Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

	2004
	31.01	29.02	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	154,851	179,837	181,210	222,482	247,994	205,724	236,594	263,825	249,797	291,629	255,971	234,355
of which those with terms:
2 to 30 days	51,258	40,686	27,115	55,344	105,938	60,778	43,614	106,809	79,637	97,416	111,481	94,785
31 to 90 days	15,187	12,152	47,829	58,738	13,902	41,135	68,754	62,622	89,691	79,481	24,466	40,817
more than 91 days	52,786	91,846	61,964	72,441	69,943	71,835	90,215	66,413	52,480	86,424	91,939	59,979
Claims on foreign exchange delivery	217,596	198,207	217,864	216,784	421,461	234,512	238,318	240,786	239,505	286,624	318,777	494,555
of which those with terms:
2 to 30 days	100,620	84,857	68,433	67,891	113,348	61,929	70,455	63,828	80,548	82,138	120,000	190,612
31 to 90 days	23,837	19,927	32,395	30,876	20,740	40,525	63,644	39,203	30,346	61,664	60,243	126,986
more than 91 days	57,073	60,472	60,343	74,856	75,301	91,772	63,314	71,981	93,782	110,032	104,798	128,505
Claims on delivery of precious metals	59,186	60,782	63,376	60,399	62,168	56,239	51,878	49,833	49,500	50,392	51,819	53,266
of which those with terms:
2 to 30 days	1,975	2,513	2,695	1,770	5,291	1,774	1,638	829	1,858	3,031	4,536	1,767
31 to 90 days	972	854	1,683	3,152	402	313	212	4,338	4,373	4,470	1,744	1,765
more than 91 days	3,492	5,603	6,386	5,960	5,283	4,907	4,901	2,009	1,818	1,079	866	2,423
Claims on delivery of securities	53,879	37,827	34,396	49,402	54,351	46,792	40,214	41,517	51,272	48,756	40,682	18,186
of which those with terms:
2 to 30 days	31,351	24,653	17,456	20,877	29,381	19,571	14,011	24,218	10,901	32,899	29,800	7,198
31 to 90 days	7,619	904	9,628	10,670	2,170	2,817	13,805	4,164	6,150	5,732	447	5,875
more than 91 days	9,416	10,348	1,667	11,943	12,376	14,428	4,518	3,594	4,496	5,354	2,413	3,356
Claims on reverse repurchase of securities	48,334	57,431	55,229	43,710	68,561	66,482	77,643	87,779	34,199	34,884	43,019	49,403
of which those with terms:
2 to 30 days	25,007	39,532	24,598	15,903	16,648	31,976	28,152	25,200	21,456	26,743	28,512	29,020
31 to 90 days	19,436	10,273	5,192	12,252	11,482	7,824	11,519	9,711	7,687	5,564	7,104	12,441
more than 91 days	3,718	6,475	6,705	935	2,812	5,759	4,990	4,955	1,240	1,983	2,867	6,444
Claims for reverse repurchase of securities	28,036	35,033	35,264	34,598	41,623	45,986	48,390	50,550	59,472	65,327	63,577	67,058
of which those with terms:
2 to 30 days	22,104	26,103	27,459	29,774	29,419	29,647	32,456	29,258	41,608	45,671	44,800	51,015
31 to 90 days	3,255	5,381	3,765	1,313	4,122	5,183	8,821	9,213	7,792	7,157	9,685	10,916
more than 91 days	2,155	2,298	1,134	1,447	3,673	7,029	5,651	6,284	5,151	9,114	2,852	3,261
Liabilities on delivery of ruble-denominated fund	123,098	122,313	114,251	135,661	163,510	131,311	122,792	125,749	140,638	213,557	204,570	265,088
of which those with terms:
2 to 30 days	28,190	32,893	20,974	21,255	30,773	23,959	14,865	36,565	20,199	58,981	64,658	93,598
31 to 90 days	18,443	8,281	13,778	19,039	11,704	18,012	30,320	14,514	22,128	51,451	33,342	60,952
more than 91 days	11,484	17,201	19,131	33,017	36,034	33,033	21,850	25,139	37,203	52,140	55,468	52,434
Liabilities on foreign exchange delivery	203,298	183,488	204,638	228,737	429,041	235,128	247,727	265,285	263,204	240,896	269,954	423,899
of which those with terms:
2 to 30 days	99,997	81,533	55,664	93,269	147,395	81,487	91,783	109,109	112,939	77,914	130,161	175,197
31 to 90 days	18,471	19,619	37,677	42,288	23,744	41,750	63,433	47,275	43,526	61,494	48,858	107,561
more than 91 days	65,971	68,321	60,762	68,893	64,803	91,813	68,636	68,675	91,592	92,076	79,208	114,126
Liabilities on delivery of precious metals	38,449	39,976	45,529	41,943	42,793	41,020	40,563	43,492	38,476	38,707	38,929	46,011
of which those with terms:
2 to 30 days	1,807	2,765	4,858	4,046	8,117	7,428	4,776	8,150	4,790	7,574	6,886	7,904
31 to 90 days	5,107	4,536	3,788	5,226	3,052	3,643	5,701	4,867	6,350	4,238	3,276	1,854
more than 91 days	4,350	5,274	7,676	7,255	5,522	4,498	2,818	1,709	1,473	1,702	3,033	5,175
Liabilities on delivery of securities	100,500	110,607	114,720	123,445	129,053	117,140	135,072	135,598	123,626	162,562	132,013	49,888
of which those with terms:
2 to 30 days	55,988	34,728	32,326	27,232	65,789	37,096	19,708	38,176	36,401	70,907	65,282	17,784
31 to 90 days	4,846	1,511	38,105	37,283	1,737	22,598	47,245	43,724	59,977	34,271	3,004	4,503
more than 91 days	36,447	72,669	38,678	51,527	51,955	51,379	65,325	45,233	20,963	54,145	59,762	26,213
Liabilities for reverse repurchase of securities	43,300	51,530	52,587	41,377	65,730	62,420	74,579	80,640	31,143	32,483	40,592	47,309
of which those with terms:
2 to 30 days	23,618	36,521	22,229	15,102	14,846	30,018	27,210	21,788	18,934	24,896	26,539	27,074
31 to 90 days	15,832	7,401	5,107	11,360	11,102	7,342	9,575	7,412	7,326	5,053	6,860	14,092
more than 91 days	3,718	6,475	6,666	917	2,791	4,098	4,854	3,423	1,249	1,966	2,848	4,726
Obligations on reverse repurchase of securities	34,612	42,023	42,251	39,088	46,603	53,276	54,624	59,454	71,021	75,851	72,595	75,582
of which those with terms:
2 to 30 days	25,893	28,620	30,706	33,779	32,229	33,444	35,234	33,280	48,460	53,674	50,342	56,362
31 to 90 days	5,565	9,362	7,394	1,582	3,949	5,408	11,331	12,036	12,177	8,669	11,099	12,125
more than 91 days	2,548	2,691	1,131	1,490	3,630	10,043	6,461	7,554	5,252	9,936	4,592	5,061

Updated March 24, 2005.