| |
| |
April 2016 |
| A. Official reserve assets |
40,393.00 |
| (1) Foreign currency reserves (in convertible foreign currencies) |
7,087.00 |
| (a) Securities |
6,282.00 |
| of which: issuer headquartered in reporting country but located abroad |
0.00 |
| (b) total currency and deposits with: |
805.00 |
| (i) other national central banks, BIS and IMF |
333.00 |
| (ii) banks headquartered in the reporting country |
0.00 |
| of which: located abroad |
0.00 |
| (iii) banks headquartered outside the reporting country |
472.00 |
| of which: located in the reporting country |
|
| (2) IMF reserve position |
1,534.00 |
| (3) SDRs |
6,676.00 |
| (4) gold (including gold deposits and, if appropriate, gold swapped)5 |
25,096.00 |
| -volume in millions of fine troy ounces |
19.69 |
| (5) other reserve assets (specify) |
0.00 |
| -financial derivatives |
0.00 |
| -loans to nonbank nonresidents |
0.00 |
| -other |
0.00 |
| B. Other foreign currency assets (specify) |
592.00 |
| -securities not included in official reserve assets |
|
| -deposits not included in official reserve assets |
512.00 |
| -loans not included in official reserve assets |
|
| -financial derivatives not included in official reserve assets |
81.00 |
| -gold not included in official reserve assets |
|
| -other |
|
| | | | |
| |
|
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 |
0.00 |
0.00 |
0.00 |
0.00 |
| (a) Collateral guarantees on debt falling due within 1 year |
0.00 |
0.00 |
0.00 |
0.00 |
| (b) Other contingent liabilities |
0.00 |
0.00 |
0.00 |
0.00 |
| 2. Foreign currency securities issued with embedded options (puttable bonds) 8 |
|
|
|
|
| 3. Undrawn, unconditional credit lines9 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: |
0.00 |
0.00 |
0.00 |
0.00 |
| (a) other national monetary authorities, BIS, IMF, and other international organizations |
0.00 |
0.00 |
0.00 |
0.00 |
| -other national monetary authorities (-) |
0.00 |
0.00 |
0.00 |
0.00 |
| -BIS (-) |
0.00 |
0.00 |
0.00 |
0.00 |
| -IMF (-) |
0.00 |
0.00 |
0.00 |
0.00 |
| -other international organizations (-) |
0.00 |
0.00 |
0.00 |
0.00 |
| (b) banks and other financial institutions headquartered in reporting country (- ) |
0.00 |
0.00 |
0.00 |
0.00 |
| (c) banks and other financial institutions headquartered outside the reporting country ( - ) |
0.00 |
0.00 |
0.00 |
0.00 |
| 5. Aggregate short and long positions of options in foreign currencies vis-à-vis the domestic currency 10 |
|
|
|
|
| (a) Short positions |
|
|
|
|
| (i) Bought puts |
|
|
|
|
| (ii) Written calls |
|
|
|
|
| (b) Long positions |
|
|
|
|
| (i) Bought calls |
|
|
|
|
| (ii) Written puts |
|
|
|
|
| PRO MEMORIA: In-the-money options 11 |
|
|
|
|
| (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 |
|
|
|
|
| |
| (1) To be reported with standard periodicity and timeliness:12 |
|
| (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) 13 |
|
| -derivatives (forwards, futures, or options contracts) |
|
| -short positions |
|
| -long positions |
|
| -other instruments |
|
| (c) pledged assets14 |
|
| -included in reserve assets |
|
| -included in other foreign currency assets |
|
| (d) securities lent and on repo15 |
0.00 |
| -lent or repoed and included in Section I |
-471.00 |
| -lent or repoed but not included in Section I |
0.00 |
| -borrowed or acquired and included in Section I |
0.00 |
| -borrowed or acquired but not included in Section I |
471.00 |
| (e) financial derivative assets (net, marked to market) 16 |
81.00 |
| -forwards |
0.00 |
| -futures |
0.00 |
| -swaps |
81.00 |
| -options |
0.00 |
| -other |
0.00 |
| (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) |
40,393.00 |
| -currencies in SDR basket |
40,071.00 |
| -currencies not in SDR basket |
323.00 |
| -by individual currencies (optional) |
|
|
| Country Notes: |
| General |
| The data relate to the monetary authorities and, in principle, to central government agencies (excluding social security funds), if statistically-significant. The latter is not the case for the Netherlands. |
| In principle, the table only covers assets and liabilities denominated in foreign currency. Instruments denominated in foreign currency or indexed to an exchange rate against the euro, but settled in euro or by other means, are included as memorandum items. Figures on items other than the official reserves are not available for periods prior to 1999. See also the article entitled 'Statistics on international reserve assets' in the June 2000 issue of the Statistical Bulletin. |
| The amounts of assets and liabilities are generally based on the transaction date rather than the settlement date. |
| Section I: Official reserve assets and other foreign currency assets |
| The official reserve assets solely consist of liquid foreign-currency receivables of the Nederlandsche Bank from non-euro area residents. |
| Sections II and III: Predetermined and contingent short-term net drains on foreign currency assets |
| The items included in these sections relate to receipts and payments within one year after the reference date affecting the total of available international reserve assets. |
| Section IV: Memorandum items |
| These items provide further breakdowns of items from sections I-II and use different valuation principles for items in sections I-III. |
| Section I |
| I.A.(1) Total foreign currency reserves |
| This item includes the us dollar and Japanese yen investments of the Bank's foreign exchange reserves. |
| I.A.(1)(a) Securities |
| This item comprises, in principle, both equity and debt instruments. In practice, the Dutch official reserve assets are only invested in high-grade debt instruments. Debt instruments include (government) bonds, but also various money market instruments. |
| I.A.(1)(b)(i) Other national central banks, BIS and IMF |
| This item also includes the central-government-guaranteed funds transferred to the account of the IMF's Poverty Reduction and Growth Facility Trust under a loan agreement with the IMF. |
| I.A.(1)(b)(ii)/(iii) Banks headquartered in/outside the euro area |
| The official reserve assets of the Eurosystem solely comprise receivables from non-euro area residents. |
| I.A.(4) Gold (including gold deposits and gold swaps) |
| Gold placed on deposit and gold swaps are counted as part of the gold stock. This item is valued at the market price in euro?s as at the end of the quarter and converted into US dollars using the USD/EUR exchange rate as at the end of the month. |
| I.B. Total other foreign currency assets |
| This component mainly concerns non-euro-denominated receivables from euro area residents. The item Deposits comprises both current accounts and deposit accounts. |
| Section II |
| II.1. Loans, securities and deposits |
| This concerns the balance of receipts and payments, including any interest receipts and payments, if made in the period concerned. Foreign-currency accounts, if any, held by non-euro area residents with the Nederlandsche Bank are included in this item. |
| II.2. Total positions in forwards and futures in foreign currency vis-?-vis the euro |
| This items concerns the aggregated short and long positions, including the forward leg of foreign currency swaps. Forward contracts or futures positions, if any, involving margin requirements and having a remaining maturity in excess of one year are included in section IV. Foreign currency options, if any, are included in section III. |
| II.3. Other accounts payable and receivable |
| These items may relate to goods and services purchased on credit, interest payments after a certain period, repayments of loans, and future wage and salary payments. |
| Section III |
| III.1.(a) Collateral guarantees on debt falling due within 1 year |
| Any amount shown for his item concerns possible future payments ensuing from the collateral guarantee and does not concern the value of the collateral. This item includes any foreign-currency credit guarantees issued by the authorities or government-affiliated institutions to cover commercial risks in euro. |
| III.1.(b) Other contingent liabilities |
| This item includes any foreign-currency loan agreements concluded by national authorities with foreign organisations and institutions. |
| III.3. Undrawn, unconditional credit lines provided by/to |
| This item solely comprises undrawn foreign-currency credit lines. Any foreign-currency credit lines under which drawings have already been made are included in section I for the increase/decrease in reserve assets and in section II for the ensuing predetermined repayments. |
| Undrawn, unconditional credit lines provided to the IMF |
| This item does not include any credit under the ESAF (Enhanced Structural Adjustment Facility) or its successor, the PRGF (Poverty Reduction and Growth Facility). This also holds for gab/nab facilities involving the extension of euro loans to the IMF on an individual basis. These are regarded as part of the total reserve assets of the IMF member country. |
| Section IV |
| IV.(1)(d) Securities lent and on repo |
| This concerns both actual loans of securities and (reverse) repurchase agreements (repos). All existing repos are shown, including those falling due more than one year after the reference date. The data reflect the market (bid) value of the collateral (securities), including any interest accrued. Gold swaps are treated as repos. |
| IV.(1)(e) Financial derivatives |
| This item concerns derivatives positions towards residents and non-residents, whether or not included in sections I-III. |
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