Data Template on International Reserves and Foreign Currency Liquidity 
Banco Central de Reserva del Per
(information to be disclosed by the monetary authorities and other central government, excluding social security) 1/  

as of August 7, 2001
- in millions of dollars-


I. Official reserve assets and other foreign currency assets (approximate market value)
II. Predetermined short-term net drains on foreign currency assets (nominal value)
III. Contingent short-term net drains on foreign currency assets (nominal value)
IV. Memo items
Footnotes

 

I. Official reserve assets and other foreign currency assets (approximate market value)  

August 7
2001
A. Official reserve assets 2/ 8 980
(1) Foreign currency reserves (in convertible foreign currencies) 8 607
(a) Securities 3 317
of which: issuer headquartered in reporting country but located abroad
(b) total currency and deposits with: 5 290
(i) other national central banks, BIS and IMF 0
(ii) banks headquartered in the reporting country  
of which: located abroad  
(iii) banks headquartered outside the reporting 5 290
of which: located in the reporting country  
(2) IMF reserve position  
(3) SDRs

15

(4) gold (including gold deposits and, if appropriate, gold swapped)  298
—volume in fine troy ounces 1 114 846
(5) other reserve assets (specify) 60
—financial derivatives  
—loans to nonbank nonresidents  
—other  3/

60

B. Other foreign currency assets (specify)

384

—securities not included in official reserve assets  4/

15

—deposits not included in official reserve assets  
—loans not included in official reserve assets  
—financial derivatives not included in official reserve assets  
—gold not included in official reserve assets  
—other 5/

369


II. Predetermined short-term net drains on foreign currency assets (nominal value)
 
    Maturity breakdown (residual maturity)
  Total Up to 1 month More than 1 and up to 3 months More than 3 months and up to 1 year
1. Foreign currency loans, securities, and deposits 6/ 7/   -2 388 -161 -424 -1 803
—outflows (-) Principal -1 151 -68 -222 -861
  Interest -1 237 -93 -202 -942
—inflows (+) Principal        
  Interest        
         
2. Aggregate short and long positions in forwards and futures in foreign currencies vis--vis the domestic currency (including the forward leg of currency swaps)         
(a) Short positions ( - )        
(b) Long positions (+)        
3. Other (specify)        
—outflows related to repos (-)        
—inflows related to reverse repos (+)        
—trade credit (-)        
—trade credit (+)        
—other accounts payable (-)        
—other accounts receivable (+)        

 

III. Contingent short-term net drains on foreign currency assets (nominal value)
 
  Maturity breakdown (residual maturity, where applicable)
  Up to 1 month More than 1 and up to 3 months More than 3 months and up to 1 year
  Total
1. Contingent liabilities in foreign currency        
(a) Collateral guarantees on debt falling due within 1 year        
(b) Other contingent liabilities        
2. Foreign currency securities issued with embedded options (puttable bonds)         
3. Undrawn, unconditional credit lines  provided by:        
(a) other national monetary authorities, BIS, IMF, and other international organizations        
—other national monetary authorities (+)        
—BIS (+)        
—IMF (+)        
(b) with banks and other financial institutions headquartered in the reporting country (+)        
(c) with banks and other financial institutions headquartered outside the reporting country (+)        
Undrawn, unconditional credit lines provided to:        
(a) other national monetary authorities, BIS, IMF, and other international organizations        
—other national monetary authorities (-)        
—BIS (-)        
—IMF (-)        
(b) banks and other financial institutions headquartered in reporting country (- )        
(c) banks and other financial institutions headquartered outside the reporting country ( - )        
4. Aggregate short and long positions of options in foreign currencies vis--vis the domestic currency         
(a) Short positions        
(i) Bought puts        
(ii) Written calls        
(b) Long positions        
(i) Bought calls        
(ii) Written puts        
PRO MEMORIA: In-the-money options         
(1) At current exchange rates        
(a) Short position        
(b) Long position        
(2) + 5 % (depreciation of 5%)        
(a) Short position        
(b) Long position        
(3) - 5 % (appreciation of 5%)        
(a) Short position        
(b) Long position        
(4) +10 % (depreciation of 10%)        
(a) Short position        
(b) Long position        
(5) - 10 % (appreciation of 10%)        
(a) Short position        
(b) Long position        
(6) Other (specify)        
(a) Short position        
(b) Long position        

IV. Memo items
 
(1) To be reported with standard periodicity and timeliness:
(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 domestic currency) 
—nondeliverable forwards  
—short positions  
—long positions  
—other instruments  
(c) pledged assets   
—included in reserve assets  
—included in other foreign currency assets  
(d) securities lent and on repo  
—lent or repoed and included in Section I  
—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  
(e) financial derivative assets (net, marked to market)   
—forwards  
—futures  
—swaps  
—options  
—other  
(f) derivatives (forward, futures, or options contracts) that have a residual maturity greater than one year, which are subject to margin calls.
—aggregate short and long positions in forwards and futures in foreign currencies vis--vis the domestic currency (including the forward leg of currency swaps)
(a) short positions ( – )  
(b) long positions (+)  
—aggregate short and long positions of options in foreign currencies vis--vis the domestic currency
(a) short positions  
(i) bought puts  
(ii) written calls  
(b) long positions  
(i) bought calls  
(ii) written puts  
(2) To be disclosed less frequently:  
(a) currency composition of reserves (by groups of currencies) 8 980
—currencies in SDR basket 8 946
—currencies not in SDR basket 34
—by individual currencies (optional)  

 


Footnotes

1. The Data Template on International Reserves and Foreign Currency Liquidity is published weekly on the 7th, 15th, 22nd, and the last working day of the month since August 7, 2001, with a lag of five working days.

2. The figure in item I.A of the Data Template on International Reserves and Foreign Currency Liquidity does not include contributions to the Latin American Reserve Fund (FLAR), nor the Pesos Andinos Allotment from this institution. However, these concepts are included among foreign assets in the BCRP's balance sheet (item I.B). Additionally, the gold and international financial investment balance is registered at market value, while the BCRP's balance sheet registers them at book value. The latter follows conservative criteria, and therefore tends to be lower than the market value. For example, in the case of gold operations, book value is 85 percent of the average of the New York, Zurich and London stock exchanges' closing quotations. In the case of financial investments, the lowest between the acquisition and market values is chosen.

3. Includes the foreign currency cash balance and the ALADI Reciprocal Credit Agreement.

4. Includes repo operations with securities denominated in foreign currency. 

5. Includes interest receivable, contributions to the FLAR and the Pesos Andinos Allotment. 

6. Includes central government and public sector financial firms' foreign debt, Central Bank obligations to the IMF, and public sector domestic debt in foreign currency.

7. Balances in this section are updated at the end of each month.