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Central Bank of Egypt |
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| Form
for Presenting Data in the Template on International Reserves/Foreign
Currency Liquidity (contd.) |
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| Section III. Contingent short-term net drains on foreign
currency assets (nominal value) |
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| (US$ mn) |
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2010 |
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2010 |
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2010 |
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2011 |
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2011 |
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2011 |
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2011 |
|
2011 |
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| |
July |
Aug. |
Sep. |
Nov. |
Dec. |
Feb. |
April |
May |
June |
July |
Aug. |
Sep. |
Oct. |
Nov. |
Dec. |
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|
Total |
Maturity breakdown ( residual maturity,
where applicable) |
Total |
Maturity breakdown ( residual maturity,
where applicable) |
Total |
Maturity breakdown ( residual maturity,
where applicable) |
Total |
Maturity breakdown ( residual maturity,
where applicable) |
Total |
Maturity breakdown ( residual maturity,
where applicable) |
Total |
Maturity breakdown ( residual maturity,
where applicable) |
Total |
Maturity breakdown ( residual maturity,
where applicable) |
Total |
Maturity breakdown ( residual maturity,
where applicable) |
Total |
Maturity breakdown ( residual maturity,
where applicable) |
Total |
Maturity breakdown ( residual maturity,
where applicable) |
Total |
Maturity breakdown ( residual maturity,
where applicable) |
Total |
Maturity breakdown ( residual maturity,
where applicable) |
Total |
Maturity breakdown ( residual maturity,
where applicable) |
Total |
Maturity breakdown (
residual maturity, where applicable) |
Total |
Maturity breakdown (
residual maturity, where applicable) |
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| |
|
Up to 1 month |
More than 1 month & up to 3 months |
More than 3 months & up to 1 year |
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Up to 1 month |
More than 1 month & up to 3 months |
More than 3 months & up to 1 year |
|
Up to 1 month |
More than 1 month & up to 3 months |
More than 3 months & up to 1 year |
|
Up to 1 month |
More than 1 month & up to 3 months |
More than 3 months & up to 1 year |
|
Up to 1 month |
More than 1 month & up to 3 months |
More than 3 months & up to 1 year |
|
Up to 1 month |
More than 1 month & up to 3 months |
More than 3 months & up to 1 year |
|
Up to 1 month |
More than 1 month & up to 3 months |
More than 3 months & up to 1 year |
|
Up to 1 month |
More than 1 month & up to 3 months |
More than 3 months & up to 1 year |
|
Up to 1 month |
More than 1 month & up to 3 months |
More than 3 months & up to 1 year |
|
Up to 1 month |
More than 1 month & up to 3 months |
More than 3 months & up to 1 year |
|
Up to 1 month |
More than 1 month & up to 3 months |
More than 3 months & up to 1 year |
|
Up to 1 month |
More than 1 month & up to 3 months |
More than 3 months & up to 1 year |
|
Up to 1 month |
More than 1 month & up to 3 months |
More than 3 months & up to 1 year |
|
Up to 1 month |
More than 1 month & up to 3
months |
More than 3 months & up to 1
year |
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Up to 1 month |
More than 1 month & up to 3
months |
More than 3 months & up to 1
year |
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| 1. Contingent liabilities in foreign currency |
-3965.52 |
-3691.93 |
-48.00 |
-225.59 |
-3918.58 |
-3644.99 |
-48.00 |
-225.59 |
-3918.57 |
-24.00 |
-3671.78 |
-222.79 |
-3925.25 |
-26.79 |
-3677.67 |
-220.79 |
-3925.26 |
-26.00 |
-3675.67 |
-223.59 |
-3888.10 |
-24.00 |
-3638.51 |
-225.59 |
-3888.11 |
-3614.51 |
-52.80 |
-220.80 |
-4140.37 |
-26.79 |
-3892.79 |
-220.79 |
-4215.82 |
-26.00 |
-3966.23 |
-223.59 |
-4215.82 |
-3942.23 |
-48.00 |
-225.59 |
-4183.00 |
-24.00 |
-3933.41 |
-225.59 |
-4182.99 |
-24.00 |
-3936.20 |
-222.79 |
-4182.99 |
-3909.41 |
-52.79 |
-220.79 |
-4183.09 |
-29.00 |
-3930.49 |
-223.60 |
-4183.09 |
-26.60 |
-3927.89 |
-228.60 |
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| (a) collateral
guarantees on debt falling due within 1 year |
-297.59 |
-24.00 |
-48.00 |
-225.59 |
-297.59 |
-24.00 |
-48.00 |
-225.59 |
-297.58 |
-24.00 |
-50.79 |
-222.79 |
-297.58 |
-26.79 |
-50.00 |
-220.79 |
-297.59 |
-26.00 |
-48.00 |
-223.59 |
-297.59 |
-24.00 |
-48.00 |
-225.59 |
-297.60 |
-24.00 |
-52.80 |
-220.80 |
-297.58 |
-26.79 |
-50.00 |
-220.79 |
-297.59 |
-26.00 |
-48.00 |
-223.59 |
-297.59 |
-24.00 |
-48.00 |
-225.59 |
-297.59 |
-24.00 |
-48.00 |
-225.59 |
-297.58 |
-24.00 |
-50.79 |
-222.79 |
-297.58 |
-24.00 |
-52.79 |
-220.79 |
-303.20 |
-29.00 |
-50.60 |
-223.60 |
-303.20 |
-26.60 |
-48.00 |
-228.60 |
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| (b) other
contingent liabilities |
-3667.93 |
-3667.93 |
0.00 |
0.00 |
-3620.99 |
-3620.99 |
0.00 |
0.00 |
-3620.99 |
0.00 |
-3620.99 |
0.00 |
-3627.67 |
0.00 |
-3627.67 |
0.00 |
-3627.67 |
0.00 |
-3627.67 |
0.00 |
-3590.51 |
0.00 |
-3590.51 |
0.00 |
-3590.51 |
-3590.51 |
0.00 |
0.00 |
-3842.79 |
0.00 |
-3842.79 |
0.00 |
-3918.23 |
0.00 |
-3918.23 |
0.00 |
-3918.23 |
-3918.23 |
0.00 |
0.00 |
-3885.41 |
0.00 |
-3885.41 |
0.00 |
-3885.41 |
0.00 |
-3885.41 |
0.00 |
-3885.41 |
-3885.41 |
0.00 |
0.00 |
-3879.89 |
0.00 |
-3879.89 |
0.00 |
-3879.89 |
0.00 |
-3879.89 |
0.00 |
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| 2. Foreign currency securities issued with embedded options
(puttable bonds)8 |
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| 3. Undrawn,unconditional credit lines
9 provided by: |
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| (a)
other national monetary authorities, BIS, IMF and other international
organizations |
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| ----
other national monetary authorities (+) |
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| ----
BIS (+) |
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| ----
IMF (+) |
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| —other international
organizations (+) |
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| (b) With banks and other financial institutions headquartered in
the reporting country(+) |
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| (c)
with banks and other financial institutions headquartered outside the
reporting country(+) |
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| 4.Undrawn,unconditional credit lines provided to: |
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| (a)
other national monetary authorities ,BIS ,IMF and other international
organizations |
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| ----
other national monetary authorities (-) |
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| ----
BIS (-) |
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| ---- IMF (-) |
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| —other international
organizations (-) |
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| (b) banks and other financial institutions headquartered in the
reporting country(-) |
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| (c)
banks and other financial institutions headquartered outside the reporting
country(-) |
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| 5. Aggregate short and long positions of options in foreign
currency vis-a-vis the domestic currency 10 |
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| ( a ) Short positions |
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| ( i ) Bought puts |
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| ( ii ) Written calls |
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| ( b ) Long positions |
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| ( i ) Bought calls |
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| ( ii ) Written puts |
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| PRO
MEMORIA: In-the-money options 11 |
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| (1)
At current exchange rate |
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| (a) Short position |
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| (b) Long position |
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| (2)
+ 5 % (depreciation of 5%) |
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| (a) Short position |
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| (b) Long position |
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| (3)
- 5 % (appreciation of 5%) |
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| (a) Short position |
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| (b) Long position |
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| (4)
+10 % (depreciation of 10%) |
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| (a) Short position |
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| (b) Long position |
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| (5)
- 10 % (appreciation of 10%) |
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| (a) Short position |
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| (b) Long position |
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| (6)
Other (specify) |
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| (a) Short position |
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| (b) Long position |
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