Data Template on International Reserves and Foreign Currency Liquidity - Russia

Data Template on International Reserves and Foreign Currency Liquidity - Russia
Current Data: In Millions of US Dollars (end of period)

I. Official reserve assets and other foreign currency assets (approximate market value)

July, 2010

A. Official reserve assets 475,306.8

(1) Foreign currency reserves (in convertible foreign currencies) 415,373.5

(a) Securities 395,521.4

of which: issuer headquartered in reporting country but located abroad

(b) total currency and deposits (including gold deposits) with: 19,852.1

(i) other national central banks 4,232.8

(ii) banks headquartered in the reporting country 1,640.0

of which: located abroad 1,640.0

(iii) banks headquartered outside the reporting country 13,979.4

of which: located in the reporting country

(2) IMF reserve position 1,866.8

(3) SDRs 8,625.4

(4) gold (is valued at current quotations of the Bank of Russia) 27,263.7

— volume in millions of fine troy ounces 23.3

(5) other reserve assets (specify) 22,177.4

— financial derivatives

— loans to nonbank nonresidents

— other (assets in the form of reverse repo and other accounts receivable) 22,177.4

B. Other foreign currency assets (specify) 153.2

— securities not included in official reserve assets

— deposits not included in official reserve assets 153.2

— loans not included in official reserve assets

— financial derivatives 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 value)

		Total	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		995.3	2,034.0	3,147.1	-4,185.8
— outflows (–)	Principal	-4,055.7	-93.1	-758.9	-3,203.6
— outflows (–)	Interest	-2,529.2	-1.2	-872.1	-1,655.9
— inflows (+)	Principal	7,089.1	2,077.1	4,625.7	386.4
— inflows (+)	Interest	491.1	51.3	152.4	287.4
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)
(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)

	Total	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 (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 (+)
4. 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 ( - )
5. Aggregate short and long positions of options in foreign currencies vis-à-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 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

IV. 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)
— derivatives (forrwards, futures, or 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	17,939.6
— lent or repoed and included in Section I	-953.8
— 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 I¹	18,893.4
(e) financial derivative assets (net, marked to market)	0.0
— forwards
— futures
— swaps
— options	0.0
— 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-à-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-à-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 at least once a year:
(a) currency composition of reserves (by groups of currencies)	—
— currencies in SDR basket²	—
— currencies not in SDR basket	—
— by individual currencies (optional)

¹ Securities are presented at face value.

² Additionally Included are gold, SDRs and IMF reserve position.

Updated August 20, 2010.