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Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

2002
31.01 28.02 31.03 30.04 31.05 30.06 31.07 31.08 30.09 31.10 30.11 31.121
Claims on delivery of ruble-denominated funds 34,049 32,710 35,642 36,942 38,424 39,802 39,042 45,313 36,645 38,839 48,900 81,978
of which those with terms:
2 to 30 days 5,773 6,234 6,086 4,913 7,404 7,051 5,580 16,034 5,304 9,026 11,345 46,696
31 to 90 days 1,851 2,256 3,910 4,132 2,789 3,375 6,258 3,321 5,435 4,492 4,412 3,445
more than 91 days 7,301 5,959 6,053 7,571 7,140 7,144 5,970 4,405 2,538 3,300 2,563 5,816
Claims on foreign exchange delivery 131,554 104,100 194,456 120,558 132,560 130,038 140,794 197,790 143,977 159,498 132,771 208,459
of which those with terms:
2 to 30 days 38,761 13,023 87,146 16,754 36,315 28,640 23,769 63,866 32,267 52,035 23,652 117,513
31 to 90 days 1,967 1,698 2,439 2,510 5,531 6,294 21,213 14,732 6,343 6,252 4,437 4,933
more than 91 days 3,167 2,933 4,031 3,314 3,340 7,507 7,707 16,363 11,504 12,968 9,623 15,045
Claims on delivery of precious metals 26,620 31,531 34,974 34,768 36,812 35,394 30,849 27,910 25,527 25,411 27,624 30,061
of which those with terms:
2 to 30 days 622 483 2,424 109 889 747 480 806 483 388 1,028 1,989
31 to 90 days 233 275 195 842 1,146 885 1,071 1,362 3,261 3,230 2,330 196
more than 91 days 1,532 2,963 3,983 4,111 3,809 3,841 3,837 3,165 460 150 59 377
Claims on delivery of securities 24,912 20,557 13,802 6,532 19,431 30,534 25,494 14,941 26,750 54,606 27,255 25,540
of which those with terms:
2 to 30 days 19,125 13,490 8,353 3,201 13,277 19,269 15,722 8,306 19,103 44,055 18,151 12,016
31 to 90 days 3,377 136 578 463 206 381 712 1,973 270 519 105 4,350
more than 91 days 547 1,252 1,031 790 3,394 3,215 4,169 3,516 3,409 3,348 3,414 3,867
Claims on reverse repurchase of securities 7,093 5,976 7,222 11,267 12,165 12,784 8,031 7,004 10,686 14,189 17,818 36,419
of which those with terms:
2 to 30 days 4,143 3,675 2,973 7,800 5,497 7,730 6,768 4,493 5,929 8,343 7,608 24,181
31 to 90 days 1,978 506 1,042 1,809 3,846 2,336 796 1,914 2,264 5,442 4,233 5,348
more than 91 days 228 1,137 3,161 1,182 2,489 2,291 266 361 727 241 5,389 6,265
Claims for reverse repurchase of securities 5,288 4,292 4,499 6,561 7,510 9,268 7,045 7,302 10,983 13,838 13,721 13,840
of which those with terms:
2 to 30 days 3,414 1,922 2,293 2,893 4,249 4,784 4,898 4,534 6,448 10,596 10,330 8,054
31 to 90 days 293 692 794 484 457 705 929 1,047 2,318 895 1,069 1,579
more than 91 days 1,192 1,551 1,100 2,941 2,604 2,696 874 1,382 1,222 1,703 1,800 3,557
Liabilities on delivery of ruble-denominated fund 49,310 51,836 53,727 54,217 55,984 61,858 53,468 56,715 46,610 47,563 55,552 76,722
of which those with terms:
2 to 30 days 3,656 3,951 4,160 3,563 3,138 3,678 2,731 10,126 3,420 5,801 5,723 30,863
31 to 90 days 1,625 748 1,131 1,565 4,308 5,787 5,711 4,196 3,297 4,010 2,744 3,271
more than 91 days 4,955 4,697 7,295 8,805 6,290 3,368 4,092 2,888 538 273 494 940
Liabilities on foreign exchange delivery 78,134 64,403 148,707 77,699 91,529 75,318 97,526 146,225 96,008 120,842 97,829 198,613
of which those with terms:
2 to 30 days 20,391 15,116 83,726 16,317 41,769 26,374 27,207 61,182 37,333 60,423 29,107 132,328
31 to 90 days 3,893 2,534 2,519 3,087 4,125 4,202 21,296 14,075 2,721 1,784 5,381 7,951
more than 91 days 5,960 4,923 7,227 6,603 4,667 4,283 4,956 13,115 12,531 14,682 11,056 11,555
Liabilities on delivery of precious metals 15,681 17,827 20,762 20,703 21,583 20,580 16,894 19,761 16,240 16,719 16,568 19,289
of which those with terms:
2 to 30 days 1,763 2,635 3,096 1,148 2,375 1,798 954 4,606 1,066 876 2,113 2,695
31 to 90 days 1,344 296 2,418 2,370 882 774 1,115 2,678 3,386 3,554 2,389 627
more than 91 days 3,691 4,066 3,288 4,715 7,040 6,338 4,928 3,243 1,737 1,633 976 3,397
Liabilities on delivery of securities 41,516 17,092 16,780 6,099 18,255 36,206 27,537 22,364 33,129 52,549 25,414 22,576
of which those with terms:
2 to 30 days 38,245 11,246 13,005 4,067 10,819 23,893 14,784 13,033 15,793 38,913 17,591 11,436
31 to 90 days 384 919 1,063 883 462 339 1,222 666 5,915 5,364 877 598
more than 91 days 708 704 115 130 2,823 7,783 7,572 7,610 2,832 2,863 2,961 9,138
Liabilities for reverse repurchase of securities 7,356 6,362 7,200 11,185 12,290 13,264 8,021 7,256 9,543 11,629 14,298 31,274
of which those with terms:
2 to 30 days 4,138 3,673 2,740 7,736 5,403 7,630 6,759 4,743 5,564 7,292 7,298 22,259
31 to 90 days 1,978 506 1,042 1,703 3,885 2,555 795 1,913 1,545 3,954 2,763 4,131
more than 91 days 460 1,371 3,149 1,269 2,666 2,650 266 361 745 241 3,690 4,360
Obligations on reverse repurchase of securities 5,022 3,904 4,508 6,960 8,113 9,796 7,760 7,818 12,473 16,564 17,875 17,945
of which those with terms:
2 to 30 days 3,419 1,768 2,524 2,897 4,369 5,098 5,218 4,673 6,537 11,649 11,518 9,820
31 to 90 days 294 692 794 483 490 804 1,294 1,412 3,647 2,532 2,579 1,693
more than 91 days 960 1,317 1,100 3,330 3,049 2,962 874 1,382 1,222 1,703 3,245 5,667
1 Provisional data.
Updated March 17, 2003.