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CNB > Statistics > Balance of payments statistics > International reserves > International reserves - structure

International reserves - structure

31 JANUARY 2012

in millions USD

Preliminary data

A. Official reserve assets 40503,23
     (1) Foreign currency reserves (in convertible foreign currencies) 32707,24
          (a) Securities 31226,72
              of which: issuer headquartered in reporting country but located abroad 
          (b) total currency and deposits with: 1480,52
               (i) other national central banks, BIS and IMF 25,70
               (ii) banks headquartered in the reporting country 0,00
                    of which: located abroad 0,00
               (iii) banks headquartered outside the reporting country 1454,82
                    of which: located in the reporting country 0,00
     (2) IMF reserve position 482,26
     (3) SDRs 1348,31
     (4) gold (including gold deposits and, if appropriate, gold swapped) 694,52
          --volume in millions of fine troy ounces 0,40
     (5) other reserve assets (specify) 5270,90
          --financial derivatives 0,00
          --loans to nonbank nonresidents 
          --other (banknotes and collateral held in rev. repos) 5270,90
B. Other foreign currency assets (specify) 284,10
          --securities not included in official reserve assets 188,66
          --deposits not included in official reserve assets 128,91
              --loans not included in official reserve assets 8,76
          --financial derivatives not included in official reserve assets -48,06
          --gold not included in official reserve assets 5,83
          --other 


II. Predetermined short-term net drains on foreign currency assets (nominal value)
  Maturity breakdown (residual maturity)
 TotalUp to 1 monthMore than 1 month and up to 3 monthsMore than 3 months and up to 1 year
1. Foreign currency loans, securities, and deposits -142,20 -142,20 0,00 0,00
--outflows (-) Principal -142,20 -142,20 0,00 0,00
--outflows (-) Interest 0,00 0,00 0,00 0,00
--inflows (+) Principal    
--inflows (+) Interest    
2. Aggregate short and long positions in forwards and futures in foreign currencies vis-ŕ-vis the domestic currency    
     (a) Short positions ( - )    
     (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)
 TotalUp to 1 monthMore than 1 month and up to 3 monthsMore 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 (+)    
                   -- other international organizations (+)    
     (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 (-)    
                   -- other international organizations (-)    
     (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-ŕ-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 rates    
      (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 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) 
         -- derivatives (forwards, futures and options contracts) 
             -- 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 5144,69
         -- lent or repoed and included in Section I 
         -- lent or repoed but not included in Section I -122,87
         -- borrowed or acquired and included in Section I 
         -- borrowed or acquired but not included in Section I 5267,56
    (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 
          -- aggregate short and long positions in forwards and futures in foreign currencies vis-a-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-a-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) 40503,23
          -- currencies in SDR basket 35032,91
          -- currencies not in SDR basket 5470,32
          -- by individual currencies (optional) 


The time series is available in the ARAD system