FOREIGN EXCHANGE RESERVES

MANAGEMENT OF NORGES BANK’S FOREIGN EXCHANGE RESERVES Table 3 Fixed income investments by currency at the.. end

MANAGEMENT OF NORGES BANK’S FOREIGN EXCHANGE RESERVES Table 3 Fixed income investments by currency at the.. end

The market value of the foreign exchange reserves was NOK 501.3bn at the end of 2017 Q2, comprising NOK 306.7bn in fixed income investments, NOK 169.4bn in equity investments and

 As a consequence of the foreign exchange reserves’ portfolio rebalancing regime, NOK 21.3bn worth of foreign exchange was transferred from the equity portfolio to the fixed

 Measured in international currency, the return on the foreign exchange reserves, excluding the petroleum buffer portfolio, was negative 2.25 percent.. The return on

MANAGEMENT OF NORGES BANK’S FOREIGN EXCHANGE RESERVES Table 3 Fixed income investments by currency at the.. end

• Expected annual volatility in the value of the foreign exchange reserves – measured in international currency – was 6.1 percent for the equities and long- term fixed

At the end of 2015 Q1, expected relative volatility for equity and long-term fixed income investments was 0.08 percent and 0.12 percent, respectively, while relative volatility