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International Reserves/Foreign Currency Liquidity (as of February 29, 2016)

March 7, 2016

Ministry of Finance

Japan's reserve assets totaled $ 1,254,149 million as of February 29, 2016, up $ 6,042 million from the end of January.

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 1,254,149
(1) Foreign currency reserves 1,193,683
(a) Securities 1,068,486
of which: issuer headquartered in Japan -
(b) Deposits with 125,197
(i) Foreign central banks and BIS 124,130
(ii) Banks headquartered in Japan 1,042
of which: located abroad -
(iii) Banks headquartered outside Japan 25
of which: located in Japan 25
(2) IMF reserve position 12,470
(3) SDRs 17,110
(4) Gold 30,381
(volume [in million fine troy ounces]) (24.60)
(5) other reserve assets 505
(a) Financial derivatives -
(b) Loans to nonbank nonresidents -
(c) Other 505
B. Other foreign currency assets 56,396

(Notes) B. Other foreign currency assets include loans to The Japan Bank for International Cooperation (JBIC) in total of $ 56,317 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

29,499 8,999 11,500 9,000

(a) Short positions(-)

-1 -1 - -

(b) Long positions (+)

29,500 9,000 11,500 9,000

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

-7,050 -1,150 -2,000 -3,900

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

-7,050 -1,150 -2,000 -3,900

(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

3,910

- lent or repoed and included in Section I

-141,603

- 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

145,513

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

-1,596

- forwards

-

- futures

-

- swaps

-1,596

- 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. ABF1 and ABF2 are included under item 1.A.(5) See http://asianbondsonline.adb.orgOpen a New Window