Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

	2011
	31.01	28.02	31.03	30.04	31.05	30.06	31.07	31.08	30.09	31.10	30.11	31.12
Claims on delivery of ruble-denominated funds	1,243,637	1,287,707	1,251,876	1,321,843	1,514,004	1,540,201	1,614,980	1,808,734	1,966,387	2,151,380	1,993,877	2,216,190
of which those with terms:
2 to 30 days	335,160	275,857	246,513	287,618	403,750	357,891	354,281	482,231	533,304	666,587	637,690	722,707
31 to 90 days	209,186	235,339	249,147	276,492	253,304	309,817	328,548	337,547	617,113	518,709	380,456	559,219
over 91 days	675,506	731,482	714,680	742,374	824,184	852,858	886,588	936,655	796,460	943,281	930,456	910,396
Claims on foreign exchange delivery	1,785,225	1,752,247	1,933,920	2,016,578	1,946,397	2,386,084	2,130,041	2,268,391	2,633,769	2,954,662	2,844,896	3,096,997
of which those with terms:
2 to 30 days	648,289	593,843	623,427	677,322	591,492	909,667	610,375	688,644	774,104	1,025,400	985,282	1,111,285
31 to 90 days	377,630	289,875	380,163	372,961	275,493	345,776	370,832	322,687	550,023	544,268	409,376	542,702
over 91 days	688,589	774,338	843,969	867,838	983,815	1,024,541	1,077,183	1,157,535	1,232,349	1,296,911	1,370,516	1,379,143
Claims on delivery of precious metals	224,445	243,541	235,989	273,159	301,093	298,728	291,625	315,336	325,237	330,756	349,993	325,203
of which those with terms:
2 to 30 days	14,573	22,485	16,625	22,447	24,547	18,571	18,284	19,063	32,596	53,438	57,336	36,918
31 to 90 days	8,075	992	942	1,962	3,375	4,397	6,179	10,084	27,433	24,081	31,776	43,913
over 91 days	1,034	6,097	10,286	15,732	22,140	32,937	37,486	46,774	36,321	35,249	28,896	26,430
Claims on delivery of securities	148,348	188,146	166,936	49,481	92,674	65,360	80,349	350,207	58,438	86,367	95,314	46,674
of which those with terms:
2 to 30 days	18,415	34,819	19,581	9,267	45,154	21,664	41,772	26,402	17,048	19,186	56,864	9,557
31 to 90 days	5,364	3,927	3,839	6,428	2,123	11,310	9,453	77	7,538	33,248	7,708	18,263
over 91 days	116,404	140,658	135,897	30,657	33,640	21,275	20,457	317,060	25,649	25,414	22,370	15,156
Liabilities on delivery of ruble-denominated funds	1,236,383	1,412,823	1,421,778	1,401,575	1,473,381	1,519,497	1,538,428	1,898,465	1,750,010	2,169,620	1,968,746	2,074,661
of which those with terms:
2 to 30 days	190,365	220,555	189,511	251,934	267,141	222,904	207,950	277,127	292,607	572,711	476,748	453,831
31 to 90 days	183,705	230,241	221,800	226,426	195,374	198,723	222,639	242,541	368,645	398,564	247,775	377,913
over 91 days	635,710	723,041	761,569	681,237	745,477	833,637	867,649	1,146,178	855,538	995,406	1,024,471	1,023,246
Liabilities on foreign exchange delivery	1,821,586	1,681,064	1,847,855	1,952,397	2,088,882	2,481,408	2,248,223	2,478,148	2,984,836	3,073,865	3,046,208	3,429,981
of which those with terms:
2 to 30 days	731,815	596,445	653,969	663,153	709,085	1,015,929	718,186	828,758	1,015,257	1,083,014	1,132,592	1,351,260
31 to 90 days	395,541	294,240	400,011	416,830	339,355	453,531	482,474	428,374	730,465	685,977	556,024	758,602
over 91 days	658,591	720,831	755,740	808,763	963,132	936,910	985,021	1,119,785	1,196,014	1,251,847	1,292,733	1,272,761
Liabilities on delivery of precious metals	12,348	19,770	27,918	32,400	37,264	49,328	59,763	75,123	61,871	88,816	110,530	63,044
of which those with terms:
2 to 30 days	7,116	6,311	16,710	20,260	28,405	41,623	47,535	63,351	36,958	66,936	83,293	55,376
31 to 90 days	138	1,211	1,521	3,210	236	1,093	2,221	1,056	17,754	953	1,179	2,707
over 91 days	519	264	475	1,087	978	222	428	402	484	409	235	198
Liabilities on delivery of securities	313,531	329,266	259,878	268,965	258,036	253,117	264,386	249,968	168,732	141,460	123,113	99,948
of which those with terms:
2 to 30 days	73,315	100,572	44,682	54,446	62,120	36,818	50,553	49,429	28,556	43,982	52,386	31,772
31 to 90 days	19,687	4,568	13,035	20,138	7,218	20,077	13,255	381	92,896	30,075	24,767	27,950
over 91 days	202,974	212,850	180,276	190,809	180,281	187,244	192,862	198,697	43,710	54,753	40,974	40,067

Updated March 6, 2012.