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International Reserves/Foreign Currency Liquidity (as of November 30, 2020) : Ministry of Finance









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December 7, 2020

Ministry of Finance

Japan’s reserve assets totaled $ 1,384,615 million as of November 30, 2020, up $ 243 million from the end of October.

Details on the level and composition of Japan’s international reserves/ foreign currency liquidity are provided below.

(in US$ millions)

I.  Official reserve assets and other foreign currency assets

A. Official reserve assets 1,384,615
  (1) Foreign currency reserves 1,306,159
  (a) Securities 1,174,513
    of which: issuer headquartered in Japan
(b) Deposits with 131,646
  (i) Foreign central banks and BIS 130,897
(ii) Banks headquartered in Japan 649
  of which: located abroad
(iii) Banks headquartered outside Japan 100
  of which: located in Japan 100
(2) IMF reserve position 14,261
(3) SDRs 20,210
(4) Gold 43,363
      (volume [in million fine troy ounces]) (24.60)
(5) other reserve assets 622
  (a) Financial derivatives
(b) Loans to nonbank nonresidents
(c) Other 622
B. Other foreign currency assets 46,804

(Notes) B. Other foreign currency assets include loans to The Japan Bank for International Cooperation (JBIC) in total of $ 46,016 million.

II. Predetermined short-term net drains on foreign currency assets

  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 and securities

2. Aggregate short and long positions in forwards and futures in foreign currencies vis-à vis Yen

28,249 3,249 16,000 9,000
 

(a) Short positions(-)

-751 -751

(b) Long positions (+)

29,000 4,000 16,000 9,000

3. Other

III. Contingent short-term net drains on foreign currency assets

  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

-6,616 -566 -1,000 -5,050
 

(a) Collateral guarantees on debt falling due within 1 year

-6,616 -566 -1,000 -5,050

(b) Other contingent liabilities

2. Foreign currency securities issued with embedded options

3. Undrawn, unconditional credit lines provided by:

 

(a) other national monetary authorities, BIS, IMF, and other international organizations

(b) banks and other financial institutions headquartered in Japan

(c) banks and other financial institutions headquartered outside Japan

4. Undrawn, unconditional credit lines provided to:

 

(a) other national monetary authorities, BIS, IMF, and other international organizations

(b) banks and other financial institutions headquartered in Japan

(c) banks and other financial institutions headquartered outside Japan

5. Aggregate short and long positions of options in foreign currencies vis-à vis Yen

 

(a) Short positions

 

(i) Bought puts

(ii) Written calls

(b) Long positions

 

(i) Bought calls

(ii) Written puts

IV. Memo items

(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 Yen)

(c) pledged assets

(d) securities lent and on repo

4,687
 

– lent or repoed and included in Section I

-178,361

– 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

183,048

(e) financial derivative assets(net, marked to market)

-310
 

– forwards

– futures

– swaps

-310

– options

– other

(f) derivatives(forward, futures, or options contracts)that have a residual maturity greater than one year.

1. Coverage of this template is the monetary authorities and other central government, excluding social security.

2. Current market exchange rates are used for valuation of non-US dollar denominated assets/liabilities.

3. Securities and gold reflect marked to market values.

4. In Section III, the plus (+) sign is used for inflows and the minus (-) sign for outflows, in accordance with International Reserves and Foreign Currency Liquidity: Guidelines for a Data Template, IMF.

5. ABF2 is included under item 1.A.(5)(c) See http://asianbondsonline.adb.orgOpen a New Window   

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