Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

	2010
	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	746,118	869,018	828,408	932,045	979,398	1,000,579	964,658	980,135	1,005,228	1,020,218	1,124,395	1,327,199
of which those with terms:
2 to 30 days	224,103	254,607	218,752	274,220	277,571	331,713	269,515	292,755	308,889	260,741	369,010	366,697
31 to 90 days	130,249	185,132	214,555	243,832	239,813	216,119	219,738	180,118	185,883	263,077	249,330	294,399
over 91 days	366,881	378,365	361,653	377,902	397,608	418,568	449,925	473,958	471,818	486,079	471,070	616,342
Claims on foreign exchange delivery	1,225,019	1,875,330	1,548,174	1,338,322	2,047,723	1,734,393	1,534,300	1,621,258	1,713,988	1,644,252	1,770,676	2,038,922
of which those with terms:
2 to 30 days	484,566	836,693	826,252	594,184	663,605	789,616	497,924	559,983	727,853	624,098	655,694	839,367
31 to 90 days	338,017	287,140	289,288	331,713	299,424	332,045	379,476	307,837	315,449	347,002	399,126	452,799
over 91 days	370,926	329,331	361,878	363,204	486,569	521,500	574,884	638,496	601,896	618,413	639,594	614,979
Claims on delivery of precious metals	191,537	200,694	205,379	224,164	246,172	243,269	224,950	224,701	237,004	234,741	223,972	232,898
of which those with terms:
2 to 30 days	24,509	11,059	19,418	25,116	23,442	33,607	24,395	32,656	24,312	46,356	23,937	21,428
31 to 90 days	533	16,694	7,859	10,273	16,911	9,016	20,726	12,473	38,750	9,207	14,061	645
over 91 days	1,338	1,324	2,691	4,637	5,650	5,541	4,785	1,532	2,528	457	818	624
Claims on delivery of securities	109,256	89,456	91,558	88,622	93,316	88,023	58,706	47,561	48,602	64,254	81,593	137,736
of which those with terms:
2 to 30 days	19,123	22,111	13,465	18,803	10,587	9,356	22,687	24,061	23,640	13,971	51,617	10,317
31 to 90 days	12,236	1,870	2,541	2,770	2,243	62,031	18,012	2,190	4,546	31,537	5,455	1,989
over 91 days	70,536	54,846	60,582	62,457	72,023	12,424	12,152	13,911	13,322	14,077	15,042	123,580
Liabilities on delivery of ruble-denominated funds	805,504	876,019	915,116	936,848	1,029,360	1,097,870	997,833	1,021,640	1,047,638	1,022,133	1,105,971	1,245,231
of which those with terms:
2 to 30 days	100,291	140,591	145,253	152,238	195,558	286,502	185,818	177,084	214,298	165,793	253,491	240,508
31 to 90 days	159,403	184,915	194,141	207,961	170,855	142,459	129,759	142,319	165,530	184,384	161,371	216,929
over 91 days	382,803	373,078	397,807	376,778	440,260	461,385	492,819	504,777	480,092	488,294	489,101	565,793
Liabilities on foreign exchange delivery	1,367,140	2,041,602	1,611,343	1,505,259	2,184,019	1,799,004	1,640,348	1,705,182	1,785,609	1,782,092	1,914,633	2,149,837
of which those with terms:
2 to 30 days	632,042	962,032	906,272	737,936	742,548	856,013	592,091	696,306	819,857	729,396	809,677	942,048
31 to 90 days	320,810	294,321	301,685	364,472	387,418	442,545	494,707	356,349	371,863	461,711	487,636	482,005
over 91 days	383,282	351,610	330,994	372,921	466,426	448,639	502,640	574,265	552,330	570,704	571,048	600,971
Liabilities on delivery of precious metals	22,892	28,993	30,851	31,575	30,515	34,787	26,201	29,805	33,632	14,512	17,817	17,332
of which those with terms:
2 to 30 days	5,887	6,471	6,073	9,414	7,640	12,890	7,118	10,797	12,100	8,332	10,170	8,514
31 to 90 days	1,347	3,713	570	854	681	433	479	201	950	757	264	3,395
over 91 days	692	696	758	504	0	0	202	234	252	225	502	578
Liabilities on delivery of securities	103,704	128,139	123,441	108,405	119,510	130,357	138,370	142,966	136,253	150,504	173,617	295,959
of which those with terms:
2 to 30 days	22,672	21,850	28,276	16,406	28,313	12,786	23,865	32,446	29,637	40,178	35,708	44,310
31 to 90 days	4,289	13,526	14,292	11,948	2,205	8,260	16,237	7,169	2,057	4,716	18,669	47,388
over 91 days	75,549	85,226	77,487	77,611	80,576	99,042	94,186	95,099	97,434	102,470	109,252	202,307

Updated March 15, 2011.