Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

	2012
	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	1,957,385	2,001,411	2,004,375	2,160,238	2,351,378	2,218,268	2,177,707	2,259,303	2,304,331	2,271,190	2,295,529	2,471,101
of which those with terms:
2 to 30 days	554,318	573,075	436,284	559,651	653,890	512,785	513,770	657,986	453,457	438,501	660,415	783,840
31 to 90 days	392,064	341,126	479,617	519,560	467,431	528,115	479,219	426,861	522,756	507,553	308,068	427,685
over 91 days	982,722	1,041,052	1,063,327	1,049,273	1,169,076	1,153,922	1,148,519	1,160,163	1,296,532	1,282,807	1,284,292	1,215,556
Claims on foreign exchange delivery	2,349,015	2,451,104	2,320,708	2,643,672	2,734,328	2,703,148	2,737,358	3,291,980	2,801,256	2,755,467	2,927,142	3,583,742
of which those with terms:
2 to 30 days	679,500	809,371	608,400	729,326	873,060	733,420	713,560	1,230,740	722,035	648,368	691,832	1,264,800
31 to 90 days	431,081	356,305	477,574	538,788	432,485	486,748	501,005	428,313	478,163	399,404	417,020	529,633
over 91 days	1,172,586	1,200,185	1,176,078	1,136,164	1,322,894	1,392,520	1,424,828	1,458,665	1,520,078	1,644,470	1,750,067	1,747,013
Claims on delivery of precious metals	401,707	410,295	349,836	393,105	400,999	364,852	361,357	424,919	350,432	260,459	273,696	253,196
of which those with terms:
2 to 30 days	60,462	42,576	16,558	14,535	47,423	8,067	11,517	89,519	11,399	21,208	12,286	21,584
31 to 90 days	40,623	14,835	16,151	13,030	6,946	8,503	10,915	22,133	22,491	15,480	23,567	25,575
over 91 days	28,637	33,146	31,077	40,210	42,393	48,902	50,226	44,774	51,776	51,871	61,109	50,413
Claims on delivery of securities	76,180	130,383	97,180	96,824	93,728	71,806	114,693	109,834	105,709	81,381	107,078	87,581
of which those with terms:
2 to 30 days	20,250	77,462	38,013	44,664	40,100	29,977	67,883	86,895	82,483	51,053	84,120	43,002
31 to 90 days	29,798	9,817	18,141	12,282	12,852	23,090	25,271	3,178	3,593	9,137	606	15,652
over 91 days	20,194	36,480	35,538	35,964	26,324	15,351	14,950	16,986	15,167	15,055	17,075	24,058
Liabilities on delivery of ruble-denominated funds	1,842,868	2,001,578	1,995,610	2,077,193	2,204,526	2,162,315	2,188,714	2,352,352	2,274,306	2,223,731	2,390,164	2,725,734
of which those with terms:
2 to 30 days	237,048	345,801	250,714	312,548	392,967	350,940	346,127	613,167	423,088	404,151	410,023	631,916
31 to 90 days	315,086	234,706	345,849	396,547	359,137	413,005	427,776	350,641	382,420	300,122	338,898	456,193
over 91 days	1,025,440	1,094,913	1,106,978	1,061,381	1,120,768	1,097,601	1,127,085	1,128,204	1,210,926	1,332,178	1,433,459	1,460,165
Liabilities on foreign exchange delivery	2,630,858	2,657,989	2,543,263	2,924,315	3,073,332	2,905,337	2,885,828	3,372,169	2,890,927	2,836,138	2,827,909	3,435,427
of which those with terms:
2 to 30 days	923,495	975,170	724,118	911,129	1,033,383	763,069	806,402	1,195,281	624,292	605,424	780,633	1,363,073
31 to 90 days	537,998	459,595	598,042	635,597	550,443	608,577	545,166	514,687	626,172	600,440	408,714	510,012
over 91 days	1,134,962	1,156,655	1,171,928	1,177,334	1,406,634	1,486,825	1,479,321	1,499,556	1,609,501	1,594,186	1,612,621	1,517,777
Liabilities on delivery of precious metals	130,455	132,485	87,457	151,438	136,608	162,329	163,914	185,667	223,503	162,322	206,495	104,746
of which those with terms:
2 to 30 days	94,584	96,675	67,470	68,963	92,438	111,953	109,898	171,705	153,640	109,201	148,891	79,567
31 to 90 days	946	423	487	1,562	452	1,067	2,457	684	4,938	3,211	657	1,252
over 91 days	376	378	354	122	126	1,344	2,533	8,776	12,142	17,984	20,864	20,041
Liabilities on delivery of securities	140,773	171,693	142,535	135,422	168,507	118,073	130,223	146,908	136,459	131,146	169,906	141,913
of which those with terms:
2 to 30 days	48,386	71,598	57,024	56,545	101,347	59,680	42,948	83,321	67,027	44,683	103,950	47,302
31 to 90 days	31,617	23,160	44,148	45,692	12,173	24,596	37,612	14,731	10,721	25,292	1,688	33,938
over 91 days	44,189	65,578	32,860	25,959	36,463	28,233	29,359	39,937	46,566	45,682	49,662	48,717
Claims on delivery of ruble-denominated derivatives	15,407	16,004	16,306	15,822	16,421	15,752	18,743	17,739	17,425	20,268	31,602	4,085
of which those with terms:
2 to 30 days	416	446	993	96	1,105	512	385	564	368	889	1,446	194
31 to 90 days	1,366	1,089	1,273	1,973	1,224	1,212	691	971	1,916	1,258	819	544
over 91 days	13,597	14,469	14,014	13,744	14,090	14,007	17,457	16,127	15,085	17,795	18,596	828
Claims on delivery of foreign currency-denominated derivatives	22,594	22,145	23,862	24,770	28,866	27,766	27,632	27,228	36,653	38,340	43,481	2,182
of which those with terms:
2 to 30 days	731	549	1,300	177	1,101	560	582	472	384	882	1,358	371
31 to 90 days	1,336	1,111	1,398	1,880	2,060	1,968	632	1,066	1,526	1,149	635	561
over 91 days	20,528	20,485	21,165	22,713	25,701	25,227	26,242	25,691	34,737	36,150	41,487	1,245
Liabilities on delivery of ruble-denominated derivatives	19,674	20,573	22,364	21,606	21,810	20,204	24,195	23,956	23,764	31,164	42,036	3,846
of which those with terms:
2 to 30 days	400	436	918	46	751	502	312	551	391	775	1,139	193
31 to 90 days	1,222	965	1,188	1,580	1,141	1,014	574	969	1,717	1,015	774	518
over 91 days	18,044	19,172	20,256	19,980	19,906	18,659	23,099	22,350	21,576	29,053	29,489	915
Liabilities on delivery of foreign currency-denominated derivatives	14,442	14,158	14,550	14,296	17,262	17,460	15,902	15,726	25,085	26,265	31,082	2,178
of which those with terms:
2 to 30 days	732	453	1,248	191	1,023	1,071	284	536	304	887	1,291	788
31 to 90 days	1,246	1,209	1,109	1,726	1,565	1,620	652	1,012	1,537	1,408	904	622
over 91 days	12,464	12,495	12,193	12,378	14,674	14,764	14,776	14,172	23,245	23,810	28,887	768

Updated March 5, 2013.