Central Bank of Egypt

Form for Presenting Data in the Template on International Reserves/Foreign Currency Liquidity (contd.)

(Information to be disclosed by the monetary authorities and other central government, excluding social security) ^{1
2 3}

IV Memo Items

(U.S.$mn)

2005

2006

2007

2008

Feb.

Mar.

April

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

Jan.

Feb.

March

April

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

Jan.

Feb.

March

April

May

June

July

Aug.

Sep.

Oct.

Nov.

Dec.

Jan.

Feb.

March

April

May

June*

July*

(1) to be reported with standard periodicity and timeliness :12

(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) 13

......non deliverable forwards

.....short positions

..... long positions

.....other instruments

.... Included in reserve assets

..... Included in other foreign currency assets

(d) securities lent and on repo 15

.... Lent or repoed and included in section I

....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

168.3

214.7

162.8

150.7

352.4

90.4

104.5

69.70

456.70

738.40

439.70

155.00

304.00

282.20

435.40

587.30

1259.80

1256.60

361.70

118.20

81.80

1038.70

579.10

651.10

663.80

1050.60

795.90

1409.90

510.30

714.60

890.20

507.9

569.3

786.6

889.6

574.9

422.3

1600.1

1264.2

561.1

780.6

(e) financial derivative assets ( net, marked to market ) 16

....forwards

....futures

....swaps

....options

....other

(f) derivatives (forward,futures,or options contracts) that have a residual maturity greater than one year, which are subject to margin calls.

.... 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-a-vis the domestic currency

(a) short positions

(i) bought puts

(ii) written calls

(b) long positions

(i) bought calls

(ii) written calls

(2) to be disclosed less frequently :

(a) currency composition of reserves (by groups of currencies )

.... currencies in SDR basket

16691.80

7361.00

17817.10

18056.4

18615.00

19535.90

20005.50

20866.40

20950.30

21130.80

22094.10

22084.00

22586.60

22950.30

23565.70

23560.20

22449.30

22634.10

24629.10

24993.60

25446.80

26244.50

26036.00

27331.20

27886.80

27806.50

28207.70

29132.10

29536.10

30576.70

30700.60

30925.2

32456.8

33470

33086.3

34524.8

35216.6

35641.8

35935.5

36532.8

36638.8

35909.8

.... currencies not in SDR basket

33.50

34.80

35.70

36.20

37.30

39.10

40.10

41.80

42.00

42.30

44.30

45.30

46.00

47.20

45.00

45.40

49.40

50.10

51.00

52.60

52.20

54.80

55.90

55.70

56.50

58.40

59.20

61.30

61.50

62.0

65.0

67.1

66.3

69.2

70.6

71.4

72.0

72.9

73.4

72.0

*Provisional