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5/13/2020 U.S. International Reserve Position U.S. DEPARTMENT OF THE TREASURY Press Center U.S. International Reserve Position 7/21/2009 The Treasury Department today released U.S. reserve assets data for the latest week. As indicated in this table, U.S. reserve assets totaled $82,665 million as of the end of that week, compared to $82,576 million as of the end of the prior week. I. Official reserve assets and other foreign currency assets (approximate market value, in US millions) July 17, 2009 A. Official reserve assets (in US millions unless otherwise specified) 1 Euro Yen (1) Foreign currency reserves (in convertible foreign currencies) (a) Securities Total 82,665 9,925 13,793 of which: issuer headquartered in reporting country but located abroad 23,718 0 (b) total currency and deposits with: ( i) other national central banks, BIS and IMF 11,306 6,729 18,035 ii) banks headquartered in the reporting country 0 of which: located abroad 0 (iii) banks headquartered outside the reporting country 0 of which: located in the reporting country 0 (2) IMF reserve position 2 12,117 (3) SDRs2 9,441 (4) gold (including gold deposits and, if appropriate, gold swapped) 3 11,041 https://www.treasury.gov/press-center/press-releases/Pages/20097211682518544.aspx 1/7 5/13/2020 U.S. International Reserve Position --volume in millions of fine troy ounces 261.499 (5) other reserve assets (specify) 8,314 --financial derivatives --loans to nonbank nonresidents --other (foreign currency assets invested through reverse repurchase agreements) 8,314 B. Other foreign currency assets (specify) --securities not included in official reserve assets --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 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 --outflows (-) Principal Interest --inflows (+) Principal Interest 2. Aggregate short and long positions in forwards and https://www.treasury.gov/press-center/press-releases/Pages/20097211682518544.aspx 2/7 5/13/2020 U.S. International Reserve Position futures in foreign currencies vis-à-vis the domestic currency (including the forward leg of currency swaps) (a) Short positions ( - ) 4 -89,582 -79,061 -10,521 (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) Total Up to 1 month More than 1 and up to 3 months More than 3 months and up to 1 year 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 https://www.treasury.gov/press-center/press-releases/Pages/20097211682518544.aspx 3/7 5/13/2020 U.S. International Reserve Position --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-à-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 11 (1) At current exchange rate https://www.treasury.gov/press-center/press-releases/Pages/20097211682518544.aspx 4/7 5/13/2020 U.S. International Reserve Position (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) https://www.treasury.gov/press-center/press-releases/Pages/20097211682518544.aspx 5/7 5/13/2020 U.S. International Reserve Position -- 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 8,480 --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 8,480 (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-à-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-à-vis the domestic currency https://www.treasury.gov/press-center/press-releases/Pages/20097211682518544.aspx 6/7 5/13/2020 U.S. International Reserve Position (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) 82,665 --currencies in SDR basket 82,665 2--currencies not in SDR basket --by individual currencies (optional) Notes: 1/ Includes holdings of the Treasury's Exchange Stabilization Fund (ESF) and the Federal Reserve's System Open Market Account (SOMA), valued at current market exchange rates. Foreign currency holdings listed as securities reflect marked-to-market values, and deposits reflect carrying values. 2/ The items, "2. IMF Reserve Position" and "3. Special Drawing Rights ( SDRs)," are based on data provided by the IMF and are valued in dollar terms at the official SDR/dollar exchange rate for the reporting date. The entries for the latest week reflect any necessary adjustments, including revaluation, by the U.S. Treasury to IMF data for the prior month end. 3 / Gold stock is valued monthly at $42.2222 per fine troy ounce. 4/ The short positions reflect foreign exchange acquired under reciprocal currency arrangements with certain foreign central banks. The foreign exchange acquired is not included in Section I, "official reserve assets and other foreign currency assets," of the template for reporting international reserves. However, it is included in the broader balance of payments presentation as "U.S. Government assets, other than official reserve assets/U.S. foreign currency holdings and U.S. short-term assets." https://www.treasury.gov/press-center/press-releases/Pages/20097211682518544.aspx 7/7
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