(Archived Content)
The Treasury Department today released U.S. reserve assets data for the latest week. As indicated in this table, U.S. reserve assets totaled $68,589 million as of the end of that week, compared to $68,977 million as of the end of the prior week.
| I. Official reserve assets and other foreign currency assets (approximate market alue, in US millions) |
|---|
| October 5, 2007 | |
| A. Official reserve assets (in US millions unless otherwise specified) | Euro |
| (1) Foreign currency reserves (in conertible foreign currencies) | |
| (a) Securities | 13,781 |
| of which: issuer head-quartered in reporting country but located abroad | |
| (b) total currency and deposits with: | |
| (i) other national central banks, BIS and IMF | 13,764 |
| ii) banks head-quartered in the reporting country | |
| of which: located abroad | |
| (iii) banks head-quartered outside the reporting country | |
| of which: located in the reporting country | |
| (2) IMF reserve position | 4,454 |
| (3)SDRs | 9,281 |
| (4) gold (including gold deposits and, if appropriate, gold swapped) | 11,041 |
| –olume in millions of fine troy ounces | 261.499 |
| (5) other reserve assets (specify) | 0 |
| –financial deriaties | |
| –loans tononbanknonresidents | |
| –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 deriaties 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 alue) |
|---|
| 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 is-à-is the domestic currency (including the forward leg of currency swaps) | |||||
| (a) Short positions ( - ) | |||||
| (b) Long positions (+) | |||||
| 3. Other (specify) | |||||
| –outflows related torepos(-) | |||||
| –inflows related to reerserepos(+) | |||||
| –trade credit (-) | |||||
| –trade credit (+) | |||||
| –other accounts payable (-) | |||||
| –other accounts receiable (+) |
| III. Contingent short-term net drains on foreign currency assets (nominal alue) |
| 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 (puttablebonds) | ||||
| 3.Undrawn, unconditional credit lines proided 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 head-quartered in the reporting country (+) | ||||
| (c) with banks and other financial institutions head-quartered outside the reporting country (+) | ||||
| Undrawn, unconditional credit lines proided to: | ||||
| (a) other national monetary authorities, BIS, IMF, and other international organizations | ||||
| –other national monetary authorities (-) | ||||
| –BIS (-) | ||||
| –IMF (-) | ||||
| (b) banks and other financial institutions head-quartered in reporting country (- ) | ||||
| (c) banks and other financial institutions head-quartered outside the reporting country ( - ) | ||||
| 4. Aggregate short and long positions of options in foreign currencies is-à-is 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 options11 | ||||
| (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 |
| I. 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) | |
| –nondelierableforwards | |
| –short positions | |
| –long positions | |
| –other instruments | |
| (c) pledged assets | |
| –included in reserve assets | |
| –included in other foreign currency assets | |
| (d) securities lent and onrepo | |
| –lent orrepoedand included in Section I | |
| –lent orrepoedbut not included in Section I | |
| –borrowed or acquired and included in Section I | |
| –borrowed or acquired but not included in Section I | |
| (e) financial deriatie assets (net, marked to market) | |
| –forwards | |
| –futures | |
| –swaps | |
| –options | |
| –other | |
| (f) deriaties (forward, futures, or options contracts) that hae 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 is-à-is 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 is-à-is 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) | 68,589 |
| –currencies in SDR basket | 68,589 |
| –currencies not in SDR basket | |
| –by indiidual currencies (optional) | |
**Notes: **
1/ Includes holdings of the Treasury’s Exchange Stabilization Fund (ESF) and the Federal Reserve’s System Open Market Account (SOMA), alued at current market exchange rates. Foreign currency holdings listed as securities reflect marked-to-market alues, and deposits reflect carrying alues.
2/Theitems, “2.IMF Reserve Position” and “3.Special Drawing Rights (SDRs),” are based on data proided by the IMF and are alued in dollar terms at the official SDR/dollar exchange rate for the reporting date. The entries for the latest week reflect any necessary adjustments, including realuation, by the U.S. Treasury to IMF data for the prior month end.
3/ Gold stock is alued monthly at $42.2222 per fine troy ounce.