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Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

2014
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 5,473,240 5,585,528 5,656,541 5,776,757 5,839,442 5,407,432 6,115,377 6,096,470 6,108,249 6,524,333 6,981,909 7,148,473
of which those with terms:                      
2 to 30 days 1,147,274 1,199,352 947,812 847,307 1,259,050 742,176 1,052,931 1,086,160 891,007 1,181,387 1,652,605 1,609,954
31 to 90 days 1,207,830 1,034,532 1,244,520 1,264,535 830,115 879,509 969,291 1,044,522 1,322,158 1,283,862 1,187,313 1,548,429
over 91 days 3,045,056 3,294,211 3,389,005 3,611,864 3,687,493 3,709,530 3,912,674 3,871,949 3,682,290 3,787,871 3,706,594 3,771,822
Claims on foreign exchange delivery 7,431,379 7,685,793 8,089,503 8,192,369 8,021,404 7,504,094 8,183,146 9,066,485 9,759,592 10,911,245 12,476,933 13,732,289
of which those with terms:                      
2 to 30 days 1,184,401 1,366,872 1,288,459 1,156,446 1,643,571 1,078,089 1,191,534 1,898,090 1,331,596 1,750,621 2,247,530 2,497,741
31 to 90 days 1,243,774 995,781 1,350,820 1,453,896 929,829 1,021,651 1,150,437 1,257,004 1,615,738 1,733,226 1,956,009 2,245,703
over 91 days 4,782,634 5,080,816 5,170,668 5,362,436 5,281,056 5,177,392 5,598,398 5,764,967 6,467,598 6,977,744 7,753,757 8,512,178
Claims on delivery of precious metals 415,224 468,380 533,027 607,168 588,195 654,893 666,551 711,176 687,335 720,315 767,850 855,651
of which those with terms:                      
2 to 30 days 64,719 37,956 31,478 21,238 22,610 19,762 21,943 71,175 35,145 77,028 81,388 92,577
31 to 90 days 29,720 28,985 23,007 26,824 34,944 41,901 47,438 51,483 62,136 55,655 69,207 53,218
over 91 days 45,256 87,549 176,790 262,303 244,695 318,823 321,562 319,378 308,216 323,669 329,925 372,566
Claims on delivery of securities 98,274 96,156 59,703 48,655 64,652 73,431 80,141 77,323 56,473 42,303 56,511 54,972
of which those with terms:                      
2 to 30 days 59,618 67,139 16,985 9,796 48,277 19,702 31,528 56,302 16,112 3,887 24,216 29,793
31 to 90 days 26,733 11,384 20,184 21,904 1,056 23,674 22,796 3,111 19,452 25,281 4,279 14,283
over 91 days 3,156 9,226 7,014 6,930 8,250 6,036 4,364 12,201 7,057 4,848 17,871 6,207
Liabilities on delivery of ruble-denominated funds 5,212,384 5,347,693 5,399,829 5,539,212 5,691,172 5,363,064 5,723,087 6,027,603 6,061,104 6,547,742 6,987,613 6,909,657
of which those with terms:                      
2 to 30 days 791,353 935,748 726,886 640,580 936,104 579,131 652,308 973,698 740,418 884,293 1,436,054 1,299,130
31 to 90 days 946,838 745,370 873,762 898,157 619,816 690,475 788,432 831,654 1,074,859 1,119,237 947,349 1,170,751
over 91 days 3,138,442 3,315,111 3,426,609 3,664,108 3,786,589 3,727,992 3,869,521 3,876,965 3,775,624 3,888,322 3,753,483 3,782,880
Liabilities on foreign exchange delivery 7,818,619 8,053,319 8,447,248 8,572,839 8,300,795 7,664,008 8,688,666 9,271,729 9,962,062 10,989,880 12,213,947 13,495,966
of which those with terms:                      
2 to 30 days 1,517,722 1,559,192 1,459,560 1,334,463 1,855,946 1,162,830 1,541,855 1,953,871 1,449,313 1,982,051 2,477,865 2,839,076
31 to 90 days 1,483,553 1,267,380 1,634,972 1,747,961 1,101,217 1,165,743 1,302,440 1,415,970 1,819,796 1,932,650 2,155,932 2,366,451
over 91 days 4,600,177 4,969,665 5,065,792 5,274,692 5,179,780 5,113,746 5,562,150 5,752,503 6,345,151 6,844,309 7,387,441 8,125,786
Liabilities on delivery of precious metals 170,456 195,658 200,802 232,544 223,803 285,029 309,662 356,083 299,701 314,843 323,587 351,991
of which those with terms:                      
2 to 30 days 110,207 88,588 52,719 28,967 66,748 53,874 59,567 122,251 68,809 86,036 75,852 83,093
31 to 90 days 30,706 44,293 54,297 52,693 10,208 25,395 44,835 30,325 27,164 27,619 55,960 59,394
over 91 days 26,693 61,328 89,162 150,135 144,972 204,533 203,727 196,337 192,183 199,689 187,191 208,460
Liabilities on delivery of securities 171,583 165,875 180,935 190,036 218,936 209,861 219,382 223,304 203,724 235,442 501,886 556,785
of which those with terms:                      
2 to 30 days 46,120 96,619 48,863 30,092 90,564 56,754 53,699 71,523 34,187 77,235 40,485 64,822
31 to 90 days 59,441 14,385 57,472 51,514 57,038 69,694 45,390 70,349 101,662 59,664 104,474 278,314
over 91 days 49,293 49,836 63,104 100,735 64,303 71,052 102,262 77,726 58,978 58,776 270,037 150,852
Claims on delivery of ruble-denominated derivatives 70,336 72,770 58,423 61,917 65,804 57,445 59,694 64,728 69,153 286,619 416,973 141,754
of which those with terms:                      
2 to 30 days 1,498 2,332 608 5,851 7,058 5,080 2,474 2,639 757 160 396 0
31 to 90 days 584 0 8,053 3,528 0 208 124 0 41 17,136 0 17,961
over 91 days 47,550 47,522 40,919 40,836 44,701 44,235 44,235 44,235 44,235 114,354 117,795 44,235
Claims on delivery of foreign currency-denominated derivatives 158,864 216,422 164,094 124,461 133,097 145,392 128,690 151,664 139,507 163,069 156,562 135,004
of which those with terms:                      
2 to 30 days 261 1,759 805 1,113 597 1,039 2,621 7,206 37 9,014 1,186 11,928
31 to 90 days 1,967 854 691 644 779 19,171 4,401 10,688 11,625 10,253 17,958 22,134
over 91 days 6,175 5,962 6,485 6,902 6,737 49,384 51,420 55,133 71,008 69,631 72,685 71,792
Liabilities on delivery of ruble-denominated derivatives 75,998 79,801 65,300 67,259 72,395 60,812 68,078 74,540 73,080 207,724 364,950 140,935
of which those with terms:                      
2 to 30 days 656 3,022 318 6,122 9,379 7 1,944 7,390 215 685 15,588 0
31 to 90 days 2,708 1,734 10,760 4,283 0 4,375 4,686 88 5,097 6,837 0 17,409
over 91 days 52,097 52,097 45,461 45,453 49,318 48,851 48,851 49,543 44,235 45,144 50,678 44,235
Liabilities on delivery of foreign currency-denominated derivatives 139,629 186,041 133,874 120,325 124,474 178,029 162,116 179,749 170,935 197,474 203,467 185,537
of which those with terms:                      
2 to 30 days 482 1,055 1,760 696 1,820 1,437 4,286 9,080 1,062 9,202 4,829 11,182
31 to 90 days 1,232 1,561 463 1,381 973 21,391 5,073 8,451 10,185 8,767 10,135 12,877
over 91 days 51 52 677 3,383 3,298 89,391 88,856 83,702 103,957 107,451 125,697 131,798

Updated March 12, 2015.