Česká národní banka


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

International reserves - structure

31 OCTOBER 2016

in millions USD

Preliminary data

A. Official reserve assets 85850,49
     (1) Foreign currency reserves (in convertible foreign currencies) 74170,60
          (a) Securities 60816,30
              of which: issuer headquartered in reporting country but located abroad 
          (b) total currency and deposits with: 13354,30
               (i) other national central banks, BIS and IMF 13268,62
               (ii) banks headquartered in the reporting country 0,00
                    of which: located abroad 0,00
               (iii) banks headquartered outside the reporting country 85,69
                    of which: located in the reporting country 0,00
     (2) IMF reserve position 469,73
     (3) SDRs 628,09
     (4) gold (including gold deposits and, if appropriate, gold swapped) 400,02
          --volume in millions of fine troy ounces 0,31
     (5) other reserve assets (specify) 10182,04
          --financial derivatives 0,00
          --loans to nonbank nonresidents 
          --other (banknotes and collateral held in rev. repos) 10182,04
B. Other foreign currency assets (specify) 180,44
          --securities not included in official reserve assets 180,74
          --deposits not included in official reserve assets 253,75
              --loans not included in official reserve assets 7,78
          --financial derivatives not included in official reserve assets -266,44
          --gold not included in official reserve assets 4,62
          --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 -75,69 -75,69 0,00 0,00
-outflows (-) Principal -75,49 -75,49 0,00 0,00
-outflows (-) Interest -0,20 -0,20 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) -1314,45 -1314,45 0,00 0,00
-outflows related to repos (-) -1314,45 -1314,45 0,00 0,00
-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 (-) 0,00   
     (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 8864,72
         -- lent or repoed and included in Section I -1314,45
         -- 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 10179,16
    (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) 85850,49
          -- currencies in SDR basket 66115,78
          -- currencies not in SDR basket 19734,71
          -- by individual currencies (optional) 


The time series is available in the ARAD system