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Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

2011
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 1,243,637 1,287,707 1,251,876 1,321,843 1,514,004 1,540,201 1,614,980 1,808,734 1,966,387 2,151,380 1,993,877 2,216,190
of which those with terms:
2 to 30 days 335,160 275,857 246,513 287,618 403,750 357,891 354,281 482,231 533,304 666,587 637,690 722,707
31 to 90 days 209,186 235,339 249,147 276,492 253,304 309,817 328,548 337,547 617,113 518,709 380,456 559,219
over 91 days 675,506 731,482 714,680 742,374 824,184 852,858 886,588 936,655 796,460 943,281 930,456 910,396
Claims on foreign exchange delivery 1,785,225 1,752,247 1,933,920 2,016,578 1,946,397 2,386,084 2,130,041 2,268,391 2,633,769 2,954,662 2,844,896 3,096,997
of which those with terms:
2 to 30 days 648,289 593,843 623,427 677,322 591,492 909,667 610,375 688,644 774,104 1,025,400 985,282 1,111,285
31 to 90 days 377,630 289,875 380,163 372,961 275,493 345,776 370,832 322,687 550,023 544,268 409,376 542,702
over 91 days 688,589 774,338 843,969 867,838 983,815 1,024,541 1,077,183 1,157,535 1,232,349 1,296,911 1,370,516 1,379,143
Claims on delivery of precious metals 224,445 243,541 235,989 273,159 301,093 298,728 291,625 315,336 325,237 330,756 349,993 325,203
of which those with terms:
2 to 30 days 14,573 22,485 16,625 22,447 24,547 18,571 18,284 19,063 32,596 53,438 57,336 36,918
31 to 90 days 8,075 992 942 1,962 3,375 4,397 6,179 10,084 27,433 24,081 31,776 43,913
over 91 days 1,034 6,097 10,286 15,732 22,140 32,937 37,486 46,774 36,321 35,249 28,896 26,430
Claims on delivery of securities 148,348 188,146 166,936 49,481 92,674 65,360 80,349 350,207 58,438 86,367 95,314 46,674
of which those with terms:
2 to 30 days 18,415 34,819 19,581 9,267 45,154 21,664 41,772 26,402 17,048 19,186 56,864 9,557
31 to 90 days 5,364 3,927 3,839 6,428 2,123 11,310 9,453 77 7,538 33,248 7,708 18,263
over 91 days 116,404 140,658 135,897 30,657 33,640 21,275 20,457 317,060 25,649 25,414 22,370 15,156
Liabilities on delivery of ruble-denominated funds 1,236,383 1,412,823 1,421,778 1,401,575 1,473,381 1,519,497 1,538,428 1,898,465 1,750,010 2,169,620 1,968,746 2,074,661
of which those with terms:
2 to 30 days 190,365 220,555 189,511 251,934 267,141 222,904 207,950 277,127 292,607 572,711 476,748 453,831
31 to 90 days 183,705 230,241 221,800 226,426 195,374 198,723 222,639 242,541 368,645 398,564 247,775 377,913
over 91 days 635,710 723,041 761,569 681,237 745,477 833,637 867,649 1,146,178 855,538 995,406 1,024,471 1,023,246
Liabilities on foreign exchange delivery 1,821,586 1,681,064 1,847,855 1,952,397 2,088,882 2,481,408 2,248,223 2,478,148 2,984,836 3,073,865 3,046,208 3,429,981
of which those with terms:
2 to 30 days 731,815 596,445 653,969 663,153 709,085 1,015,929 718,186 828,758 1,015,257 1,083,014 1,132,592 1,351,260
31 to 90 days 395,541 294,240 400,011 416,830 339,355 453,531 482,474 428,374 730,465 685,977 556,024 758,602
over 91 days 658,591 720,831 755,740 808,763 963,132 936,910 985,021 1,119,785 1,196,014 1,251,847 1,292,733 1,272,761
Liabilities on delivery of precious metals 12,348 19,770 27,918 32,400 37,264 49,328 59,763 75,123 61,871 88,816 110,530 63,044
of which those with terms:
2 to 30 days 7,116 6,311 16,710 20,260 28,405 41,623 47,535 63,351 36,958 66,936 83,293 55,376
31 to 90 days 138 1,211 1,521 3,210 236 1,093 2,221 1,056 17,754 953 1,179 2,707
over 91 days 519 264 475 1,087 978 222 428 402 484 409 235 198
Liabilities on delivery of securities 313,531 329,266 259,878 268,965 258,036 253,117 264,386 249,968 168,732 141,460 123,113 99,948
of which those with terms:
2 to 30 days 73,315 100,572 44,682 54,446 62,120 36,818 50,553 49,429 28,556 43,982 52,386 31,772
31 to 90 days 19,687 4,568 13,035 20,138 7,218 20,077 13,255 381 92,896 30,075 24,767 27,950
over 91 days 202,974 212,850 180,276 190,809 180,281 187,244 192,862 198,697 43,710 54,753 40,974 40,067
Updated March 6, 2012.