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Home > Statistics > Explanatory Notes - Bank of England foreign currency assets
 

Explanatory Notes - Bank of England foreign currency assets

Overview

 

This table contains data on Bank of England holdings of foreign currency and gold.  The table includes assets matching the foreign currency and gold deposits placed with the Bank by central banks and other customers as part of their banking relationship with the Bank and the Bank’s own foreign currency reserves held in support of its monetary policy objectives.

Availability

 

Data are available monthly from July 1999 and quarterly from 1999 Q3.  Publication of data will usually occur on the 21st working day of the month in Table D5.1 in Bankstats (Monetary and Financial Statistics) with the most recent month available in the publication for the first month after the end of the month.

Sources

 

The data are held by the Risk Management Division of the Bank of England.

Definitions

 

Foreign currency assets comprise currency and deposits (held with monetary authorities and banks) and securities (equities, bonds and notes, and money market instruments).

Other assets include:

Capital instruments (investments and participation in international financial institutions).

Foreign currency forwards and swap positions (net marked-to-market value of foreign currency forwards, interest rate and cross currency swaps – including sterling leg).

Reverse repos, (i.e. claims on counterparties for foreign currency lent in reverse repos).

The table includes assets relating to the provision of dollar liquidity to the banking system through participation in coordinated central bank action from September 2008.

Valuation and Breaks

 

Bank of England holdings of foreign currency and gold are marked-to-market using end-period market prices and exchange rates.

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