IMF - Data Template on International Reserves and Foreign Currency Liquidity

Data Template on International Reserves and  Foreign Currency Liquidity

Last Updated: February 16, 2011
 
This website re-disseminates IMF member countries' data on international reserves and foreign currency liquidity in a common template and in a common currency (the U.S. dollar). Historical data by country and selected topics are also available.
As part of the efforts to strengthen the Special Data Dissemination Standard (SDDS), on March 23, 1999 the Fund's Executive Board approved the incorporation of the data template on international reserves and foreign currency liquidity into the SDDS as a prescribed component with a transition period to run through March 31 of 2000. Following the end of the transition period, SDDS-subscribing countries began disseminating the template data on a monthly basis, with no more than a one-month lag. Thus, the first set of template data for end April 2000 were disseminated by the end of May 2000.
The data template establishes standards for the provision of information to the public on the amount and composition of official reserve assets, other foreign currency assets held by the monetary authorities and the central government, short-term foreign currency obligations, and related activities (such as financial derivatives positions and guarantees extended by the government for quasi-official and private sector borrowing) of the monetary authorities and the central government that can lead to drains on reserves and other foreign currency assets. Operational Guidelines designed to assist countries in the preparation of template data were issued in October 1999 and are accessible from this site...

Source: http://www.imf.org/external/np/sta/ir/IRProcessWeb/index.aspx


 [Mrt: This led me to the template which has an interesting foot note:]

(Common Template)
Sample Form for Data Template on International Reserves/Foreign Currency Liquidity Last Updated November 01, 2010
(Information to be disclosed by the monetary authorities and
other central government, excluding social security) ^{1 2 3}

 
I. Official reserve assets and other foreign currency assets (approximate market value) ⁴


A.   Official reserve assets     
      (1)    Foreign currency reserves (in convertible foreign currencies)     
             (a)   Securities     
                      of which: issuer headquartered in reporting country but located abroad       
             (b)  Total currency and deposits with:        
                   (i)   other national central banks, BIS and IMF     
                   (ii)   banks headquartered in the reporting country       
                           of which: located abroad       
                   (iii)  banks headquartered outside the reporting country     
                           of which: located in the reporting country       
      (2)    IMF reserve position     
      (3)    SDRs     
      (4)    Gold (including gold deposits and, if appropriate, gold swapped) 5      

              —volume in millions of fine troy ounces     

      (5)    Other reserve assets (specify)       
              —financial derivatives       
              —loans to nonbank nonresidents       
              —other       
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


Footnotes:

1. In principle, only instruments denominated and settled in foreign currency (or those whose valuation is directly dependent on the exchange rate and that are settled in foreign currency) are to be included in categories I, II, and III of the template. Financial instruments denominated in foreign currency and settled in other ways (e.g., in domestic currency or commodities) are included as memo items under Section IV.

2. Netting of positions is allowed only if they have the same maturity, are against the same counterparty, and a master netting agreement is in place. Positions on organized exchanges could also be netted.

3. Monetary authorities defined according to the IMF Balance of Payments Manual, Fifth Edition.

4. In cases of large positions vis-à-vis institutions headquartered in the reporting country, in instruments other than deposits or securities, they should be reported as separate items.

5. The valuation basis for gold assets should be disclosed; ideally this would be done by showing the volume and price.

6. Including interest payments due within the corresponding time horizons. Foreign currency deposits held by nonresidents with central banks should also be included here. Securities referred to are those issued by the monetary authorities and the central government (excluding social security).