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Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

2004
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 154,851 179,837 181,210 222,482 247,994 205,724 236,594 263,825 249,797 291,629 255,971 234,355
of which those with terms:
2 to 30 days 51,258 40,686 27,115 55,344 105,938 60,778 43,614 106,809 79,637 97,416 111,481 94,785
31 to 90 days 15,187 12,152 47,829 58,738 13,902 41,135 68,754 62,622 89,691 79,481 24,466 40,817
more than 91 days 52,786 91,846 61,964 72,441 69,943 71,835 90,215 66,413 52,480 86,424 91,939 59,979
Claims on foreign exchange delivery 217,596 198,207 217,864 216,784 421,461 234,512 238,318 240,786 239,505 286,624 318,777 494,555
of which those with terms:
2 to 30 days 100,620 84,857 68,433 67,891 113,348 61,929 70,455 63,828 80,548 82,138 120,000 190,612
31 to 90 days 23,837 19,927 32,395 30,876 20,740 40,525 63,644 39,203 30,346 61,664 60,243 126,986
more than 91 days 57,073 60,472 60,343 74,856 75,301 91,772 63,314 71,981 93,782 110,032 104,798 128,505
Claims on delivery of precious metals 59,186 60,782 63,376 60,399 62,168 56,239 51,878 49,833 49,500 50,392 51,819 53,266
of which those with terms:
2 to 30 days 1,975 2,513 2,695 1,770 5,291 1,774 1,638 829 1,858 3,031 4,536 1,767
31 to 90 days 972 854 1,683 3,152 402 313 212 4,338 4,373 4,470 1,744 1,765
more than 91 days 3,492 5,603 6,386 5,960 5,283 4,907 4,901 2,009 1,818 1,079 866 2,423
Claims on delivery of securities 53,879 37,827 34,396 49,402 54,351 46,792 40,214 41,517 51,272 48,756 40,682 18,186
of which those with terms:
2 to 30 days 31,351 24,653 17,456 20,877 29,381 19,571 14,011 24,218 10,901 32,899 29,800 7,198
31 to 90 days 7,619 904 9,628 10,670 2,170 2,817 13,805 4,164 6,150 5,732 447 5,875
more than 91 days 9,416 10,348 1,667 11,943 12,376 14,428 4,518 3,594 4,496 5,354 2,413 3,356
Claims on reverse repurchase of securities 48,334 57,431 55,229 43,710 68,561 66,482 77,643 87,779 34,199 34,884 43,019 49,403
of which those with terms:
2 to 30 days 25,007 39,532 24,598 15,903 16,648 31,976 28,152 25,200 21,456 26,743 28,512 29,020
31 to 90 days 19,436 10,273 5,192 12,252 11,482 7,824 11,519 9,711 7,687 5,564 7,104 12,441
more than 91 days 3,718 6,475 6,705 935 2,812 5,759 4,990 4,955 1,240 1,983 2,867 6,444
Claims for reverse repurchase of securities 28,036 35,033 35,264 34,598 41,623 45,986 48,390 50,550 59,472 65,327 63,577 67,058
of which those with terms:
2 to 30 days 22,104 26,103 27,459 29,774 29,419 29,647 32,456 29,258 41,608 45,671 44,800 51,015
31 to 90 days 3,255 5,381 3,765 1,313 4,122 5,183 8,821 9,213 7,792 7,157 9,685 10,916
more than 91 days 2,155 2,298 1,134 1,447 3,673 7,029 5,651 6,284 5,151 9,114 2,852 3,261
Liabilities on delivery of ruble-denominated fund 123,098 122,313 114,251 135,661 163,510 131,311 122,792 125,749 140,638 213,557 204,570 265,088
of which those with terms:
2 to 30 days 28,190 32,893 20,974 21,255 30,773 23,959 14,865 36,565 20,199 58,981 64,658 93,598
31 to 90 days 18,443 8,281 13,778 19,039 11,704 18,012 30,320 14,514 22,128 51,451 33,342 60,952
more than 91 days 11,484 17,201 19,131 33,017 36,034 33,033 21,850 25,139 37,203 52,140 55,468 52,434
Liabilities on foreign exchange delivery 203,298 183,488 204,638 228,737 429,041 235,128 247,727 265,285 263,204 240,896 269,954 423,899
of which those with terms:
2 to 30 days 99,997 81,533 55,664 93,269 147,395 81,487 91,783 109,109 112,939 77,914 130,161 175,197
31 to 90 days 18,471 19,619 37,677 42,288 23,744 41,750 63,433 47,275 43,526 61,494 48,858 107,561
more than 91 days 65,971 68,321 60,762 68,893 64,803 91,813 68,636 68,675 91,592 92,076 79,208 114,126
Liabilities on delivery of precious metals 38,449 39,976 45,529 41,943 42,793 41,020 40,563 43,492 38,476 38,707 38,929 46,011
of which those with terms:
2 to 30 days 1,807 2,765 4,858 4,046 8,117 7,428 4,776 8,150 4,790 7,574 6,886 7,904
31 to 90 days 5,107 4,536 3,788 5,226 3,052 3,643 5,701 4,867 6,350 4,238 3,276 1,854
more than 91 days 4,350 5,274 7,676 7,255 5,522 4,498 2,818 1,709 1,473 1,702 3,033 5,175
Liabilities on delivery of securities 100,500 110,607 114,720 123,445 129,053 117,140 135,072 135,598 123,626 162,562 132,013 49,888
of which those with terms:
2 to 30 days 55,988 34,728 32,326 27,232 65,789 37,096 19,708 38,176 36,401 70,907 65,282 17,784
31 to 90 days 4,846 1,511 38,105 37,283 1,737 22,598 47,245 43,724 59,977 34,271 3,004 4,503
more than 91 days 36,447 72,669 38,678 51,527 51,955 51,379 65,325 45,233 20,963 54,145 59,762 26,213
Liabilities for reverse repurchase of securities 43,300 51,530 52,587 41,377 65,730 62,420 74,579 80,640 31,143 32,483 40,592 47,309
of which those with terms:
2 to 30 days 23,618 36,521 22,229 15,102 14,846 30,018 27,210 21,788 18,934 24,896 26,539 27,074
31 to 90 days 15,832 7,401 5,107 11,360 11,102 7,342 9,575 7,412 7,326 5,053 6,860 14,092
more than 91 days 3,718 6,475 6,666 917 2,791 4,098 4,854 3,423 1,249 1,966 2,848 4,726
Obligations on reverse repurchase of securities 34,612 42,023 42,251 39,088 46,603 53,276 54,624 59,454 71,021 75,851 72,595 75,582
of which those with terms:
2 to 30 days 25,893 28,620 30,706 33,779 32,229 33,444 35,234 33,280 48,460 53,674 50,342 56,362
31 to 90 days 5,565 9,362 7,394 1,582 3,949 5,408 11,331 12,036 12,177 8,669 11,099 12,125
more than 91 days 2,548 2,691 1,131 1,490 3,630 10,043 6,461 7,554 5,252 9,936 4,592 5,061
Updated March 24, 2005.