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Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

2000
31.12.99 31.01 29.02 31.03 30.04 31.05 30.06 31.07 31.08 30.09 31.10 30.11
Claims on delivery of ruble-denominated funds 71,618 68,983 69,074 71,621 76,295 79,073 79,585 69,547 65,084 63,635 62,246 61,307
of which those with terms:
2 to 30 days 5,330 1,798 4,164 2,621 2,432 1,551 1,707 1,698 2,438 3,059 1,750 3,124
31 to 90 days 1,188 1,724 449 440 296 411 2,096 2,837 2,595 1,698 2,789 1,251
more than 91 days 1,885 1,272 938 2,405 5,835 5,747 6,351 5,156 4,967 5,011 3,414 7,029
Claims on foreign exchange delivery 337,182 332,869 333,965 319,343 313,721 308,608 304,587 261,095 250,170 242,304 240,529 223,805
of which those with terms:
2 to 30 days 12,300 4,691 8,244 6,286 6,189 3,767 10,516 6,841 13,810 6,077 3,129 4,798
31 to 90 days 1,038 996 1,949 781 792 380 1,191 827 1,938 1,755 1,776 533
more than 91 days 2,703 2,694 1,349 1,379 1,853 1,567 1,851 1,824 611 1,121 1,017 1,073
Claims on delivery of precious metals 6,094 8,907 10,101 10,672 11,259 20,300 20,571 18,919 16,360 14,757 13,442 15,980
of which those with terms:
2 to 30 days 216 725 697 379 276 537 181 293 204 527 1,024 1,188
31 to 90 days 67 64 85 120 106 29 179 392 1,137 1,083 983 372
more than 91 days 773 2,042 2,259 2,278 2,623 3,429 2,864 2,715 718 633 407 213
Claims on delivery of securities 3,609 3,178 4,851 6,397 4,638 2,907 2,817 5,647 5,035 6,457 3,121 5,599
of which those with terms:
2 to 30 days 1,810 1,498 2,121 4,858 3,284 1,787 1,760 3,791 3,374 5,327 1,675 3,919
31 to 90 days 1,129 812 902 144 128 179 209 472 426 151 262 134
more than 91 days 638 668 758 440 511 530 528 311 330 310 674 677
Claims on securities repurchase in reverse REPO operations 3,039 4,506 4,076 2,322 4,684 4,473 3,971 21,011 21,099 18,063 15,340 13,898
of which those with terms:
2 to 30 days 396 547 352 286 797 2,066 1,630 875 673 522 746 1,437
31 to 90 days 240 199 152 53 167 229 163 101 298 214 107 654
more than 91 days 896 860 925 718 943 901 800 823 821 846 838 842
Liabilities on delivery of ruble-denominated fund 89,858 84,019 84,533 86,996 87,010 95,492 93,243 83,922 78,442 75,306 74,198 72,265
of which those with terms:
2 to 30 days 6,116 1,714 2,424 1,637 2,478 1,446 1,293 1,229 2,158 1,699 1,154 2,487
31 to 90 days 1,430 1,148 450 721 465 232 490 818 2,269 2,041 1,992 592
more than 91 days 2,539 3,192 2,516 3,408 5,609 6,375 5,752 4,360 2,564 2,419 1,404 2,415
Liabilities on delivery of foreign exchange 260,831 267,534 269,890 265,890 267,543 258,961 261,178 212,253 203,584 193,797 189,512 176,555
of which those with terms:
2 to 30 days 12,225 4,974 8,543 8,635 8,533 4,039 10,528 6,532 14,010 7,016 3,257 6,359
31 to 90 days 1,811 2,325 1,421 661 687 128 739 649 1,690 1,517 1,758 196
more than 91 days 2,408 1,800 1,505 1,619 2,505 2,465 4,197 3,916 3,105 3,505 3,012 6,608
Liabilities on delivery of precious metals 1,054 1,258 2,660 2,115 8,237 10,570 10,951 10,271 8,397 7,596 6,380 7,522
of which those with terms:
2 to 30 days 463 640 1,671 240 249 189 702 1,088 740 1,416 613 745
31 to 90 days 53 43 113 31 13 263 1,885 2,564 1,229 330 1,407 1,079
more than 91 days 102 153 438 930 4,027 3,946 2,644 1,523 2,068 1,955 774 731
Liabilities on delivery of securities 2,701 3,929 5,325 5,485 2,485 3,055 3,353 6,076 4,509 6,556 4,173 5,225
of which those with terms:
2 to 30 days 733 1,354 2,370 3,618 1,338 1,989 1,546 3,697 2,965 4,865 2,542 3,461
31 to 90 days 35 8 1,354 81 95 336 493 489 967 860 719 402
more than 91 days 1,360 1,360 295 907 309 106 657 664 45 45 86 110
Liabilities on resale of securities in reverse REPO transactions 3,214 4,682 4,213 2,444 4,862 4,647 4,147 21,210 21,292 18,273 15,477 13,967
of which those with terms:
2 to 30 days 388 530 344 282 795 2,066 1,634 875 656 522 747 1,410
31 to 90 days 240 199 148 53 167 229 163 101 298 226 104 654
more than 91 days 1,080 1,054 1,093 845 1,122 1,077 973 1,037 1,032 1,044 971 953
Updated April 12, 2001.