(Archived Content)
The Treasury Department today released U.S. reserve data for the week ending June 30, 2000.
As indicated in the following table, U.S. reserve assets totaled $67,959 million as of June 30, 2000, up from $67,819 million as of June 23, 2000.
(in US millions) | ||||||
I. Official U.S. Reserve Assets | June 23, 2000 | June 30, 2000 | ||||
TOTAL | 67,819 | 67,959 | ||||
1. Foreign Currency Reserves 1 | Euro | Yen | TOTAL | Euro | Yen | TOTAL |
a. Securities | 4,796 | 5,572 | 10,367 | 4,901 | 5,490 | 10,391 |
Of which, issuer headquartered in the U.S. |
|
| 0 |
|
| 0 |
b. Total deposits with: | ||||||
b.i. Other central banks and BIS | 8,208 | 12,447 | 20,656 | 8,379 | 12,266 | 20,644 |
b.ii. Banks headquartered in the U.S. |
|
| 0 |
|
| 0 |
b.ii. Of which, banks located abroad |
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| 0 |
|
| 0 |
b.iii. Banks headquartered outside the U.S. |
|
| 0 |
|
| 0 |
b.iii. Of which, banks located in the U.S. |
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| 0 |
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| 0 |
2. IMF Reserve Position 2 |
|
| 15,356 |
|
| 15,432 |
3. Special Drawing Rights (SDRs) 2 |
|
| 10,393 |
|
| 10,444 |
4. Gold Stock 3 |
|
| 11,048 |
|
| 11,048 |
5. Other Reserve Assets |
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| 0 |
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| 0 |
II. Predetermined Short-Term Drains on Foreign Currency Assets | ||||||
| June 23, 2000 | June 30, 2000 | ||||
1. Foreign currency loans and securities |
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| 0 |
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| 0 |
2. Aggregate short and long positions in forwards and futures in foreign currencies vis-à-vis the U.S. dollar: | ||||||
2.a. Short positions |
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| 0 |
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| 0 |
2.b. Long positions |
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| 0 |
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| 0 |
3. Other |
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| 0 |
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| 0 |
III. Contingent Short-Term Net Drains on Foreign Currency Assets | ||||||
| June 23, 2000 | June 30, 2000 | ||||
1. Contingent liabilities in foreign currency |
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| 0 |
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| 0 |
1.a. Collateral guarantees on debt due within 1 year |
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1.b. Other contingent liabilities |
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2. Foreign currency securities with embedded options |
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| 0 |
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| 0 |
3. Undrawn, unconditional credit lines |
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| 0 |
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| 0 |
3.a. With other central banks |
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3.b. With banks and other financial institutions |
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Headquartered in the U.S. |
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3.c. With banks and other financial institutions |
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Headquartered outside the U.S. |
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4. Aggregate short and long positions of options in foreign |
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Currencies vis-à-vis the U.S. dollar |
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| 0 |
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| 0 |
4.a. Short positions |
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4.a.1. Bought puts |
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4.a.2. Written calls |
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4.b. Long positions |
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4.b.1. Bought calls |
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4.b.2. Written puts |
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Notes:
1) Includes holdings of the Treasury's Exchange Stabilization Fund (ESF) and the Federal Reserve's System Open Market Account (SOMA), valued at current market exchange rates. Foreign currency holdings listed as securities reflect marked-to-market values, and deposits reflect carrying values.
2) SDR holdings and the reserve position in the IMF are based on IMF data and revalued in dollar terms at the official SDR/dollar exchange rate. Consistent with current reporting practices, IMF data for June 23, 2000 are final. Data for SDR holdings and the reserve position in the IMF shown as of June 30, 2000 (in italics) reflect preliminary adjustments by the Treasury to the June 23, 2000 IMF data.
3) Gold stock is valued monthly at $42.2222 per fine troy ounce. Values shown are as of May 31, 2000. The April 30, 2000 value was $11,048 million.