June 7, 2022
Ministry of Finance
Japan's reserve assets totaled $ 1,329,651 million as of May 31, 2022, up $ 7,458 million from the end of April.
Details on the level and composition of Japan's international reserves/ foreign currency liquidity are provided below.
(in US$ millions)
A. Official reserve assets | 1,329,651 | ||||
---|---|---|---|---|---|
(1) Foreign currency reserves | 1,204,539 | ||||
(a) Securities | 1,067,545 | ||||
of which: issuer headquartered in Japan | - | ||||
(b) Deposits with | 136,994 | ||||
(i) Foreign central banks and BIS | 136,366 | ||||
(ii) Banks headquartered in Japan | 603 | ||||
of which: located abroad | - | ||||
(iii) Banks headquartered outside Japan | 25 | ||||
of which: located in Japan | 25 | ||||
(2) IMF reserve position | 10,324 | ||||
(3) SDRs | 60,617 | ||||
(4) Gold | 50,011 | ||||
(volume [in million fine troy ounces]) | (27.20) | ||||
(5) other reserve assets | 4,160 | ||||
(a) Financial derivatives | - | ||||
(b) Loans to nonbank nonresidents | - | ||||
(c) Other | 4,160 | ||||
B. Other foreign currency assets | 46,478 |
(Notes) B. Other foreign currency assets include loans to The Japan Bank for International Cooperation (JBIC) in total of $ 46,407 million.
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 in foreign currencies vis-à vis Yen |
24,000 | 5,000 | 9,000 | 10,000 | |
(a) Short positions(-) |
- | - | - | - | |
(b) Long positions (+) |
24,000 | 5,000 | 9,000 | 10,000 | |
3. Other |
- | - | - | - |
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 |
-10,500 | -1,500 | -1,250 | -7,750 | ||
(a) Collateral guarantees on debt falling due within 1 year |
-10,500 | -1,500 | -1,250 | -7,750 | ||
(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 |
- | - | - | - |
(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 |
6,765 | |
- lent or repoed and included in Section I |
-196,732 | |
- 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 |
203,497 | |
(e) financial derivative assets(net, marked to market) |
1,598 | |
- forwards |
- | |
- futures |
- | |
- swaps |
1,598 | |
- 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.org
6. The classification of the notes issued by IMF managed trust accounts was changed from I.A.2 to I.A.5(c) on November 30, 2021.