Banco de México   >   (CF456) - Data Template on International Reserves and Foreign Currency Liquidity
  Banco de México     (CF456) - Data Template on International Reserves and Foreign Currency Liquidity

Period: Jan 2000 - Sep 2017, Monthly, Different Units or Measures, N-Homogeneous

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Jul 2017 Aug 2017 Sep 2017
Data Template on International Reserves and Foreign Currency Liquidity*/
I. Official reserve assets and other foreign currency assets (approximate market value)
A. Official reserve assets
175,282.00 174,702.00 174,889.00
(1) Foreign currency reserves (in convertible foreign currencies)
166,391.00 165,170.00 164,433.00
(a) Securities
94,364.00 91,271.00 88,559.00
(b) total currency and deposits with:
72,027.00 73,899.00 75,875.00
(i) other national central banks, BIS and IMF
7,131.00 7,088.00 9,579.00
(iii) banks headquartered outside the reporting country
64,896.00 66,810.00 66,296.00
(2) IMF reserve position
1,813.00 1,831.00 1,832.00
(3) SDRs
3,392.00 3,686.00 3,688.00
(4) gold (including gold deposits and, if appropriate, gold swapped)
4,896.00 5,085.00 4,971.00
- Volume in millions of fine troy ounces
3.86 3.88 3.87
(5) other reserve assets (specify)
-1,209.00 -1,070.00 -36.00
- Financial derivatives
-1,211.00 -1,073.00 -38.00
- Other
3.00 3.00 3.00
B. Other foreign currency assets (specify)
38.00 38.00 38.00
- loans not included in official reserve assets
38.00 38.00 38.00
II. Predetermined short-term net drains on foreign currency assets (nominal value)
1. Foreign currency loans, securities, and deposits 1/
-16,810.00 -17,088.00 -17,516.00
- outflows (-)
-16,810.00 -17,088.00 -17,516.00
Up to 1 month
-1,861.00 -2,078.00 -2,166.00
More than 1 and up to 3 months
-1,590.00 -1,786.00 -1,911.00
More than 3 months and up to 1 year
-13,359.00 -13,224.00 -13,439.00
Principal
-8,748.00 -8,171.00 -8,597.00
Up to 1 month
-1,585.00 -1,173.00 -1,825.00
More than 1 and up to 3 months
-221.00 -774.00 -1,184.00
More than 3 months and up to 1 year
-6,942.00 -6,225.00 -5,588.00
Interest
-8,062.00 -8,917.00 -8,919.00
Up to 1 month
-276.00 -905.00 -341.00
More than 1 and up to 3 months
-1,368.00 -1,012.00 -727.00
More than 3 months and up to 1 year
-6,418.00 -7,000.00 -7,851.00
3. Other (specify): dollar auction mechanism 2/
0.00 0.00 0.00
Up to 1 month
0.00 0.00 0.00
More than 1 and up to 3 months
0.00 0.00 0.00
More than 3 months and up to 1 year
0.00 0.00 0.00
III. Contingent short-term net drains on foreign currency assets (nominal value)
3. Undrawn, unconditional credit lines provided by:
94,629.00 94,981.00 94,976.00
Up to 1 month
94,629.00 94,981.00 94,976.00
More than 1 and up to 3 months
0.00 0.00 0.00
More than 3 months and up to 1 year
0.00 0.00 0.00
(a) other national monetary authorities, BIS, IMF, and other international organizations
94,629.00 94,981.00 94,976.00
Up to 1 month
94,629.00 94,981.00 94,976.00
More than 1 and up to 3 months
0.00 0.00 0.00
More than 3 months and up to 1 year
0.00 0.00 0.00
- other national monetary authorities (+)
6,801.00 6,801.00 6,802.00
Up to 1 month
6,801.00 6,801.00 6,802.00
More than 1 and up to 3 months
0.00 0.00 0.00
More than 3 months and up to 1 year
0.00 0.00 0.00
- IMF (+)
87,828.00 88,180.00 88,174.00
Up to 1 month
87,828.00 88,180.00 88,174.00
More than 1 and up to 3 months
0.00 0.00 0.00
More than 3 months and up to 1 year
0.00 0.00 0.00
IV. Memo items
(1) To be reported with standard periodicity and timeliness:
(b) financial instruments denominated in foreign currency and settled by other means (for example, in domestic ccy) 3/
-1,000.00 -1,000.00 -1,000.00
- derivatives (forwards, futures, or options contracts)
-1,000.00 -1,000.00 -1,000.00
short positions
-1,000.00 -1,000.00 -1,000.00
long positions
0.00 0.00 0.00
(d) securities lent and on repo 4/
-7,562.00 -6,831.00 -6,975.00
- lent or repoed and included in Section I
-18,110.00 -15,523.00 -18,160.00
- borrowed or acquired and included in Section I
0.00 0.00 0.00
- borrowed or acquired but not included in Section I
10,548.00 8,692.00 11,185.00
(e) financial derivative assets (net, marked to market)
-1,211.00 -1,073.00 -38.00
- forwards
-1,174.00 -978.00 3.00
- futures
-1.00 0.00 3.00
- options
-37.00 -96.00 -45.00
(2) To be disclosed at least once a year:
(a) currency composition of reserves (by groups of currencies)
175,282.00 174,702.00 174,889.00
- currencies in SDR basket
165,781.00 165,216.00 165,498.00
- currencies not in SDR basket
9,502.00 9,486.00 9,391.00
Notes:
*/ Data correspond to the report called "Data Template on International Reserves and Foreign Currency Liquidity" posted on the website of the International Monetary Fund . However, in order to reduce the size of the report required by the IMF, items whose balance is zero were omitted.
1/ Predetermined short-term drains on foreign currency loans and securities are obtained from the schedule of principal and interest payments associated with the outstanding stock of loans and debt securities denominated in foreign currency owed by the Federal Government, Pemex and/or Banco de México at the respective reporting period. Additionally, predetermined drains of principal payable in less than one month include local commercial and development banking institutions overnight deposits in foreign currency.
2/ To get more information about the dollar auction mechanism, please visit Banco de Mexico's foreign exchange market operations.
3/ Reported positions refer to the notional amount of outstanding foreign exchange hedges, in accordance with the announcement of the Foreign Exchange Commission made on February 21st, 2017 (Spanish Only).
4/ The market value of the lent securities is registered as 'Securities' in section I. A. (1) (a) of this template. The income received from the Securities Lending Program is registered as part of 'Other reserve assets' in section I. A. (5). Collateral in the form of securities received from the Securities Lending Program, is not included as part of the items 'Official reserve assets' or 'Other foreign currency assets' in section I. This is based on the fact that such collateral does not belong to Banco de México. The information as of January 2016 in section IV.1 row (d) does not include the amount of collateral in cash received in securities lending transactions.
5/ From June 30th 2017, the information is published on a monthly basis beginning in May 2016.
Banco de México(CF456) - Data Template on International Reserves and Foreign Currency Liquidity