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IV Memo items
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EEK thous.
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06/30/10 |
07/31/10 |
| (1) To be reported with standard periodicity and timeliness: |
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| (a) short-term domestic currency debt indexed to the exchange rate |
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(b) financial instruments denominated in foreign currency and settled by other means
(e.g., in domestic currency) |
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| —derivatives (forwards, futures and options contracts) |
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| —short positions |
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| —long positions |
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| —other instruments |
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| (c) pledged assets |
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| —included in reserve assets |
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| —included in other foreign currency assets |
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| (d) securities lent and on repo |
2,300,259 |
2,668,147 |
| —lent or repoed and included in Section I |
-768,426 |
-492,952 |
| —lent or repoed but not included in Section I |
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| —borrowed or acquired and included in Section I |
3,068,685 |
3,161,099 |
| —borrowed or acquired but not included in Section I |
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| (e) financial derivative assets (net, marked to market) |
4,130 |
38,906 |
| —forwards |
-1,824 |
30,386 |
| —futures |
3,376 |
5,362 |
| —swaps |
3,999 |
4,367 |
| —options |
-1,421 |
-1,208 |
| —other |
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(f) derivatives (forward, futures, or options contracts) that have a residual maturity greater than
one year |
-561,264 |
-378,422 |
—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) |
-15,903 |
-23,039 |
| (a) short positions ( – ) |
-22,485 |
-29,666 |
| (b) long positions (+) |
6,582 |
6,627 |
| —aggregate short and long positions of options in foreign currencies vis-á-vis the domestic currency |
-545,361 |
-355,384 |
| (a) short positions |
-1,773,776 |
-1,694,788 |
| (i) bought puts |
-1,034,994 |
-968,993 |
| (ii) written calls |
-738,782 |
-725,794 |
| (b) long positions |
1,228,415 |
1,339,404 |
| (i) bought calls |
179,331 |
241,434 |
| (ii) written puts |
1,049,084 |
1,097,970 |
| (2) |
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| (a) currency composition of reserves (by groups of currencies) |
45,130,189 |
39,002,686 |
| —currencies in SDR basket |
45,087,447 |
38,979,040 |
| —currencies not in SDR basket |
42,742 |
23,645 |
| —by individual currencies (optional) |
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