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International Reserves and Foreign Currency Liquidity (SDDS)
at 31 December 2009
(in millions of EURO)

I - Official reserve assets and other foreign currency assets 110 898

A - Official reserve assets
92 385

1) Foreign currency reserves (in convertible foreign currencies) 19 248

a) Securities
14 326

b) Total currency and deposits with : 4 922

  i) other national central banks, BIS and IMF 323

  ii) banks headquartered in euro zone 0

of which located abroad 0

iii) banks headquartered outside euro zone 4 599

2) IMF reserve position
2 251

3) SDRs
10 881

4) Gold (including gold on loan)
60 006

5) Other reserve assets
0

B - Other foreign currency assets 18 513

      - securities not included in official reserve assets
9 852

      - deposits not included in official reserve assets
8 661

      - loans not included in official reserve assets
0

      - financial derivatives not included in official reserve assets
0

Total

Maturity breakdown (residual maturity)

up to 1 month

more than 1 month and up to 3 months

more thant 3 months and up to 1 year

II - Predetermined short term net drains on foreign currency assets

1) Foreign currency loans and securities

2) Aggregate short and long positions in forwards and futures in foreign currencies vis-a-vis the euro
a) short positions
b) long positions

3) Other

- 9 801

0
0

-9 801

- 9 801

-9 801

III - Contingent short term net drains on foreign currency assets

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

3) Undrawn unconditional credit lines
a) with other central banks
b) with banks and other financial institutions headquartered in euro zone
c) with banks and other financial institutions headquartered outside euro zone

4) Aggregate short and long positions of options in foreign currencies vis-a-vis the euro
a) short positions
  i) bought puts
  ii) written calls
b) long positions
  i) bought calls
  ii) written puts

0

0

0

0

0

Pro memoria : in the money options
1) at current exchange rates
a) short position
b) long position
2) +5% (appreciation of 5%)
a) short position
b) long position
3) -5% (dépréciation de 5%)
a) short position
b) long position
2) +10%
a) short position
b) long position
2) -10%
a) short position
b) long position

0

IV - Memo items

a) short-term euro debt indexed to the exchange rate	0
b) financial instruments denominated in foreign currency and settled by other means (e,g,, in euro)	0
c) pledged assets	0
d) securities lent and on repo	-8 810
- lent or repoed and inclued in Section I	-9 801
- borrowed or acquired and not inclued in Section I	990
e) financial derivative assets (net, marked to market)	0
f) derivatives (forward, futures, or options contracts) that have a residual maturity greater than one year, which are subject to margin calls	0

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International Reserves and Foreign Currency Liquidity (SDDS) at 31 December 2009 (in millions of EURO)

International Reserves and Foreign Currency Liquidity (SDDS)
at 31 December 2009
(in millions of EURO)