| |
06/30/10 |
07/31/10 |
| |
Total |
Maturity breakdown
(residual maturity, where applicable) |
Total |
Maturity breakdown
(residual maturity, where applicable) |
| |
|
Up to
1 month |
More than 1 and
up to 3 months |
More than 3 months
and up to 1 year |
|
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 |
-27,930 |
|
-5,455 |
-22,475 |
-27,878 |
-5,330 |
-78 |
-22,470 |
| (a) Collateral guarantees on debt falling due within 1 year |
-27,930 |
|
-5,455 |
-22,475 |
-27,878 |
-5,330 |
-78 |
-22,470 |
| (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 (+) |
|
|
|
|
|
|
|
|
| (b) banks and other financial institutions headquartered in the reporting country (+) |
|
|
|
|
|
|
|
|
| (c) 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 (-) |
|
|
|
|
|
|
|
|
| (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 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 |
|
|
|
|
|
|
|
|
