International Reserves and Foreign Currency Liquidity
As at 31 October 2011
(Information to be disclosed by the monetary authorities and other central government, excluding social security)
The data shown on this page correspond to the data described on the International Monetary Fund's Dissemination Standards Bulletin Board (DSBB). For a fuller explanation of the DSBB and the statistical standards to which Malaysia has committed, please click on DSBB Home Page.
I. Official Reserve Assets and Other Foreign Currency Assets
(approximate market value in US$ million)
| A. Official Reserve Assets | 134,784.00 |
|---|---|
| (1) Foreign currency reserves (in convertible foreign currencies) | 121,389.901 |
| (a) Securities | 110,306.70 |
| of which: Issuer headquartered in reporting country but located abroad | |
| (b) Total currency and deposits with: | 11,083.20 |
| (i) Other national central banks, BIS and IMF | 4,231.00 |
| (ii) Banks headquartered in the reporting country | |
| of which: Located abroad | |
| (iii) Banks headquartered outside the reporting country | 6,852.20 |
| of which: Located in the reporting country | |
| (2) IMF Reserve Position | 801.80 |
| (3) SDRs | 2,021.30 |
| (4) Gold (including gold deposits and, if appropriate, gold swapped) | 1,888.00 |
| • Volume in fine troy ounces (in million ounces) | |
| (5) Other reserve assets (specify) | 8,683.00 2 |
| • Financial derivatives | |
| • Loans to nonbank non-residents | |
| • Others | |
| B. Other Foreign Currency Assets (specify) | 8,936.00 |
| • Securities not included in official reserve assets | 365.30 |
| • Deposits not included in official reserve assets | 8,570.50 |
| • Loans not included in official reserve assets | |
| • Financial derivatives not included in official reserve assets | |
| • Gold not included in official reserve assets | |
| • Other | 0.20 |
1 Includes Investment in BIS-ABF (see AsianBondsOnline.adb.org)
2 Includes long positions in forwards reported in Table II, item 2
II. Predetermined Short-Term Net Drains on Foreign Currency Assets
(nominal value in US$ 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, securities, and deposits | -350.003 | -9.00 | -100.00 | -241.00 | |
| • Outflows (–) | Principal | - 194.00 | - 7.00 | - 31.00 | - 156.00 |
| Interest | - 156.00 | - 2.00 | - 69.00 | - 85.00 | |
| • Inflows (+) | Principal | ||||
| Interest | |||||
| 2. Aggregate short and long positions in forwards and futures in foreign currencies vis-a-vis the domestic currency (including the forward leg of currency swaps) | |||||
| (a) Short positions(–) | |||||
| (b) Long positions (+) | 7,270.00 | 7,270.00 | |||
| 3. Other (specify) | |||||
| • Outflows related to repos (–) | |||||
| • Inflows related to reverse repos (+) | |||||
| • Trade credit (–) | |||||
| • Trade credit (+) | |||||
| • Other accounts payable (–) | |||||
| • Other accounts receivable (+) | |||||
3 Effective April 2006, data excludes projected foreign currency inflows arising from interest income and drawdown of project loans amounting to USD 4,850.0 million in the next 12 months.
III. Contingent Short-Term Net Drains on Foreign Currency Assets
(nominal value in US$ million)
| 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 | -145.69 | -4.78 | -38.68 | -102.23 |
| (a) Collateral guarantees on debt falling due within 1 year | -145.69 | -4.78 | -38.68 | -102.23 |
| (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 countries (+) | ||||
| (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-a-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) | ||||
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 derivatives assets (net, marked to market) | |
| - forwards | -0.154 |
| - 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 | |
| - aggregate short and long position 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 | |
| (a) short positions | |
| (i) bought puts | |
| (ii) written calls | |
| (b) long postions | |
| (i) bought calls | |
| (ii) written puts | |
| 2. To be disclosed less frequently: | |
| (a) currency composition of reserves (by groups of currencies) | |
| - currencies in SDR basket | |
| - currencies not in SDR basket | |
| - by individual currencies (optional) |
This data should be supplied in country notes
|
