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Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

2006
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 537,004 548,440 671,729 708,462 783,901 768,593 796,457 876,268 806,242 846,688 904,382 767,500
of which those with terms:
2 to 30 days 169,584 200,677 252,424 188,061 391,432 198,351 191,817 393,821 222,385 228,657 357,518 273,017
31 to 90 days 153,450 111,491 224,571 267,916 132,233 271,697 294,099 146,341 282,653 241,584 167,255 263,149
more than 91 days 176,648 225,957 174,922 243,621 254,437 289,312 302,776 323,509 297,593 345,548 364,304 219,646
Claims on foreign exchange delivery 676,212 704,607 827,789 886,287 991,333 1,145,561 910,374 1,249,775 911,299 890,924 934,121 1,037,270
of which those with terms:
2 to 30 days 258,736 282,218 294,104 292,954 480,279 612,052 361,100 730,153 371,668 329,908 365,234 406,685
31 to 90 days 152,310 154,596 218,516 278,545 205,316 259,804 296,241 229,215 280,000 279,506 236,215 290,324
more than 91 days 227,788 219,133 263,974 267,510 270,218 237,471 209,818 241,898 223,554 239,405 268,263 282,917
Claims on delivery of precious metals 74,537 73,681 84,903 89,212 96,539 85,281 93,222 83,044 71,920 68,722 423,277 426,655
of which those with terms:
2 to 30 days 1,430 1,828 1,952 2,474 3,340 5,069 9,723 6,129 3,954 4,479 5,479 2,691
31 to 90 days 743 494 775 2,761 4,136 2,836 2,332 1,658 2,126 3,797 1,164 1,292
more than 91 days 4,220 4,146 3,794 3,135 2,171 2,232 3,456 4,174 4,692 4,383 4,723 5,067
Claims on delivery of securities 54,957 50,696 167,579 130,770 123,699 122,658 135,604 142,463 160,610 171,336 211,306 148,011
of which those with terms:
2 to 30 days 31,027 32,948 86,826 30,349 34,719 25,744 21,053 32,447 21,455 27,338 91,971 6,820
31 to 90 days 8,009 9,024 17,592 16,684 7,368 13,957 16,112 10,335 59,077 53,773 16,667 60,223
more than 91 days 7,032 4,996 58,717 82,145 74,245 79,095 88,663 96,491 76,159 78,408 82,703 80,127
Claims on reverse repurchase of securities 99,484 88,496 101,448 122,012 94,710 98,622 116,736 108,544 97,141 187,250 172,164 94,746
of which those with terms:
2 to 30 days 38,552 53,631 78,359 93,714 60,673 53,279 63,391 59,088 59,560 40,033 53,854 67,051
31 to 90 days 4,439 5,927 7,026 10,845 11,722 18,530 24,166 18,225 10,924 11,330 7,233 8,170
more than 91 days 9,956 4,667 4,283 4,529 4,058 9,599 8,512 20,303 19,834 20,697 22,570 11,143
Claims for reverse repurchase of securities 160,434 175,102 179,382 208,781 215,337 209,115 218,668 214,306 222,398 239,164 261,833 256,903
of which those with terms:
2 to 30 days 95,774 125,492 141,836 167,147 156,754 170,116 163,348 153,572 179,989 144,281 168,419 205,818
31 to 90 days 40,202 22,179 19,021 20,116 7,234 19,673 18,880 13,434 10,594 17,438 19,795 32,997
more than 91 days 3,237 4,702 10,497 13,340 14,130 11,979 7,445 11,288 11,811 29,374 23,729 7,282
Liabilities on delivery of ruble-denominated fund 567,494 572,539 832,321 837,777 941,304 786,400 784,119 887,152 787,978 803,374 1,213,650 1,206,083
of which those with terms:
2 to 30 days 180,167 186,415 265,613 197,863 380,248 250,186 226,066 361,817 249,853 254,803 313,026 253,275
31 to 90 days 128,722 131,678 189,615 269,562 187,587 207,866 244,811 197,829 235,390 232,714 192,555 250,694
more than 91 days 185,653 176,528 279,711 281,050 285,415 245,093 228,826 242,257 230,818 240,765 253,095 271,353
Liabilities on foreign exchange delivery 581,660 582,589 647,753 662,176 738,574 981,635 788,367 1,097,318 817,946 872,195 884,191 976,418
of which those with terms:
2 to 30 days 236,544 261,387 272,104 255,225 409,373 546,598 308,477 672,522 325,734 289,087 357,741 413,478
31 to 90 days 165,365 134,731 192,315 226,994 152,787 237,694 258,978 182,379 273,720 278,805 207,804 249,852
more than 91 days 165,651 170,353 158,191 161,131 164,962 182,397 201,454 223,066 211,565 267,165 290,603 275,054
Liabilities on delivery of precious metals 50,359 16,270 12,349 10,873 10,917 13,200 11,302 14,913 10,587 10,382 9,898 5,418
of which those with terms:
2 to 30 days 9,211 8,412 5,683 6,320 6,529 8,960 6,841 9,178 5,761 5,489 5,456 2,101
31 to 90 days 1,769 648 1,150 1,331 985 1,144 836 821 973 1,572 729 1,140
more than 91 days 3,808 1,806 1,458 1,448 1,294 920 1,613 1,555 1,358 1,136 1,067 832
Liabilities on delivery of securities 123,464 184,182 238,763 282,513 282,938 324,409 330,191 332,187 314,443 271,905 344,560 154,163
of which those with terms:
2 to 30 days 35,369 63,247 93,000 55,638 115,510 37,986 43,344 115,005 38,013 38,137 144,838 20,860
31 to 90 days 18,647 7,990 78,499 71,222 8,645 100,895 104,441 10,540 114,545 67,633 20,453 112,379
more than 91 days 62,107 106,229 64,345 153,639 150,110 181,071 170,869 198,106 156,704 156,001 171,463 19,353
Liabilities for reverse repurchase of securities 91,539 81,624 97,985 112,924 88,938 90,338 107,835 99,874 90,933 177,810 161,149 88,295
of which those with terms:
2 to 30 days 33,497 48,963 76,035 89,497 55,196 46,052 57,631 54,792 54,543 38,552 49,721 61,671
31 to 90 days 3,123 4,622 6,658 6,654 11,463 18,253 22,489 15,314 9,492 6,979 3,895 7,457
more than 91 days 10,032 4,677 4,016 4,368 4,081 9,128 7,981 19,207 20,252 21,250 22,253 11,149
Obligations on reverse repurchase of securities 201,704 208,658 212,045 248,390 248,779 251,970 257,010 252,504 256,902 302,007 343,127 347,765
of which those with terms:
2 to 30 days 114,683 141,734 169,925 194,402 183,121 204,234 191,454 177,794 204,372 161,847 197,882 278,430
31 to 90 days 60,436 36,920 22,592 29,873 9,158 25,233 24,013 20,653 16,266 45,472 59,351 48,040
more than 91 days 3,878 5,113 10,850 15,377 16,530 14,625 9,593 14,298 14,899 42,140 31,229 9,226
Updated March 12, 2007.