Special Data
Dissemination Standard

International Reserves and Liquidity in Foreign Currencies

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Memo items
US$ million
To be reported with standard periodicity and timeliness
Short-term domestic currency debt indexed to the exchange rate 1/
financial instruments denominated in foreign and settled by other means (e.g., in domestic currency)
- 112 825
derivatives (forwards, futures and options contracts) 2/
- 112 825
short positions
- 112 825
long positions
other instruments
pledged assets
included in reserve assets
included in other foreign currency assets
securities lent and on repo
lent or repoed and included in Section I
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
financial derivative assets (net, marked to market)
- 2 133
other instruments
derivatives (forward, futures, or options contracts) that have a residual maturity greater than one year
aggregate short and long positions in forward and futures in foreign currencies vis-à-vis the domestic currency (including the forward leg of currency swaps).
short positions (-)
long positions (+)
aggregate short and long positions of options in foreign currencies vis-à-vis the domestic currency
short positions
bought puts
written calls
long positions
bought calls
written puts
To be disclosed less frequently
currency composition of reserves (by groups of currencies)
    364 473
currencies in SDR basket
    327 209
currencies not in SDR basket
    37 264
by individual currencies (optional)
1/ Portfolio position. Reals denominated debt (R$488 million), converted into US dollars by using the US dollar selling rate of the position date (BRL/USD - 2.9936).
2/ Accordingly to BPM6 Manual and the Guide to Reserve Assets Template (IMF), short and long positions refer to those corresponding to future outflows and inflows of foreign currency, respectively. This classification is opposite to the one applied by open market operations publications, since the latter are based on domestic currency future flows.