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International reserves and foreeign liquidity. NOK million
2 Predetermined short-term net drains on foreign currency assets, nominal value.	Maurity, total	Maurity 0-1 mnd	Maurity 1-3 mnd	Maurity 3-12 mnd
	November 2012
1 Official reserve assets and orther foreign currency assets, market value.
A. Official reserve assets	298 998
(1) Foreign currency reserves	254 634
(a) Securities	252 706
of which: issuer headquartered in reporting country but located abroad	0
(b) total currency and deposits with:	1 927
(i) other national central banks, BIS and IMF	1 790
(ii) banks headquartered in the reporting country	0
of which: located abroad	0
(iii) banks headquartered outside the reporting country	138
of which: located in the reporting country	0
(2) IMF reserved position	8 674
(3) SDFs	12 647
(4) Gold	0
volume in millions of fine troy ounces	0
(5) Other reserve assets	23 043
financial derivatives	10
loan til nonbank nonrisidents	0
other	23 033
B. Other foreign currency assets	2 860
securities not included in official reserve assets	0
deposits not included in official reserve assets	33
loand not included in official reserve assets	2 828
financial derivatives not included in official reserve assets	-1
gold not included in official reserve assets	0
other	1

1.Foreign currency loans, securities, and deposits	-1 315	-1 315	0	0
outflows (-) - Principal	-1 315	-1 315	0	0
outflows (-) - (Interest)	0	0	0	0
inflows (+) - Principal	0	0	0	0
inflows (+) - Interest	0	0	0	0
2. Aggregate short and long positions in forwards
(a) Short positions (-)	0	0	0	0
(b) Long positions (+)	1 556	1 556	0	0
3. Other	-12 930	-12 930	0	0
outflows related to repos (-)	0	0	0	0
inflows related to reverse repos (+)	0	0	0	0
trade credit (-)	0	0	0	0
trade credit (+)	0	0	0	0
other accounts payable (-)	-12 930	-12 930	0	0
other accounts receivable (+)	0	0	0	0

3 Contingent short-term net drains on foreign currency assets, nominal value.	Net drains on foreign currency, 3-12 months	Net drains on foreign currency, 0-1 month	Net drain on foreign currency - total	Net drains on foreign currency, 1-3 months
1. Contingent liabilities in foreign currency	0	0	0	0
(a) Collateral guarantees on debt falling due within one year	0	0	0	0
(b) Other contingent liabilities	0	0	0	0
2. Foreign currency securities issued with embedded options (puttable bonds)	0
3. Undrawn, unconditional credit lines provided by:	88 403	88 403	..	..
(a) other national monetary authorities, BIS, IMF and other international organizations	88 403	88 403	..	..
other national monetary authorities (+)	88 403	88 403	..	..
BIS (+)	0	0	0	0
IMF (+)	0	0	0	0
other international organizations (+)	0	0	0	0
(b) with banks and other financiel institutions headquartered in the reporting country (+)	0	0	0	0
(c) with banks and other financial institutions headquartered outside the reporting country (+)	0	0	0	0
4. Undrawn, unconditional credit lines provided to:	0	0	0	0
(a) other national monetary authorities, BIS, IMF and other international organizations	0	0	0	0
other national monetary authorities (-)	0	0	0	0
BIS (-)	0	0	0	0
IMF (-)	0	0	0	0
other international organizations (-)	0	0	0	0
(b) banks and other financial institutions headquartered in reporting country (-)	0	0	0	0
(c) with banks and other financial institutions headquartered outside the reporting country (-)	0	0	0	0
5. Aggregate short and long positions of options in foreign currencies vis-à-vis the domestic currency
(a) Short positions	0	0	0	0
(i) Bought puts	0	0	0	0
(ii) Written calls	0	0	0	0
(b) Long positions	0	0	0	0
(i) Bought calls	0	0	0	0
(ii) Written puts	0	0	0	0
PRO MEMORIA: in-the-money options
(1) At current exchange rates
(a) Short position	0	0	0	0
(b) Long position	0	0	0	0
(2) + 5 % (depreciation of 5 %)
(a) Short position	0	0	0	0
(b) Long position	0	0	0	0
(3) - 5 % (appreciation of 5 %)
(a) Short position	0	0	0	0
(b) Long position	0	0	0	0
(4) + 10 % (depreciation of 10 %)
(a) Short position	0	0	0	0
(b) Long position	0	0	0	0
(5) - 10 % (appreciation of 10 %)	0	0	0	0
(a) Short position	0	0	0	0
(b) Long position	0	0	0	0
(6) Other (specify)
(a) Short position	0	0	0	0
(b) Long position	0	0	0	0

4 Memo items.
(a) Short term domestic currency debt indexed to the exchange rate	0
(b) Financial instruments denominated in foreign currency and settled by other means (NOK)	0
derivatives (forwards, futures or options contracts)	0
short positions	0
long positions	0
other instruments	0
(c) Pledged assets	104
included in reserve assets	104
included in other foreign currency assets	0
(d) Securities lent and on repo	36 267
lent or repoed and included in section I	-3 076
lent or repoed but not included in section I	0
borrowed or acquired and included in section I	0
borrowed or acquired but not included in section I	39 343
(e) Financial derivative assets (net, marked to market)	-2
forwards	3
futures	-1
swaps	-3
options	0
other	0
(f) Derivatives (forward, futures or options contracts) that have a residual maturity greater than one year	0
aggregated short and long positions in forwards and futures in foreign currencies vis-á-vis the domestic currency (including the forward leg of currency swaps)
(a) short positions (-)	0
(b) long positions (+)	0
aggregate short and long positions of options in foreign currencies cis-á-vis the domestic currency
(a) short positions	0
(i) bought puts	0
(ii) written calls	0
(b) long positions	0
(i) bought calls	0
(ii) written puts	0
(2) To be disclosed at least once a year:
Currency composition of reserves	0
currencies not in SDR basket	0
by individual currencies (optional)