Explanatory Notes - Currency breakdown of Bank of England foreign currency assets and liabilities
OVERVIEW
AVAILABILITY
SOURCES
DEFINITIONS
VALUATIONS AND BREAKS
This table contains data on Bank of England foreign currency assets and liabilities broken down into US dollars, euro, yen, other currencies and gold.
Assets data denominated in US dollars, euro, yen and other currencies are available from Q3 1997, whereas gold data are available from Q3 1999. The liabilities data series are available from Q3 1999. Publication of data will usually occur on the 21st working day of the month in Table D6.2 in Monetary and Financial Statistics (Bankstats), and is published on a quarterly basis with a two month lag.
The data are held by the Risk Management Division of the Bank of England.
The euro assets category includes any assets denominated in the ‘legacy currencies’ of the euro area countries (e.g. Deutschemarks, French francs etc.). The currencies of EU member states that have not adopted the euro are included in the Other currencies category.
The assets and liabilities are marked-to-market using end-period market prices and exchange rates. Due to the exclusion of the net marked-to-market value of swaps and forwards, the total in this table is different from that given in Table D5.1.
