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Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

2003
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 64,096 106,877 119,139 156,026 139,136 148,747 141,966 165,817 122,120 127,438 152,438 127,541
of which those with terms:
2 to 30 days 26,694 65,780 79,263 113,258 67,901 27,854 23,760 67,576 21,091 26,735 78,998 49,474
31 to 90 days 2,591 3,326 4,039 4,749 12,207 26,714 27,767 9,101 47,144 53,095 12,832 10,738
more than 91 days 8,397 11,449 11,752 13,320 31,690 70,201 67,151 67,097 31,413 28,923 31,517 33,409
Claims on foreign exchange delivery 118,718 117,334 124,143 193,760 191,146 192,600 185,613 342,017 199,763 193,292 196,892 246,027
of which those with terms:
2 to 30 days 55,689 46,253 42,201 81,598 73,082 68,612 71,534 186,047 75,608 81,765 68,098 98,879
31 to 90 days 6,352 8,115 4,045 5,709 7,262 8,916 9,466 21,686 35,189 15,976 30,614 30,608
more than 91 days 15,531 18,366 39,873 46,903 62,409 67,583 64,455 62,937 56,653 59,200 56,355 56,418
Claims on delivery of precious metals 38,233 41,034 37,242 39,573 42,053 37,724 35,273 32,248 30,457 29,643 34,010 40,861
of which those with terms:
2 to 30 days 1,032 1,886 701 1,078 1,106 1,506 1,719 1,433 971 1,865 3,183 3,670
31 to 90 days 2,172 73 264 230 413 875 441 1,178 2,850 3,289 2,479 1,308
more than 91 days 581 2,892 2,391 2,963 3,064 2,133 2,235 1,872 1,054 904 2,946 3,442
Claims on delivery of securities 42,757 41,945 32,518 40,046 50,073 52,291 47,786 45,478 46,670 54,703 46,882 33,700
of which those with terms:
2 to 30 days 28,020 24,722 18,691 23,902 29,540 18,183 27,219 31,729 26,411 32,164 29,625 10,932
31 to 90 days 4,688 4,167 3,351 353 3,177 683 1,123 1,861 4,125 6,251 1,517 7,562
more than 91 days 599 493 481 9,839 9,628 9,797 9,658 8,222 6,212 8,047 9,107 9,626
Claims on reverse repurchase of securities 28,256 31,630 30,169 31,573 41,407 50,748 55,787 51,678 77,600 74,815 55,824 62,766
of which those with terms:
2 to 30 days 15,434 18,708 17,699 22,578 23,348 28,210 29,138 31,028 47,203 54,741 27,802 39,501
31 to 90 days 7,568 8,471 5,522 2,496 6,687 7,332 7,367 10,856 1,093 5,737 13,366 19,810
more than 91 days 3,378 4,023 6,444 5,869 10,683 3,870 10,556 9,372 18,901 12,750 12,702 2,343
Claims for reverse repurchase of securities 14,401 18,799 18,698 25,826 28,892 30,215 32,289 30,854 33,028 34,259 29,756 34,888
of which those with terms:
2 to 30 days 7,466 11,489 11,329 16,436 20,848 22,867 21,908 22,376 24,728 27,929 23,880 26,919
31 to 90 days 3,245 4,523 3,194 4,928 3,668 4,047 6,175 4,932 4,901 3,605 3,310 4,256
more than 91 days 2,724 2,004 3,491 3,986 3,159 1,942 2,447 1,817 1,630 1,366 1,483 2,277
Liabilities on delivery of ruble-denominated fund 57,290 62,447 60,223 71,439 68,789 64,154 65,108 80,364 52,583 58,116 77,684 106,724
of which those with terms:
2 to 30 days 8,126 6,827 9,602 13,108 11,723 11,108 14,354 35,475 10,012 15,635 16,184 32,003
31 to 90 days 5,261 4,313 2,799 3,727 3,845 5,183 5,693 5,142 7,555 6,968 13,701 19,141
more than 91 days 1,883 6,125 6,232 7,365 7,132 7,297 6,683 5,943 4,850 5,630 7,719 10,726
Liabilities on foreign exchange delivery 105,663 92,262 100,765 175,677 177,345 173,254 165,193 328,317 192,674 189,250 205,844 240,756
of which those with terms:
2 to 30 days 59,116 42,762 36,809 78,326 67,704 59,691 67,606 186,253 73,738 80,659 80,971 97,262
31 to 90 days 5,487 7,506 5,000 6,293 8,894 8,039 9,779 22,300 34,636 16,675 27,095 27,741
more than 91 days 12,350 14,586 35,595 50,403 65,341 70,321 64,677 63,760 61,637 67,225 66,115 65,671
Liabilities on delivery of precious metals 21,201 24,797 22,900 24,555 26,501 25,296 27,100 27,683 22,495 19,412 20,282 27,383
of which those with terms:
2 to 30 days 1,469 1,636 486 2,567 1,852 3,122 5,200 7,742 1,879 3,293 3,126 5,826
31 to 90 days 666 584 574 414 906 754 776 1,105 2,447 4,587 4,336 978
more than 91 days 4,295 5,886 6,122 6,219 6,442 5,859 6,050 5,280 4,895 1,812 2,358 5,395
Liabilities on delivery of securities 57,112 106,864 110,357 140,390 133,740 145,691 132,059 127,428 111,179 117,928 105,132 53,565
of which those with terms:
2 to 30 days 42,192 87,566 94,007 125,534 90,448 41,087 37,005 57,603 38,770 44,118 78,566 31,002
31 to 90 days 4,382 3,428 3,313 771 11,443 22,109 22,350 5,692 45,239 49,435 3,197 700
more than 91 days 6,771 6,642 6,605 9,165 27,702 62,695 62,559 61,321 20,773 19,943 20,311 18,666
Liabilities for reverse repurchase of securities 23,883 27,251 27,926 29,484 37,081 47,206 51,113 46,885 74,012 70,882 51,376 58,324
of which those with terms:
2 to 30 days 13,876 16,176 15,642 21,574 21,475 28,226 27,427 28,442 44,332 52,218 25,643 38,689
31 to 90 days 4,856 6,822 5,511 1,768 6,058 7,313 5,683 8,661 867 5,304 12,192 17,655
more than 91 days 3,431 3,859 6,278 5,793 8,905 2,663 9,584 9,372 18,667 11,915 11,623 853
Obligations on reverse repurchase of securities 18,101 23,649 22,993 31,235 35,504 35,771 37,217 38,897 41,305 41,105 36,065 50,294
of which those with terms:
2 to 30 days 7,727 11,891 12,958 18,996 24,056 24,063 23,802 25,682 27,595 32,775 27,634 39,711
31 to 90 days 6,232 8,680 5,656 7,572 5,076 4,054 8,062 9,836 8,877 5,553 4,645 4,992
more than 91 days 3,184 2,263 3,677 4,175 4,834 3,437 3,550 1,351 2,776 1,386 1,488 4,012
Updated March 9, 2004.