SDDS
Special Data
Dissemination Standard


International Reserves and Liquidity in Foreign Currencies

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Memo items
US$ million
Outstanding:
09.30.2014
To be reported with standard periodicity and timeliness
 
Short-term domestic currency debt indexed to the exchange rate 1/
     156
financial instruments denominated in foreign and settled by other means (e.g., in domestic currency)
- 97 486
derivatives (forwards, futures and options contracts) 2/
- 97 486
short positions
- 97 486
long positions
     0
other instruments
 
pledged assets
 
included in reserve assets
 
included in other foreign currency assets
 
securities lent and on repo
38
lent or repoed and included in Section I
 
lent or repoed but not included in Section I
-1.898
borrowed or acquired and included in Section I
1.936
borrowed or acquired but not included in Section I
 
financial derivative assets (net, marked to market)
1.221
forwards
866
futures
 
swaps
     355
options
 
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)
    375 513
currencies in SDR basket
    338 911
currencies not in SDR basket
    36 603
by individual currencies (optional)
 
1/ Portfolio position. Reals denominated debt (R$383 million), converted into US dollars by using the US dollar selling rate of the position date (BRL/USD - 2.4510).
2/ Accordingly to BPM5/6 Manuals 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.