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Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

2013
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 2,097,202 2,204,689 2,682,903 2,816,197 2,754,108 2,833,290 2,840,772 2,985,448 3,227,365 3,297,050 3,284,991 4,102,762
of which those with terms:
2 to 30 days 450,217 572,610 839,776 899,828 855,477 742,211 681,579 885,968 753,147 934,330 1,117,272 1,740,761
31 to 90 days 451,208 385,962 526,947 505,770 402,418 552,097 569,666 523,854 917,936 836,038 592,897 706,692
over 91 days 1,146,967 1,187,124 1,272,664 1,380,046 1,470,383 1,495,882 1,496,407 1,561,724 1,479,343 1,445,365 1,534,395 1,633,623
Claims on foreign exchange delivery 2,791,825 2,818,110 4,372,448 3,227,157 2,999,560 3,175,345 3,293,481 3,965,307 3,850,264 3,992,176 3,988,760 4,833,383
of which those with terms:
2 to 30 days 637,233 636,934 1,997,832 723,783 615,381 542,995 545,103 1,111,894 721,612 890,235 1,048,120 1,758,555
31 to 90 days 461,908 432,186 533,614 544,090 432,312 479,812 472,675 516,800 830,740 747,658 588,614 765,691
over 91 days 1,594,457 1,675,741 1,790,412 1,900,091 1,931,942 2,097,032 2,175,765 2,278,274 2,160,690 2,204,598 2,299,702 2,257,082
Claims on delivery of precious metals 346,396 346,715 370,633 293,234 288,452 255,197 267,631 273,829 240,155 253,590 241,361 227,632
of which those with terms:
2 to 30 days 21,694 24,651 57,209 14,275 20,276 18,727 24,417 33,303 24,693 31,005 41,675 20,802
31 to 90 days 19,289 13,895 16,708 22,132 25,719 19,385 11,700 17,722 25,671 35,563 8,146 5,798
over 91 days 53,859 51,620 45,511 35,305 24,796 20,893 20,525 20,848 12,945 16,968 17,406 21,364
Claims on delivery of securities 125,530 106,455 125,622 119,014 134,512 107,920 87,638 73,583 65,622 69,853 75,444 58,013
of which those with terms:
2 to 30 days 67,821 69,125 76,469 64,960 104,263 64,475 31,079 45,275 21,700 15,337 53,210 23,662
31 to 90 days 23,293 2,323 21,551 28,696 1,349 17,383 26,476 3,508 23,664 41,133 12,904 26,399
over 91 days 22,703 25,829 21,370 19,229 22,633 19,198 17,850 21,249 13,828 1,017 4,285 991
Liabilities on delivery of ruble-denominated funds 2,489,273 2,452,963 2,971,337 2,796,734 2,661,077 2,639,078 2,732,458 2,834,380 3,173,514 3,339,390 3,220,278 4,002,987
of which those with terms:
2 to 30 days 460,865 423,571 740,468 516,030 478,115 387,168 332,216 436,708 492,272 656,348 750,787 1,403,256
31 to 90 days 391,247 354,625 475,562 435,672 310,113 346,767 369,813 398,441 710,214 670,472 489,538 625,657
over 91 days 1,347,305 1,383,669 1,466,325 1,577,812 1,614,164 1,648,349 1,755,959 1,781,848 1,732,727 1,757,314 1,780,981 1,767,296
Liabilities on foreign exchange delivery 2,561,176 2,730,435 4,292,109 3,435,406 3,295,363 3,549,934 3,531,031 4,206,851 3,950,631 4,002,827 4,129,310 4,999,083
of which those with terms:
2 to 30 days 591,294 708,788 2,052,518 1,102,636 967,456 879,830 833,187 1,479,148 902,278 1,081,382 1,330,916 2,041,808
31 to 90 days 502,950 447,438 575,446 573,224 531,957 664,956 656,464 622,427 1,018,129 923,989 706,815 810,658
over 91 days 1,424,786 1,507,197 1,615,951 1,711,457 1,779,471 1,934,450 1,896,989 2,033,845 1,889,607 1,852,807 1,982,432 2,069,386
Liabilities on delivery of precious metals 161,065 150,609 140,578 88,417 90,301 82,271 118,198 108,065 100,884 120,189 113,321 68,062
of which those with terms:
2 to 30 days 79,426 87,891 93,318 32,639 49,514 48,905 67,163 67,732 63,332 77,784 88,499 53,226
31 to 90 days 1,525 9,674 17,432 29,482 12,521 10,886 13,010 17,040 17,835 18,572 2,935 2,892
over 91 days 19,630 25,499 23,267 20,279 22,163 16,668 13,730 17,739 11,260 17,732 14,833 11,137
Liabilities on delivery of securities 161,328 152,293 152,418 156,426 158,241 151,768 150,805 164,429 151,212 156,574 165,384 151,979
of which those with terms:
2 to 30 days 48,785 86,508 81,014 47,793 96,710 55,153 60,175 95,460 59,540 57,748 93,052 44,081
31 to 90 days 55,616 15,959 26,206 60,654 11,180 52,151 41,134 23,679 50,643 48,021 5,485 65,358
over 91 days 38,022 36,211 35,951 36,972 41,637 34,390 43,365 40,683 31,480 35,124 59,213 37,738
Claims on delivery of ruble-denominated derivatives 6,254 8,124 6,131 5,924 6,912 3,321 5,777 7,174 4,729 4,625 7,638 3,773
of which those with terms:
2 to 30 days 496 346 0 0 264 42 19 87 449 95 485 38
31 to 90 days 369 554 226 241 0 37 83 0 118 366 38 118
over 91 days 616 498 0 0 0 0 38 38 38 133 133 133
Claims on delivery of foreign currency-denominated derivatives 21,345 20,572 18,968 22,683 19,053 32,982 75,718 79,984 77,305 61,861 79,960 69,312
of which those with terms:
2 to 30 days 9,870 6,903 6,913 8,909 5,803 904 22 364 4,752 2,180 1,140 5,120
31 to 90 days 401 2,101 2,251 2,217 104 275 4,395 4,185 1,192 1,966 1,881 2,066
over 91 days 11,034 10,962 8,556 8,896 8,972 10,847 8,446 8,575 7,637 6,906 6,131 10,040
Liabilities on delivery of ruble-denominated derivatives 23,122 23,106 21,956 22,171 17,621 12,261 15,016 16,606 13,495 11,236 10,976 15,369
of which those with terms:
2 to 30 days 9,340 5,952 6,697 8,398 5,026 850 8 283 4,588 1,729 672 2,974
31 to 90 days 456 1,861 2,049 2,095 26 451 4,206 3,970 756 1,485 1,750 1,929
over 91 days 8,903 8,843 6,318 6,318 6,356 7,980 5,572 5,611 4,955 4,276 3,339 7,777
Liabilities on delivery of foreign currency-denominated derivatives 4,306 5,079 2,698 4,201 5,320 14,936 46,820 52,978 79,755 56,846 40,198 40,444
of which those with terms:
2 to 30 days 1,200 1,228 481 505 884 114 39 288 635 338 328 2,319
31 to 90 days 462 680 76 63 64 149 128 73 308 381 253 385
over 91 days 2,609 2,565 2,136 2,160 2,182 2,233 2,287 2,317 2,214 2,292 2,373 2,302
Updated March 14, 2014.