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International Reserves/Foreign Currency Liquidity (as of September 30, 2010)

InternationalReserves/Foreign Currency Liquidity
(as of September 30, 2010)

October 7, 2010
Ministry of Finance


Japan's reserve assets totaled $1,109,591 million as of  September 30, 2010, up $39,446 million from the end of August.

Details on the level and composition of Japan's international reserves/ foreign currency liquidity are provided below.

(in US$ millions)

I. Official reserve assets and other foreign currency assets

A. Official reserve assets

 

1,109,591

 

(1) Foreign currency reserves

1,051,474

 

(a) Securities

1,031,682

 

 

of which: issuer headquartered inJapan

-

(b) Deposits with

19,792

 

(i) Foreign central banks and BIS

6,799

(ii) Banks headquartered in Japan

9,561

 

of which: located abroad

-

(iii) Banksheadquartered outside Japan

3,432

 

of which: located in Japan

3,432

(2) IMF reserve position

4,686

(3) SDRs

20,831

 

(4) Gold

32,156

   

 

(volume [in million fine troyounces])

(24.60)

(5) other reserve assets

444

  (a)Financial derivatives -
(b)Loans to nonbank nonresidents -
(c)Other

444

B. Other foreign currency assets

 

23,303


(Notes)
B. Other foreign currency assets include loans to The Japan Bank for International Cooperation (JBIC) in total of $ 15,600 million and loans to the IMF in total of $ 7,681 million.


II. Predetermined short-term net drains on foreigncurrency assets
 

Total

Maturity breakdown (residual maturity)

Up to 1 month

More than
1 month and
up to 3 months

More than
3 months and
up to 1 year

1. Foreign currency loans and securities

-

-

-

-

2.  

Aggregate short and long positions in forwards and futures inforeign currencies vis-à vis Yen

-1

-1

-

-

 

(a) Short positions(-)

-1

-1

-

-

(b) Long positions (+)

-

-

-

-

3. Other

-

-

-

-


III. Contingent short-term net drains on foreigncurrency assets
 

Total

Maturity breakdown
(residual maturity, where applicable)

Up to 1 month

More than
1 month and
up to 3 months

More than
3 months and
up to 1 year

1.  

Contingent liabilities in foreign currency

-5,693

-

-

-5,693

  (a)  

Collateral guarantees on debt falling due within 1 year

-5,693

-

-

-5,693

 

(b) Other contingent liabilities

-

-

-

-

2.  

Foreign currency securities issued with embedded options

-

-

-

-

3.  

Undrawn, unconditional credit lines provided by:

-

-

-

-

  (a)  

other national monetary authorities, BIS, IMF, and other international organizations

-

-

-

-

  (b)  

banks and other financial institutions headquartered inJapan

-

-

-

-

  (c)  

banks and other financial institutions headquarteredoutside Japan

-

-

-

-

4.  

Undrawn, unconditional credit lines provided to:

-

-

-

-

  (a)  

other national monetary authorities, BIS, IMF, and other international organizations

-

-

-

-

  (b)  

banks and other financial institutions headquartered inJapan

-

-

-

-

  (c)  

banks and other financial institutions headquarteredoutside Japan

-

-

-

-

5.  

Aggregate short and long positions of options in foreigncurrencies vis-à vis Yen

-

-

-

-

 

(a) Short positions

-

-

-

-

 

(i) Bought puts

-

-

-

-

 

(ii) Written calls

-

-

-

-

 

(b) Long positions

-

-

-

-

 

(i) Bought calls

-

-

-

-

 

(ii) Written puts

-

-

-

-


IV. Memo items
(a) short-term domestic currency debt indexed to the exchange rate -
(b) financial instruments denominated in foreign currency andsettled by other means(e.g., in Yen)
-
(c) pledged assets -
(d) securities lent and on repo 2,457
  - lent or repoed and included in Section I -95,656
- 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 98,113
(e) financial derivative assets(net, marked to market)  -
(f)   derivatives(forward, futures, or options contracts)that have a residual maturity greater than one year.
-
Notes : 1. Coverage of this template is the monetary authorities and other central government, excluding social security.
2. Current market exchange rates are used for valuation of non-US dollar denominated assets/liabilities.
3. Securities and gold reflect marked to market values.
4. In Section III, the plus (+) sign is used for inflows and the minus (-) sign for outflows, in accordance with International Reserves and Foreign Currency Liquidity: Guidelines for a Data Template, IMF.
5. ABF1 and ABF2 are included under item 1.A.(5) See http://asianbondsonline.adb.org