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MessagePosté le: Mer 24 Aoû - 15:38 (2011)    Sujet du message: La Russie se renforce sur l'or Répondre en citant

Comme tous les troisièmes vendredis de chaque mois, la Banque Centrale de Russie a publié ses stocks d’or à jour.


Les réserves d’or à fin Juillet de la Banque Centrale de Russie s’élèvent désormais à 27 millions d’onces, soit 868 tonnes, en hausse de 100.000 onces, soit 3.1 tonnes.










Bilan de la Banque Centrale de Russie, Juillet 2011

Data Template on International Reserves and Foreign Currency Liquidity - Russia
Current Data: In Millions of US Dollars (end of period)  

I. Official reserve assets and other foreign currency assets (approximate market value)
July, 2011
A. Official reserve assets533,904.7
(1) Foreign currency reserves (in convertible foreign currencies)468,640.6
(a) Securities394,467.7
of which: issuer headquartered in reporting country but located abroad
(b) total currency and deposits (including gold deposits) with:74,172.8
(i) other national central banks55,672.7
(ii) banks headquartered in the reporting country1,776.1
of which: located abroad1,776.1
(iii) banks headquartered outside the reporting country16,724.0
of which: located in the reporting country
(2) IMF reserve position3,314.9
(3) SDRs9,094.6
(4) gold (is valued at current quotations of the Bank of Russia)43,640.2
— volume in millions of fine troy ounces27.0
(5) other reserve assets (specify)9,214.4
— financial derivatives
— loans to nonbank nonresidents
— other (assets in the form of reverse repo and other accounts receivable)9,214.4
B. Other foreign currency assets (specify)36.9
— securities not included in official reserve assets
— deposits not included in official reserve assets36.9
— loans not included in official reserve assets
— financial derivatives not included in official reserve assets
— gold not included in official reserve assets
— other


II. Predetermined short-term net drains on foreign currency assets (nominal value)
TotalMaturity breakdown (residual maturity)
up to 1 monthmore than 1 and up to 3 monthsmore than 3 months and up to 1 year
1. Foreign currency loans, securities, and deposits-3,704.5-8.5-1,586.3-2,109.7
— outflows (–)Principal-2,244.0-27.8-877.5-1,338.6
Interest-2,356.3-0.9-825.4-1,530.0
— inflows (+)Principal659.314.2108.3536.8
Interest236.46.08.3222.1
2. Aggregate short and long positions 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 (+)
3. Other (specify)
— outflows related to repos (–)
— inflows related to reverse repos (+)
— trade credit (–)
— trade credit (+)
— other accounts payable (–)
— other accounts receivable (+)


III. Contingent short-term net drains on foreign currency assets (nominal value)
TotalMaturity breakdown (residual maturity, where applicable)
up to 1 monthmore than 1 and up to 3 monthsmore than 3 months and up to 1 year
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 (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 (+)
— other international organizations (+)
(b) with banks and other financial institutions headquartered in the reporting country (+)
(c) with banks and other financial institutions headquartered outside the reporting country (+)
4. Undrawn, unconditional credit lines provided to:
(a) other national monetary authorities, BIS, IMF, and other international organizations
— other national monetary authorities (-)
— BIS (-)
— IMF (-)
— other international organizations (-)
(b) banks and other financial institutions headquartered in reporting country (-)
(c) banks and other financial institutions headquartered outside the reporting country ( - )
5. 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 positions
(i) Bought calls
(ii) Written puts
PRO MEMORIA: In-the-money options
(1) At current exchange rate
(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)
(a) Short position
(b) Long position


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)
— derivatives (forrwards, futures, or options contracts)
— short positions
— long positions
— other instruments
(c) pledged assets
— included in reserve assets
— included in other foreign currency assets
(d) securities lent and on repo1,759.6
— lent or repoed and included in Section I-6,292.5
— 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 I8,052.1
(e) financial derivative assets (net, marked to market)0.0
— forwards
— futures
— swaps
— options0.0
— other
(f) derivatives (forward, futures, or options contracts) that have a residual maturity greater than one year
— aggregate short and long positions 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 positions
(i) bought calls
(ii) written puts
(2) To be disclosed at least once a year:
(a) currency composition of reserves (by groups of currencies)
— currencies in SDR basket1
— currencies not in SDR basket
— by individual currencies (optional)

1
Additionally Included are gold, SDRs and IMF reserve position.

Updated August 19, 2011.


Data Template on International Reserves and Foreign Currency Liquidity - Russia
Current Data: In Millions of US Dollars (end of period)  

I. Official reserve assets and other foreign currency assets (approximate market value)
June, 2011
A. Official reserve assets524,527.0
(1) Foreign currency reserves (in convertible foreign currencies)471,530.9
(a) Securities408,104.1
of which: issuer headquartered in reporting country but located abroad
(b) total currency and deposits (including gold deposits) with:63,426.8
(i) other national central banks46,605.6
(ii) banks headquartered in the reporting country1,483.9
of which: located abroad1,483.9
(iii) banks headquartered outside the reporting country15,337.4
of which: located in the reporting country
(2) IMF reserve position2,974.1
(3) SDRs9,098.4
(4) gold (is valued at current quotations of the Bank of Russia)40,512.3
— volume in millions of fine troy ounces26.9
(5) other reserve assets (specify)411.2
— financial derivatives
— loans to nonbank nonresidents
— other (assets in the form of reverse repo and other accounts receivable)411.2
B. Other foreign currency assets (specify)36.8
— securities not included in official reserve assets
— deposits not included in official reserve assets36.8
— loans not included in official reserve assets
— financial derivatives not included in official reserve assets
— gold not included in official reserve assets
— other


II. Predetermined short-term net drains on foreign currency assets (nominal value)
TotalMaturity breakdown (residual maturity)
up to 1 monthmore than 1 and up to 3 monthsmore than 3 months and up to 1 year
1. Foreign currency loans, securities, and deposits-3,768.3-91.1-1,399.3-2,277.9
— outflows (–)Principal-2,254.8-57.2-832.3-1,365.3
Interest-2,357.3-192.0-699.0-1,466.4
— inflows (+)Principal638.0138.7122.0377.4
Interest205.819.410.0176.4
2. Aggregate short and long positions 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 (+)
3. Other (specify)
— outflows related to repos (–)
— inflows related to reverse repos (+)
— trade credit (–)
— trade credit (+)
— other accounts payable (–)
— other accounts receivable (+)


III. Contingent short-term net drains on foreign currency assets (nominal value)
TotalMaturity breakdown (residual maturity, where applicable)
up to 1 monthmore than 1 and up to 3 monthsmore than 3 months and up to 1 year
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 (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 (+)
— other international organizations (+)
(b) with banks and other financial institutions headquartered in the reporting country (+)
(c) with banks and other financial institutions headquartered outside the reporting country (+)
4. Undrawn, unconditional credit lines provided to:
(a) other national monetary authorities, BIS, IMF, and other international organizations
— other national monetary authorities (-)
— BIS (-)
— IMF (-)
— other international organizations (-)
(b) banks and other financial institutions headquartered in reporting country (-)
(c) banks and other financial institutions headquartered outside the reporting country ( - )
5. 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 positions
(i) Bought calls
(ii) Written puts
PRO MEMORIA: In-the-money options
(1) At current exchange rate
(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)
(a) Short position
(b) Long position


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)
— derivatives (forrwards, futures, or options contracts)
— 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-4,094.6
— lent or repoed and included in Section I-4,504.4
— 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 I409.8
(e) financial derivative assets (net, marked to market)0.0
— forwards
— futures
— swaps
— options0.0
— other
(f) derivatives (forward, futures, or options contracts) that have a residual maturity greater than one year
— aggregate short and long positions 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 positions
(i) bought calls
(ii) written puts
(2) To be disclosed at least once a year:
(a) currency composition of reserves (by groups of currencies)524,527.0
— currencies in SDR basket1520,788.0
— currencies not in SDR basket3,739.0
— by individual currencies (optional)

1
Additionally Included are gold, SDRs and IMF reserve position.

Updated July 20, 2011.




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