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Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

2009
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 1,214,140 1,049,984 953,107 843,943 781,899 786,567 914,415 889,168 884,666 757,224 722,831 790,117
of which those with terms:
2 to 30 days 446,643 307,697 274,032 231,316 222,871 200,004 315,891 299,067 284,350 261,665 235,854 238,106
31 to 90 days 249,574 263,551 223,322 216,797 240,157 277,149 290,555 251,181 261,851 147,185 122,089 141,522
over 91 days 474,097 447,260 426,976 374,479 298,519 261,943 275,427 312,104 316,883 331,817 343,316 344,688
Claims on foreign exchange delivery 1,789,510 1,783,184 1,443,616 1,440,108 1,394,142 1,359,972 1,472,080 1,341,792 1,123,182 1,287,885 1,282,103 1,361,241
of which those with terms:
2 to 30 days 692,672 765,152 564,261 587,634 424,849 435,208 516,550 683,572 563,625 663,513 570,315 630,243
31 to 90 days 378,649 348,557 303,047 359,832 526,553 491,081 468,194 277,867 249,223 239,972 299,333 302,391
over 91 days 692,066 617,478 539,422 455,539 412,210 390,577 355,007 292,921 278,759 353,733 370,023 356,016
Claims on delivery of precious metals 183,338 179,175 176,125 151,388 154,317 154,549 141,700 134,007 148,945 152,386 176,936 167,000
of which those with terms:
2 to 30 days 22,950 18,047 15,942 6,874 4,237 6,827 9,634 7,211 4,422 6,526 21,245 13,850
31 to 90 days 7,494 5,640 7,173 3,699 6,656 10,016 5,038 4,089 4,033 9,732 3,013 15,264
over 91 days 9,561 10,333 6,626 6,266 6,319 971 770 756 1,171 1,271 1,243 1,135
Claims on delivery of securities 89,213 67,680 65,165 71,172 81,433 102,468 102,039 91,220 91,548 94,936 108,611 80,578
of which those with terms:
2 to 30 days 37,623 13,676 11,197 11,736 14,393 30,552 18,982 27,839 22,768 27,677 25,765 4,131
31 to 90 days 1,563 574 1,444 1,341 552 14,256 17,999 2,391 5,308 5,938 7,628 10,119
over 91 days 45,131 48,418 45,815 54,241 63,602 53,725 51,679 54,236 58,057 59,498 68,706 66,134
Liabilities on delivery of ruble-denominated funds 1,187,056 1,095,544 996,747 890,148 939,583 975,443 960,769 909,051 864,626 879,425 831,132 819,031
of which those with terms:
2 to 30 days 289,814 214,898 168,397 156,851 159,484 168,061 201,122 227,196 186,513 197,678 193,790 156,562
31 to 90 days 208,003 224,069 209,898 166,472 220,288 255,865 259,255 231,580 220,767 165,714 109,425 123,846
over 91 days 560,231 508,418 475,086 435,206 424,645 407,983 375,699 328,046 312,589 382,908 389,978 376,288
Liabilities on foreign exchange delivery 2,194,172 2,033,061 1,662,929 1,593,808 1,395,618 1,398,389 1,622,538 1,448,869 1,262,871 1,297,554 1,306,824 1,505,407
of which those with terms:
2 to 30 days 890,431 846,223 678,628 641,247 441,732 466,314 601,457 741,032 630,511 714,209 599,760 725,614
31 to 90 days 441,881 403,681 296,418 377,781 522,083 536,930 517,137 297,362 284,196 225,864 318,681 340,734
over 91 days 815,433 757,853 659,676 550,248 417,598 351,128 362,759 335,142 323,977 339,938 360,354 358,867
Liabilities on delivery of precious metals 22,649 23,291 20,106 21,161 22,364 24,656 20,608 25,603 22,141 19,499 28,070 23,144
of which those with terms:
2 to 30 days 6,553 8,091 6,113 5,956 6,587 7,550 8,552 12,763 12,546 10,056 15,878 8,192
31 to 90 days 1,453 458 464 415 1,971 1,997 568 169 96 317 1,031 2,138
over 91 days 381 343 264 238 0 101 69 134 528 528 0 341
Liabilities on delivery of securities 91,035 101,278 77,744 82,491 93,922 66,458 94,444 139,210 129,657 126,680 134,267 90,709
of which those with terms:
2 to 30 days 44,265 55,606 25,413 31,156 56,358 27,019 52,396 43,536 38,840 37,326 42,821 10,700
31 to 90 days 15,241 13,022 32,200 34,727 18,398 10,773 16,664 4,301 10,428 9,671 1,234 4,266
over 91 days 30,029 29,906 16,636 13,918 15,505 22,674 21,477 77,636 76,445 74,791 77,680 75,401
Updated March 10, 2010.