Reserve Bank of Australia Annual Report 2011

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