Reserve Bank of Australia Annual Report 2011
Reserve Bank of Australia Annual Report 2011
Reserve Bank of Australia Annual Report 2011
Create successful ePaper yourself
Turn your PDF publications into a flip-book with our unique Google optimized e-Paper software.
Maturity Analysis – As at 30 June 2010<br />
Balance<br />
sheet<br />
total<br />
$M<br />
On<br />
Demand<br />
Contracted maturity<br />
$M<br />
0 to 3<br />
months<br />
3 to 12<br />
months<br />
1 to 5<br />
years<br />
Over 5<br />
years<br />
No<br />
Specified<br />
Maturity<br />
$M<br />
Weighted<br />
average<br />
coupon<br />
rate %<br />
Weighted<br />
average<br />
effective<br />
rate %<br />
Assets<br />
Gold<br />
Gold loans 141 – 47 47 47 – – 0.27 0.28<br />
Gold holdings 3 606 – – – – – 3 606 n/a n/a<br />
3 747<br />
Foreign exchange<br />
Balances with central banks 376 2 374 – – – – 0.03 0.03<br />
Securities sold under<br />
repurchase agreements 3 142 – 409 1 026 678 1 029 – 1.57 1.33<br />
Securities purchased under<br />
repurchase agreements 8 348 – 8 348 – – – – 0.19 0.19<br />
Other securities 30 092 – 6 320 7 548 7 867 2 551 5 806 1.32 0.73<br />
Deposits 997 3 993 – – – 1 0.31 0.31<br />
Accrued interest 141 – 79 62 – – – n/a n/a<br />
43 096<br />
<strong>Australia</strong>n dollar securities<br />
Securities sold under<br />
repurchase agreements 248 – – – 130 118 – 6.52 5.27<br />
Securities purchased under<br />
repurchase agreements 31 634 – 29 252 2 382 – – – 4.63 4.63<br />
Other securities 4 889 – 1 245 866 1 198 1 580 – 5.57 4.96<br />
Accrued interest 201 – 116 85 – – – n/a n/a<br />
36 972<br />
Property, plant & equipment 449 – – – – – 449 n/a n/a<br />
Cash and cash equivalents 852 – 845 – – – 7 4.25 4.25<br />
Loans and advances 7 – – – – 7 – 3.68 3.68<br />
Other 529 – 30 – – – 499 n/a n/a<br />
Total assets 85 652 5 48 058 12 016 9 920 5 285 10 368 2.63 2.38<br />
Liabilities<br />
<strong>Australia</strong>n notes on issue 48 759 – – – – – 48 759 0.23 0.23<br />
Deposits 20 987 5 967 15 020 – – – – 4.44 4.44<br />
Distribution payable to<br />
<strong>Australia</strong>n Government 750 – 750 – – – – n/a n/a<br />
Other 4 762 – 4 615 – – – 147 0.53 0.53<br />
Total liabilities 75 258 5 967 20 385 – – – 48 906 1.42 1.42<br />
Capital and reserves 10 394<br />
Total balance sheet 85 652<br />
Local Currency<br />
Swaps<br />
Contractual outflow (4 172) – (4 172) – – – – n/a n/a<br />
Contractual inflow 1 231 – 1 231 – – – – n/a n/a<br />
(2 941) – (2 941) – – – –<br />
Foreign Currency<br />
Swaps<br />
Contractual outflow (1 916) (1 916) – – – – n/a n/a<br />
Contractual inflow 4 857 4 857 – – – – n/a n/a<br />
2 941 – 2 941 – – – –<br />
104 <strong>Reserve</strong> bank <strong>of</strong> <strong>Australia</strong>