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International Reserves/Foreign Currency Liquidity (as of October 31, 2017)

November 8, 2017

Ministry of Finance

Japan's reserve assets totaled $ 1,260,925 million as of October 31, 2017, down $ 5,385 million from the end of September.

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 assets1,260,925
 (1) Foreign currency reserves1,198,464
 (a) Securities1,076,041
  of which: issuer headquartered in Japan-
(b) Deposits with122,423
 (i) Foreign central banks and BIS121,765
(ii) Banks headquartered in Japan633
 of which: located abroad-
(iii) Banks headquartered outside Japan25
 of which: located in Japan25
(2) IMF reserve position11,760
(3) SDRs18,930
(4) Gold31,249
   (volume [in million fine troy ounces])(24.60)
(5) other reserve assets522
 (a) Financial derivatives-
(b) Loans to nonbank nonresidents-
(c) Other522
B. Other foreign currency assets59,486

(Notes) B. Other foreign currency assets include loans to The Japan Bank for International Cooperation (JBIC) in total of $ 59,297 million.

II. Predetermined short-term net drains on foreign currency assets
 TotalMaturity breakdown (residual maturity)
Up to 1 monthMore than 1 month and up to 3 monthsMore than 3 months and up to 1 year

1. Foreign currency loans and securities

----

2. Aggregate short and long positions in forwards and futures in foreign currencies vis-à vis Yen

22,0008,0006,0008,000
 

(a) Short positions(-)

----

(b) Long positions (+)

22,0008,0006,0008,000

3. Other

----
III. Contingent short-term net drains on foreign currency assets
 TotalMaturity breakdown (residual maturity, where applicable)
Up to 1 monthMore than 1 month and up to 3 monthsMore than 3 months and up to 1 year

1. Contingent liabilities in foreign currency

-4,388--1,000-3,388
 

(a) Collateral guarantees on debt falling due within 1 year

-4,388-
-1,000
-3,388

(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 in Japan

----

(c) banks and other financial institutions headquartered outside 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 in Japan

----

(c) banks and other financial institutions headquartered outside Japan

----

5. Aggregate short and long positions of options in foreign currencies 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 and settled by other means(e.g., in Yen)

-

(c) pledged assets

-

(d) securities lent and on repo

3,627
 

- lent or repoed and included in Section I

-148,136

- 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

151,763

(e) financial derivative assets(net, marked to market)

555
 

- forwards

-

- futures

-

- swaps

555

- options

-

- other

-

(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. ABF2 is included under item 1.A.(5)(c) See http://asianbondsonline.adb.orgOpen a New Window