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 Bank of England foreign currency liabilities and assets (Table D5.1).
The data are held by the Risk Management Division of the Bank of England.
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.