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Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

2012
31.01 29.02 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 1,957,385 2,001,411 2,004,375 2,160,238 2,351,378 2,218,268 2,177,707 2,259,303 2,304,331 2,271,190 2,295,529 2,471,101
of which those with terms:
2 to 30 days 554,318 573,075 436,284 559,651 653,890 512,785 513,770 657,986 453,457 438,501 660,415 783,840
31 to 90 days 392,064 341,126 479,617 519,560 467,431 528,115 479,219 426,861 522,756 507,553 308,068 427,685
over 91 days 982,722 1,041,052 1,063,327 1,049,273 1,169,076 1,153,922 1,148,519 1,160,163 1,296,532 1,282,807 1,284,292 1,215,556
Claims on foreign exchange delivery 2,349,015 2,451,104 2,320,708 2,643,672 2,734,328 2,703,148 2,737,358 3,291,980 2,801,256 2,755,467 2,927,142 3,583,742
of which those with terms:
2 to 30 days 679,500 809,371 608,400 729,326 873,060 733,420 713,560 1,230,740 722,035 648,368 691,832 1,264,800
31 to 90 days 431,081 356,305 477,574 538,788 432,485 486,748 501,005 428,313 478,163 399,404 417,020 529,633
over 91 days 1,172,586 1,200,185 1,176,078 1,136,164 1,322,894 1,392,520 1,424,828 1,458,665 1,520,078 1,644,470 1,750,067 1,747,013
Claims on delivery of precious metals 401,707 410,295 349,836 393,105 400,999 364,852 361,357 424,919 350,432 260,459 273,696 253,196
of which those with terms:
2 to 30 days 60,462 42,576 16,558 14,535 47,423 8,067 11,517 89,519 11,399 21,208 12,286 21,584
31 to 90 days 40,623 14,835 16,151 13,030 6,946 8,503 10,915 22,133 22,491 15,480 23,567 25,575
over 91 days 28,637 33,146 31,077 40,210 42,393 48,902 50,226 44,774 51,776 51,871 61,109 50,413
Claims on delivery of securities 76,180 130,383 97,180 96,824 93,728 71,806 114,693 109,834 105,709 81,381 107,078 87,581
of which those with terms:
2 to 30 days 20,250 77,462 38,013 44,664 40,100 29,977 67,883 86,895 82,483 51,053 84,120 43,002
31 to 90 days 29,798 9,817 18,141 12,282 12,852 23,090 25,271 3,178 3,593 9,137 606 15,652
over 91 days 20,194 36,480 35,538 35,964 26,324 15,351 14,950 16,986 15,167 15,055 17,075 24,058
Liabilities on delivery of ruble-denominated funds 1,842,868 2,001,578 1,995,610 2,077,193 2,204,526 2,162,315 2,188,714 2,352,352 2,274,306 2,223,731 2,390,164 2,725,734
of which those with terms:
2 to 30 days 237,048 345,801 250,714 312,548 392,967 350,940 346,127 613,167 423,088 404,151 410,023 631,916
31 to 90 days 315,086 234,706 345,849 396,547 359,137 413,005 427,776 350,641 382,420 300,122 338,898 456,193
over 91 days 1,025,440 1,094,913 1,106,978 1,061,381 1,120,768 1,097,601 1,127,085 1,128,204 1,210,926 1,332,178 1,433,459 1,460,165
Liabilities on foreign exchange delivery 2,630,858 2,657,989 2,543,263 2,924,315 3,073,332 2,905,337 2,885,828 3,372,169 2,890,927 2,836,138 2,827,909 3,435,427
of which those with terms:
2 to 30 days 923,495 975,170 724,118 911,129 1,033,383 763,069 806,402 1,195,281 624,292 605,424 780,633 1,363,073
31 to 90 days 537,998 459,595 598,042 635,597 550,443 608,577 545,166 514,687 626,172 600,440 408,714 510,012
over 91 days 1,134,962 1,156,655 1,171,928 1,177,334 1,406,634 1,486,825 1,479,321 1,499,556 1,609,501 1,594,186 1,612,621 1,517,777
Liabilities on delivery of precious metals 130,455 132,485 87,457 151,438 136,608 162,329 163,914 185,667 223,503 162,322 206,495 104,746
of which those with terms:
2 to 30 days 94,584 96,675 67,470 68,963 92,438 111,953 109,898 171,705 153,640 109,201 148,891 79,567
31 to 90 days 946 423 487 1,562 452 1,067 2,457 684 4,938 3,211 657 1,252
over 91 days 376 378 354 122 126 1,344 2,533 8,776 12,142 17,984 20,864 20,041
Liabilities on delivery of securities 140,773 171,693 142,535 135,422 168,507 118,073 130,223 146,908 136,459 131,146 169,906 141,913
of which those with terms:
2 to 30 days 48,386 71,598 57,024 56,545 101,347 59,680 42,948 83,321 67,027 44,683 103,950 47,302
31 to 90 days 31,617 23,160 44,148 45,692 12,173 24,596 37,612 14,731 10,721 25,292 1,688 33,938
over 91 days 44,189 65,578 32,860 25,959 36,463 28,233 29,359 39,937 46,566 45,682 49,662 48,717
Claims on delivery of ruble-denominated derivatives 15,407 16,004 16,306 15,822 16,421 15,752 18,743 17,739 17,425 20,268 31,602 4,085
of which those with terms:
2 to 30 days 416 446 993 96 1,105 512 385 564 368 889 1,446 194
31 to 90 days 1,366 1,089 1,273 1,973 1,224 1,212 691 971 1,916 1,258 819 544
over 91 days 13,597 14,469 14,014 13,744 14,090 14,007 17,457 16,127 15,085 17,795 18,596 828
Claims on delivery of foreign currency-denominated derivatives 22,594 22,145 23,862 24,770 28,866 27,766 27,632 27,228 36,653 38,340 43,481 2,182
of which those with terms:
2 to 30 days 731 549 1,300 177 1,101 560 582 472 384 882 1,358 371
31 to 90 days 1,336 1,111 1,398 1,880 2,060 1,968 632 1,066 1,526 1,149 635 561
over 91 days 20,528 20,485 21,165 22,713 25,701 25,227 26,242 25,691 34,737 36,150 41,487 1,245
Liabilities on delivery of ruble-denominated derivatives 19,674 20,573 22,364 21,606 21,810 20,204 24,195 23,956 23,764 31,164 42,036 3,846
of which those with terms:
2 to 30 days 400 436 918 46 751 502 312 551 391 775 1,139 193
31 to 90 days 1,222 965 1,188 1,580 1,141 1,014 574 969 1,717 1,015 774 518
over 91 days 18,044 19,172 20,256 19,980 19,906 18,659 23,099 22,350 21,576 29,053 29,489 915
Liabilities on delivery of foreign currency-denominated derivatives 14,442 14,158 14,550 14,296 17,262 17,460 15,902 15,726 25,085 26,265 31,082 2,178
of which those with terms:
2 to 30 days 732 453 1,248 191 1,023 1,071 284 536 304 887 1,291 788
31 to 90 days 1,246 1,209 1,109 1,726 1,565 1,620 652 1,012 1,537 1,408 904 622
over 91 days 12,464 12,495 12,193 12,378 14,674 14,764 14,776 14,172 23,245 23,810 28,887 768
Updated March 5, 2013.