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III. Contingent Short-Term Net Drains on Foreign Currency Assets (Nominal Value)

Residual maturity breakdown (where applicable)

Total

Up to 1 month

Over 1 month and up to 3 months

Over 3 months and up to 1 year

OeNB

Government

OeNB

Government

OeNB

Government

OeNB

Government

July 10

Aug. 10

July 10

Aug. 10

July 10

Aug. 10

July 10

Aug. 10

July 10

Aug. 10

July 10

Aug. 10

July 10

Aug. 10

July 10

Aug. 10

EUR million

1. Contingent liabilities in foreign currency

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

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

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(b) other contingent liabilities

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

2. Foreign currency securities issued with embedded options (puttable bonds)

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

3. Undrawn, unconditional credit lines provided by:

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

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

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

- other national monetary authorities (+)

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

- BIS (+)

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

- IMF (+)

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

- other international organizations (+)

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(b) with banks and other financial institutions headquartered in the reporting country (+)

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(c) with banks and other financial institutions headquartered outside the reporting country (+)

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

4. Undrawn, unconditional credit lines provided to:

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

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

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

- other national monetary authorities (-)

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

- BIS (-)

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

- IMF (-)

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

- other international organizations (-)

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(b) banks and other financial institutions headquartered in reporting country (-)

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(c) banks and other financial institutions headquartered outside the reporting country ( – )

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

5. Aggregate short and long positions of options in foreign currencies vis-à-vis the domestic currency

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(a) short positions

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(i) bought puts

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(ii) written calls

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(b) long positions

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(i) bought calls

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(ii) written puts

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

PRO MEMORIA: In-the-money options

(1) at current exchange rates

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(a) short position

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(b) long position

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(2) +5% (depreciation of 5%)

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(a) short position

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(b) long position

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(3) -5% (appreciation of 5%)

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(a) short position

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(b) long position

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(4) +10% (depreciation of 10%)

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(a) short position

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(b) long position

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(5) -10% (appreciation of 10%)

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(a) short position

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(b) long position

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(6) other

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(a) short position

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

(b) long position

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

x

Source: OeNB, Austrian Federal Financing Agency.

language: German English sort: ascending descending

last update on 19.04.2010 14:26

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