Table 9.9: Predetermined Short-Term Net Drains on Foreign Currency Assets (nominal value)											(US $ million)
		Jan-26				Dec-25				Jan-25
		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	-8899	-260	-1647	-6992	-8822	-359	-1546	-6917	-7839	-252	-1398	-6189
	Interest	-4170	-159	-681	-3330	-4288	-268	-616	-3404	-4412	-262	-697	-3453
	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(-)	-28145	-10125	-7885	-10135	-30630	-20260	-5975	-4395	-82628	-26045	-25978	-30605
	(b) long positions(+)	650	650	0	0	0	0	0	0	5100	5100	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	875	9	99	767	992	59	109	824	983	9	98	876
	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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