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Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

2005
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 226,820 248,089 321,871 323,070 360,058 397,259 371,941 397,242 378,062 369,410 427,574 519,650
of which those with terms:
2 to 30 days 69,866 78,523 93,853 79,504 84,853 86,912 64,671 137,663 82,368 86,880 196,792 184,136
31 to 90 days 51,617 67,239 68,028 72,792 70,567 111,922 121,618 75,115 178,649 153,601 85,467 153,613
more than 91 days 64,687 61,563 122,163 131,260 163,117 164,113 154,681 154,956 84,199 105,236 108,941 140,777
Claims on foreign exchange delivery 429,933 405,674 403,727 421,574 488,054 658,561 475,088 491,607 505,379 530,833 596,829 725,510
of which those with terms:
2 to 30 days 147,954 151,272 181,715 186,894 176,979 346,689 146,919 183,795 168,882 162,487 256,610 300,910
31 to 90 days 151,218 127,137 80,548 83,571 91,502 118,044 126,508 114,488 136,387 152,292 118,436 147,102
more than 91 days 74,046 88,639 108,059 109,923 142,676 154,961 156,999 152,149 147,955 170,939 174,345 210,844
Claims on delivery of precious metals 63,408 64,057 67,988 66,958 63,034 60,521 56,011 52,571 54,855 50,257 56,378 61,575
of which those with terms:
2 to 30 days 3,240 1,997 2,623 4,126 3,168 1,120 3,144 2,611 4,761 2,453 4,961 1,971
31 to 90 days 1,224 807 1,765 1,491 720 949 191 2,173 2,631 2,868 361 169
more than 91 days 3,890 5,059 4,336 4,229 3,130 4,196 4,477 3,161 3,057 2,656 2,961 3,470
Claims on delivery of securities 31,157 23,514 30,658 19,012 55,445 35,892 40,172 29,354 30,039 37,030 37,309 35,776
of which those with terms:
2 to 30 days 19,044 14,268 16,742 7,924 31,744 12,478 16,581 19,218 18,136 17,801 23,212 22,667
31 to 90 days 1,605 2,069 3,641 3,778 2,201 15,709 16,441 3,800 6,893 7,150 3,326 6,252
more than 91 days 3,435 2,191 2,549 2,925 14,150 3,477 3,757 3,993 2,634 5,239 5,086 2,644
Claims on reverse repurchase of securities 32,567 23,765 26,819 47,388 49,084 56,172 74,223 68,492 75,073 187,155 161,986 62,769
of which those with terms:
2 to 30 days 20,773 13,902 19,819 37,394 23,957 19,406 58,078 36,396 59,565 70,151 37,084 50,124
31 to 90 days 6,959 5,034 1,519 4,792 1,750 3,836 5,836 11,244 9,501 5,333 14,630 6,134
more than 91 days 3,584 4,017 4,423 3,561 4,478 7,463 3,301 3,052 2,955 6,476 6,063 4,944
Claims for reverse repurchase of securities 65,536 67,443 71,190 90,455 91,202 101,675 113,726 110,552 147,648 149,328 143,305 163,213
of which those with terms:
2 to 30 days 49,223 41,691 48,187 65,218 67,297 68,455 83,693 78,489 107,162 98,859 103,993 107,754
31 to 90 days 5,809 7,960 13,261 10,978 10,307 12,609 21,145 14,896 26,948 17,078 8,775 32,657
more than 91 days 4,812 9,683 5,118 11,179 7,559 11,375 3,916 6,930 6,324 16,688 14,466 18,661
Liabilities on delivery of ruble-denominated fund 230,075 271,560 281,653 277,720 331,723 354,034 335,194 360,139 361,717 403,237 453,103 543,935
of which those with terms:
2 to 30 days 63,700 83,402 79,884 76,233 81,599 82,584 53,627 114,126 87,366 96,619 168,563 174,904
31 to 90 days 51,206 64,432 59,847 50,010 62,595 92,481 104,270 88,435 103,321 128,555 93,811 117,168
more than 91 days 50,956 57,564 73,442 84,584 118,588 115,136 113,589 107,689 106,891 128,328 126,826 164,655
Liabilities on foreign exchange delivery 387,940 343,443 370,346 365,382 418,080 595,446 425,264 410,668 420,182 448,385 509,393 652,113
of which those with terms:
2 to 30 days 141,356 135,247 186,955 171,243 150,059 330,134 142,872 164,849 140,867 132,070 234,358 297,964
31 to 90 days 150,509 119,059 71,492 75,047 88,907 122,343 130,663 99,474 141,010 151,954 108,501 164,576
more than 91 days 60,175 75,086 98,638 98,541 124,317 134,802 137,780 133,708 122,000 146,194 145,830 160,844
Liabilities on delivery of precious metals 47,495 47,030 47,316 47,461 46,471 48,582 39,540 40,047 41,823 32,491 35,969 44,617
of which those with terms:
2 to 30 days 5,341 3,045 3,018 3,880 2,924 5,964 5,033 5,654 7,890 4,380 6,242 7,931
31 to 90 days 738 1,215 1,694 1,910 2,360 2,091 2,083 2,587 4,158 3,891 1,466 1,200
more than 91 days 5,741 7,540 8,194 7,707 6,968 7,768 5,278 3,953 3,206 2,705 2,747 4,017
Liabilities on delivery of securities 69,282 66,239 111,966 121,134 152,102 133,663 123,641 140,923 124,921 83,546 99,327 81,485
of which those with terms:
2 to 30 days 29,189 23,762 30,873 27,316 62,563 28,039 29,719 61,977 38,482 36,174 72,308 29,061
31 to 90 days 5,653 17,755 20,609 33,761 11,253 29,791 27,725 5,650 74,835 30,371 4,022 24,301
more than 91 days 28,849 17,093 55,748 56,302 71,394 68,253 62,500 69,555 8,445 8,602 16,014 27,847
Liabilities for reverse repurchase of securities 30,835 20,836 25,670 46,788 48,574 53,368 70,939 64,092 72,353 185,325 156,292 58,715
of which those with terms:
2 to 30 days 20,794 12,959 18,161 35,767 22,736 18,089 55,719 34,485 56,844 68,046 34,841 46,709
31 to 90 days 5,408 3,244 1,524 5,104 1,746 4,048 4,116 9,112 9,798 5,205 13,742 5,464
more than 91 days 3,443 3,875 5,033 4,333 5,279 5,925 4,044 3,005 2,824 7,916 6,888 4,997
Obligations on reverse repurchase of securities 75,602 79,070 83,215 102,570 102,267 114,192 131,069 130,062 180,106 176,355 176,828 217,092
of which those with terms:
2 to 30 days 55,247 46,554 54,252 74,139 74,292 74,017 93,215 90,666 119,154 118,283 129,807 138,303
31 to 90 days 8,043 11,678 18,167 13,233 11,187 15,116 28,271 19,134 44,027 22,867 13,532 45,191
more than 91 days 6,275 12,115 5,890 11,941 8,458 15,196 4,167 8,674 7,334 17,513 15,266 29,086
Updated March 16, 2006.