×Close

Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

2010
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 746,118 869,018 828,408 932,045 979,398 1,000,579 964,658 980,135 1,005,228 1,020,218 1,124,395 1,327,199
of which those with terms:
2 to 30 days 224,103 254,607 218,752 274,220 277,571 331,713 269,515 292,755 308,889 260,741 369,010 366,697
31 to 90 days 130,249 185,132 214,555 243,832 239,813 216,119 219,738 180,118 185,883 263,077 249,330 294,399
over 91 days 366,881 378,365 361,653 377,902 397,608 418,568 449,925 473,958 471,818 486,079 471,070 616,342
Claims on foreign exchange delivery 1,225,019 1,875,330 1,548,174 1,338,322 2,047,723 1,734,393 1,534,300 1,621,258 1,713,988 1,644,252 1,770,676 2,038,922
of which those with terms:
2 to 30 days 484,566 836,693 826,252 594,184 663,605 789,616 497,924 559,983 727,853 624,098 655,694 839,367
31 to 90 days 338,017 287,140 289,288 331,713 299,424 332,045 379,476 307,837 315,449 347,002 399,126 452,799
over 91 days 370,926 329,331 361,878 363,204 486,569 521,500 574,884 638,496 601,896 618,413 639,594 614,979
Claims on delivery of precious metals 191,537 200,694 205,379 224,164 246,172 243,269 224,950 224,701 237,004 234,741 223,972 232,898
of which those with terms:
2 to 30 days 24,509 11,059 19,418 25,116 23,442 33,607 24,395 32,656 24,312 46,356 23,937 21,428
31 to 90 days 533 16,694 7,859 10,273 16,911 9,016 20,726 12,473 38,750 9,207 14,061 645
over 91 days 1,338 1,324 2,691 4,637 5,650 5,541 4,785 1,532 2,528 457 818 624
Claims on delivery of securities 109,256 89,456 91,558 88,622 93,316 88,023 58,706 47,561 48,602 64,254 81,593 137,736
of which those with terms:
2 to 30 days 19,123 22,111 13,465 18,803 10,587 9,356 22,687 24,061 23,640 13,971 51,617 10,317
31 to 90 days 12,236 1,870 2,541 2,770 2,243 62,031 18,012 2,190 4,546 31,537 5,455 1,989
over 91 days 70,536 54,846 60,582 62,457 72,023 12,424 12,152 13,911 13,322 14,077 15,042 123,580
Liabilities on delivery of ruble-denominated funds 805,504 876,019 915,116 936,848 1,029,360 1,097,870 997,833 1,021,640 1,047,638 1,022,133 1,105,971 1,245,231
of which those with terms:
2 to 30 days 100,291 140,591 145,253 152,238 195,558 286,502 185,818 177,084 214,298 165,793 253,491 240,508
31 to 90 days 159,403 184,915 194,141 207,961 170,855 142,459 129,759 142,319 165,530 184,384 161,371 216,929
over 91 days 382,803 373,078 397,807 376,778 440,260 461,385 492,819 504,777 480,092 488,294 489,101 565,793
Liabilities on foreign exchange delivery 1,367,140 2,041,602 1,611,343 1,505,259 2,184,019 1,799,004 1,640,348 1,705,182 1,785,609 1,782,092 1,914,633 2,149,837
of which those with terms:
2 to 30 days 632,042 962,032 906,272 737,936 742,548 856,013 592,091 696,306 819,857 729,396 809,677 942,048
31 to 90 days 320,810 294,321 301,685 364,472 387,418 442,545 494,707 356,349 371,863 461,711 487,636 482,005
over 91 days 383,282 351,610 330,994 372,921 466,426 448,639 502,640 574,265 552,330 570,704 571,048 600,971
Liabilities on delivery of precious metals 22,892 28,993 30,851 31,575 30,515 34,787 26,201 29,805 33,632 14,512 17,817 17,332
of which those with terms:
2 to 30 days 5,887 6,471 6,073 9,414 7,640 12,890 7,118 10,797 12,100 8,332 10,170 8,514
31 to 90 days 1,347 3,713 570 854 681 433 479 201 950 757 264 3,395
over 91 days 692 696 758 504 0 0 202 234 252 225 502 578
Liabilities on delivery of securities 103,704 128,139 123,441 108,405 119,510 130,357 138,370 142,966 136,253 150,504 173,617 295,959
of which those with terms:
2 to 30 days 22,672 21,850 28,276 16,406 28,313 12,786 23,865 32,446 29,637 40,178 35,708 44,310
31 to 90 days 4,289 13,526 14,292 11,948 2,205 8,260 16,237 7,169 2,057 4,716 18,669 47,388
over 91 days 75,549 85,226 77,487 77,611 80,576 99,042 94,186 95,099 97,434 102,470 109,252 202,307
Updated March 15, 2011.