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Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

2001
31.12.00 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 57,773 58,436 57,301 61,201 63,291 57,742 56,419 57,844 58,987 41,698 41,501 45,858 34,198
of which those with terms:
2 to 30 days 3,361 2,133 2,500 2,487 4,438 5,421 6,951 8,804 12,362 4,883 4,249 5,656 6,633
31 to 90 days 419 520 696 5,761 5,280 2,601 3,041 2,329 2,734 5,588 5,963 5,735 1,309
more than 91 days 6,806 6,583 6,606 1,572 2,318 2,290 4,354 5,545 5,943 2,551 2,268 4,382 6,994
Claims on foreign exchange delivery 218,600 218,572 215,119 218,534 237,086 226,020 223,363 213,981 247,334 183,020 181,646 186,371 151,265
of which those with terms:
2 to 30 days 4,638 5,185 5,406 8,602 10,452 10,666 14,752 14,159 41,406 11,449 8,659 11,754 52,381
31 to 90 days 524 128 167 245 881 2,361 4,534 1,837 1,580 1,865 3,250 2,562 1,254
more than 91 days 969 1,023 993 1,433 1,392 1,186 457 787 769 694 1,891 2,138 2,341
Claims on delivery of precious metals 15,523 19,137 21,875 23,410 25,295 27,858 25,990 23,676 21,544 20,091 18,135 19,348 22,389
of which those with terms:
2 to 30 days 346 302 495 166 196 1,077 314 443 410 270 593 326 1,115
31 to 90 days 458 445 249 2 2 12 27 260 37 669 1,168 876 282
more than 91 days 214 332 1,803 2,255 2,449 2,620 2,344 2,223 2,150 1,409 741 710 1,885
Claims on delivery of securities 5,419 6,781 12,343 12,811 11,106 13,685 14,809 7,283 10,855 12,669 8,582 9,745 12,506
of which those with terms:
2 to 30 days 3,630 4,153 9,522 10,222 7,892 10,440 13,162 6,094 9,665 9,427 6,573 7,220 5,903
31 to 90 days 273 1,096 254 95 1,513 82 285 112 863 893 279 560 5,454
more than 91 days 737 256 1,056 1,003 1,031 231 230 215 197 245 248 208 311
Claims on securities repurchase in reverse REPO operations 26,288 22,484 21,925 29,960 26,762 19,967 32,645 25,666 21,891 17,057 12,329 6,356 7,294
of which those with terms:
2 to 30 days 1,397 1,379 904 2,051 2,552 3,258 1,811 2,670 1,614 2,097 2,415 2,752 4,794
31 to 90 days 398 376 665 632 761 280 1,413 302 197 184 332 1,957 2,091
more than 91 days 853 850 845 835 765 869 902 1,131 2,159 2,056 2,229 1,055 388
Liabilities on delivery of ruble-denominated fund 70,822 73,053 79,452 77,191 87,967 86,014 81,306 78,531 75,396 60,781 58,248 61,605 47,353
of which those with terms:
2 to 30 days 3,345 1,959 7,462 3,188 7,326 6,517 5,121 7,801 11,330 3,946 2,749 4,727 4,738
31 to 90 days 758 985 343 131 1,447 1,349 2,630 1,777 1,255 2,247 3,080 2,112 2,205
more than 91 days 2,722 1,958 3,317 2,976 3,589 3,853 3,391 4,060 3,474 2,470 1,885 2,475 5,320
Liabilities on delivery of foreign exchange 170,581 169,310 165,327 167,765 181,903 167,477 159,253 155,205 191,593 116,951 116,272 121,115 96,046
of which those with terms:
2 to 30 days 4,807 4,946 5,423 10,181 11,293 13,572 16,039 12,449 42,072 11,858 8,675 10,655 29,239
31 to 90 days 474 862 164 3,515 3,656 2,131 2,849 1,537 2,928 5,150 4,916 4,655 4,849
more than 91 days 6,835 6,382 7,108 2,326 2,025 1,445 3,192 4,587 4,264 1,723 3,269 4,229 5,394
Liabilities on delivery of precious metals 5,712 8,365 8,836 9,690 10,766 12,877 12,289 13,404 11,546 11,830 10,816 12,303 14,751
of which those with terms:
2 to 30 days 613 827 753 374 432 2,624 1,352 2,664 1,380 2,423 1,906 1,754 3,247
31 to 90 days 58 62 592 1,050 1,115 149 1,065 922 952 1,256 1,250 919 140
more than 91 days 273 526 689 723 1,248 1,063 1,186 1,633 1,467 625 448 1,933 3,321
Liabilities on delivery of securities 4,385 6,219 5,499 14,467 6,405 8,120 15,207 7,670 10,603 10,746 8,891 11,165 30,666
of which those with terms:
2 to 30 days 3,212 4,107 4,182 7,659 3,755 4,878 12,426 6,424 9,107 7,607 6,671 7,907 28,663
31 to 90 days 401 185 164 1,436 1,594 1,524 1,179 152 95 227 1,200 1,870 883
more than 91 days 86 34 43 27 104 122 71 34 1,105 1,135 208 206 605
Liabilities on resale of securities in reverse REPO transactions 26,385 22,550 22,087 30,062 26,812 19,981 32,734 25,712 21,942 17,255 12,647 6,630 7,518
of which those with terms:
2 to 30 days 1,386 1,353 893 2,051 2,541 3,015 1,811 2,670 1,614 2,097 2,476 2,752 4,535
31 to 90 days 400 376 665 632 724 280 1,413 302 197 184 394 2,045 2,436
more than 91 days 961 963 952 936 863 959 991 1,213 2,233 2,254 2,421 1,240 525
Updated March 20, 2002.