Table 9.9: Predetermined Short-Term Net Drains on Foreign Currency Assets (nominal value)											(US $ million)
		Jun-25				May-25				Jun-24
		Total	Upto 1 month	More than 1	More than 3	Total	Upto 1 month	More than 1	More than 3	Total	Upto 1 month	More than 1	More than 3
				month and	months and			month and	months and			month and	months and
				up to	up to			up to	up to			up to	up to
				3 months	1 year			3 months	1 year			3 months	1 year
	(1)	(2)	(3)	(4)	(5)	(6)	(7)	(8)	(9)	(10)	(11)	(12)	(13)
	1.Foreign currency loans securities and deposits (Government Loans only)
	Outflows(-)  Principal	-8422	-330	-1514	-6578	-8254	-696	-819	-6739	-7039	-366	-1111	-5562
	Interest	-4218	-232	-712	-3274	-4443	-831	-497	-3115	-2024	-127	-273	-1624
	Inflows(+)   Principal
	Interest
	2.Aggregate short and long positions in forwards and futures in foreign currencies vis-à-vis the domestic currency (including the forward leg of currency swaps
	(a) short positions(-)	-40290	-2540	-11845	-25905	-45115	-4825	-10235	-30055	-15835	-15835	0	0
	(b) long positions(+)	0	0	0	0	0	0	0	0	0	0	0	0
	Contingent Short-Term Net Drains on Foreign Currency Assets (nominal value) @
	1.Contingency liabilities in foreign currency
	(a) Collateral guarantees on debt falling due	939	47	112	780	961	100	97	764	1018	43	118	857
	within 1 year
	(Principal + Interest) [Non-Government Loans only)
	(b) Other contingent liabilities	0	0	0	0	0	0	0	0	0	0	0	0
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