May 2007 Data Template on International Reserves/Foreign Currency Liquidity Danmarks Nationalbank
I. Official reserve assets and other foreign currency assets (approximate market value), kr. billion
Danmarks Nationalbank A. Official reserve assets (1) Foreign currency reserves (in convertible foreign currencies) (a) Securities of which: issuer headquartered in Denmark but located abroad (b) Total deposits with: (i) Other central banks, BIS and IMF (ii) Banks headquartered in Denmark of which: located abroad (iii) Banks headquartered outside Denmark of which: located in Denmark (2) (3) (4) IMF reserve position Special drawing rights Gold (including gold loans and deposits, Eurosystem definition) (a) volume in fine troy ounces (millions) (5) Other reserve assets (a) Financial derivatives (b) Loans to non-bank non-residents B. Other foreign currency assets (1) (2) (3)
1) 3) 2) 1)
173.5 141.1 48.1 0.0 93.0 3.8 0.0 0.0 89.2 • 1.0 1.8 7.8 2.1 21.7 0.0 21.7 1.2 1.3 0.0 0.0
Securities not included in official reserve assets Deposits/loans not included in official reserve assets Financial derivatives not included in official reserve assets
Including securities lent or repoed, but excluding securities borrowed or acquired. 2) Gold is entered at the price quoted at the last gold fixing of the month in London. 3) Only foreign currency assets of Danmarks Nationalbank are included, since the Central Government does not hold liquid foreign currency assets.
II. Predetermined short-term net drains on foreign currency assets (nominal value), kr. billion
Maturity breakdown (residual maturity) Danmarks Nationalbank More than 1 month and up to 3 months 0.0 0.0 0.0 More than 3 months and up to 1 year 0.0 0.0 0.0 Central Government More than 1 month and up to 3 months 0.0 -0.1 1.0 0.1 0.0 0.0 0.0 0.1 0.0 0.0 0.0 0.0 0.0 0.0 More than 3 months and up to 1 year -9.4 -6.7 -2.7
Total
Up to 1 month
Total
Up to 1 month
1. Foreign currency loans, securities, and deposits (a) Outflows (-) (b) Inflows (+) Principal Interest Principal Interest
-0.3 -0.3 0.0
-0.3 -0.3 0.0
-8.2 -5.8 -2.7 1.0 0.2
1.1
2. Aggregate short and long positions in forwards and futures in foreign currencies vis-à-vis Danish kroner (including the forward leg of the currency swaps) (a) Short positions (-) (b) Long positions (+) 3. Other (specify) (a) Outflows related to repos (-) (b) Inflows related to reverse repos (+) (c) Trade credit (-) (d) Trade credit (+) (e) Other accounts payable (-) (f) Other accounts receivable (+)
0.5 0.0 0.5 0.0 0.0 0.0
0.3 0.0 0.3 0.0 0.0 0.0
0.0 0.0 0.0 0.0 0.0 0.0
0.3 0.0 0.3 0.0 0.0 0.0
0.0 0.0 0.0
0.0 0.0
0.0 0.0
0.0 0.0
0.0 0.0
III. Contingent short-term net drains on foreign currency assets (nominal value), kr. billion
Maturity breakdown (residual maturity) Danmarks Nationalbank More than 1 month and up to 3 months More than 3 months and up to 1 year Central Government More than 1 month and up to 3 months 0.7 0.7 More than 3 months and up to 1 year -1.8 -1.8
Total
Up to 1 month
Total
Up to 1 month
1. Contingent liabilities in foreign currency (a) Collateral guarantees on debt falling due 4) 5) within 1 year (b) Other contingent liabilities 2. Foreign currency securities issued with embedded options (puttable bonds) 3. Undrawn, unconditional credit lines 4. Aggregate short and long positions of options in foreign currencies vis-à-vis Danish kroner 5. PRO MEMOIRIA: In-the -money options
4)
-1.1 -1.1
0.0 0.0
5)
Foreign currency debt of the entities guaranteed by the central government due within 1 year. The entities are Storebæltsforbindelsen A/S, A/S Øresundsforbindelsen and Øresundsbro Konsortiet. Both negative and positive figures can appear due to payments relating to outstanding swap transactions.
IV. Memorandum items, kr. billion6)
Danmarks Nationalbank 1. (a) short-term domestic currency debt indexed to the exchange rate (b) financial instruments denominated in foreign currency and settled by other means (c) pledged assets (d) securities lent and on repo (i) lent or repoed and included in Section I (ii) borrowed or acquired but not included in Section I (e) financial derivative assets (net, marked to market) (i) forwards (ii) futures (iii) swaps (iv) Other (f) derivatives (forwards, futures or options contracts) that have a residual maturity greater than one year, which are subject to margin calls 2. (a) currency composition of reserves (i) Currencies in SDR basket (ii) Currencies not in SDR basket
6)
Central Government
69.4 -0.4 69.8 0.0 0.0 0.0 0.0 0.0
173.5 164.9 8.6
Monthly with one month time lag.
Symbols: 0 • … Blank Magnitude nil or less than one half of unit employed. Not applicable. Data not available or of negligible interest. Instrument not normally used.