assets
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--loans not included in official reserve assets
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--financial derivatives not included in official reserve assets
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--gold not included in official reserve assets
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--other
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II. Predetermined short-term net drains on foreign currency assets (nominal value)
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Maturity breakdown (residual maturity)
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Total
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Up to 1 month
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More than 1 and up to 3 months
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More than 3 months and up to 1 year
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1. Foreign currency loans, securities, and deposits
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--outflows (-)
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Principal
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Interest
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--inflows (+)
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Principal
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Interest
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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)
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(a) Short positions ( - ) 4
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-635
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-635
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0
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(b) Long positions (+)
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3. Other (specify)
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--outflows related to repos (-)
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--inflows related to reverse repos (+)
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--trade credit (-)
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--trade credit (+)
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--other accounts payable (-)
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--other accounts receivable (+)
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III. Contingent short-term net drains on foreign currency assets (nominal value)
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Maturity breakdown (residual maturity, where applicable)
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Total
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Up to 1 month
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More than 1 and up to 3 months
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More than 3 months and up to 1 year
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1. Contingent liabilities in foreign currency
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(a) Collateral guarantees on debt falling due within 1 year
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(b) Other contingent liabilities
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2. Foreign currency securities issued with embedded options (puttable bonds)
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3. Undrawn, unconditional credit lines provided by:
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(a) other national monetary authorities, BIS, IMF, and other international organizations
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--other national monetary authorities (+)
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--BIS (+)
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--IMF (+)
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(b) with banks and other financial institutions headquartered in the reporting country (+)
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(c) with banks and other financial institutions headquartered outside the reporting country (+)
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Undrawn, unconditional credit lines provided to:
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(a) other national monetary authorities, BIS, IMF, and other international organizations
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--other national monetary authorities (-)
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--BIS (-)
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--IMF (-)
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(b) banks and other financial institutions headquartered in reporting country (- )
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(c) banks and other financial institutions headquartered outside the reporting country ( - )
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4. Aggregate short and long positions of options in foreign currencies vis-à-vis the domestic currency
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(a) Short positions
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(i) Bought puts
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(ii) Written calls
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(b) Long positions
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(i) Bought calls
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(ii) Written puts
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PRO MEMORIA: In-the-money options 11
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(1) At current exchange rate
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(a) Short position
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(b) Long position
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(2) + 5 % (depreciation of 5%)
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(a) Short position
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(b) Long position
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(3) - 5 % (appreciation of 5%)
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(a) Short position
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(b) Long position
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(4) +10 % (depreciation of 10%)
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(a) Short position
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(b) Long position
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(5) - 10 % (appreciation of 10%)
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(a) Short position
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(b) Long position
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(6) Other (specify)
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(a) Short position
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(b) Long position
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IV. Memo items
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(1) To be reported with standard periodicity and timeliness:
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(a) short-term domestic currency debt indexed to the exchange rate
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(b) financial instruments denominated in foreign currency and settled by other means (e.g., in domestic currency)
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--nondeliverable forwards
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--short positions
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--long positions
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--other instruments
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(c) pledged assets
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--included in reserve assets
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--included in other foreign currency assets
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(d) securities lent and on repo
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0
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--lent or repoed and included in Section I
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--lent or repoed but not included in Section I
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--borrowed or acquired and included in Section I
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--borrowed or acquired but not included in Section I
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0
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(e) financial derivative assets (net, marked to market)
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--forwards
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--futures
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--swaps
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--options
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--other
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(f) derivatives (forward, futures, or options contracts) that have a residual maturity greater than one year, which are subject to margin calls.
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--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)
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(a) short positions ( – )
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(b) long positions (+)
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--aggregate short and long positions of options in foreign currencies vis-à-vis the domestic currency
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(a) short positions
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(i) bought puts
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(ii) written calls
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(b) long positions
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(i) bought calls
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(ii) written puts
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(2) To be disclosed less frequently:
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(a) currency composition of reserves (by groups of currencies)
|
39,523
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--currencies in SDR basket
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39,523
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2--currencies not in SDR basket
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--by individual currencies (optional)
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