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Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

2015
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 6,196,609 6,019,015 5,434,359 5,588,731 5,158,494 4,946,304 5,316,504 5,200,550 5,114,865 5,205,894 5,134,582 4,888,835
of which those with terms:                      
2 to 30 days 1,046,871 1,352,955 1,024,177 1,267,858 1,169,262 925,379 1,104,181 1,463,110 1,173,134 1,230,829 1,903,462 1,233,819
31 to 90 days 1,502,542 1,203,590 1,201,902 1,188,900 899,905 1,094,510 1,424,784 842,071 1,403,866 1,500,678 610,478 1,016,910
over 91 days 3,467,971 3,244,024 3,047,317 2,990,987 2,931,807 2,695,523 2,609,018 2,605,442 2,322,125 2,309,144 2,340,378 2,355,515
Claims on foreign exchange delivery 15,093,886 12,992,524 11,633,364 10,506,805 9,850,665 9,776,511 10,665,729 11,828,267 11,349,470 10,914,483 10,386,247 11,167,906
of which those with terms:                      
2 to 30 days 2,348,413 2,440,727 1,881,174 2,066,173 1,718,344 1,282,233 1,929,900 2,534,619 2,040,783 1,984,230 2,285,202 1,883,630
31 to 90 days 2,523,733 1,798,084 1,693,358 1,509,853 1,274,734 1,739,921 1,997,317 1,604,708 1,969,221 1,922,801 1,013,722 1,731,087
over 91 days 9,701,275 8,265,357 7,479,115 6,406,305 6,401,674 6,151,611 6,272,915 6,935,508 6,627,865 6,496,382 6,475,526 6,963,593
Claims on delivery of precious metals 1,139,589 922,369 838,281 687,584 658,678 644,463 586,651 624,815 603,973 734,520 678,122 716,399
of which those with terms:                      
2 to 30 days 227,590 122,582 127,023 66,914 34,982 46,462 14,945 40,721 50,828 26,775 59,967 85,850
31 to 90 days 100,091 78,305 22,931 34,149 39,701 24,900 48,171 33,263 62,661 80,761 49,376 12,330
over 91 days 435,320 353,606 334,671 284,148 287,281 285,569 256,855 258,163 235,622 400,288 383,119 420,901
Claims on delivery of securities 73,108 76,709 77,305 78,258 94,755 58,419 65,926 77,768 84,622 107,931 70,511 129,697
of which those with terms:                      
2 to 30 days 37,025 49,452 3,387 14,153 61,188 11,597 15,804 20,446 11,205 9,035 17,717 49,819
31 to 90 days 17,939 2,024 40,557 40,351 3,465 11,829 12,754 46 14,859 36,608 314 14,307
over 91 days 11,099 13,800 13,678 14,391 14,969 20,595 17,641 20,072 19,078 19,344 17,923 16,795
Claims on delivery of ruble-denominated derivatives 150,503 186,657 69,126 76,140 108,025 116,467 143,023 196,612 106,520 118,577 129,633 144,224
of which those with terms:                      
2 to 30 days 0 1,040 727 1,006 937 320 707 20,510 334 238 3,270 232
31 to 90 days 974 0 78 278 0 13,642 15,171 0 2,416 2,666 0 130
over 91 days 44,235 65,122 44,235 44,235 50,223 44,235 45,819 45,954 44,637 44,554 44,568 44,673
Claims on delivery of foreign currency-denominated derivatives 163,978 148,724 120,090 162,632 160,982 199,638 164,848 293,557 219,647 186,046 130,116 122,813
of which those with terms:                      
2 to 30 days 12,232 23,381 5,163 19,858 6,333 3,525 7,384 5,209 2,071 36,413 13,329 0
31 to 90 days 22,376 14,741 17,080 7,873 6,633 11,998 5,410 38,974 59,303 32,042 1,858 11,375
over 91 days 87,050 62,863 56,559 51,046 53,651 58,415 58,217 84,569 65,803 62,681 65,075 64,296
Liabilities on delivery of ruble-denominated derivatives 6,137,371 6,255,078 5,664,973 5,559,401 5,114,181 4,915,680 5,227,606 5,238,159 5,070,295 5,232,423 4,895,401 4,672,052
of which those with terms:                      
2 to 30 days 823,056 1,225,877 881,595 1,005,176 851,196 605,619 905,848 1,264,375 993,836 1,181,760 1,619,195 1,131,651
31 to 90 days 1,161,751 849,070 886,616 862,688 641,878 952,061 1,123,953 698,746 1,176,110 1,214,745 415,900 761,688
over 91 days 3,445,786 3,357,685 3,119,682 2,967,646 2,901,358 2,571,840 2,468,627 2,421,458 2,144,267 2,128,390 2,109,159 2,088,399
Liabilities on delivery of securities 14,552,474 12,300,312 11,224,050 10,449,547 9,796,639 9,696,464 10,627,187 11,602,601 11,232,588 10,742,825 10,487,506 11,187,886
of which those with terms:                      
2 to 30 days 2,577,103 2,336,356 2,033,648 2,337,519 1,986,441 1,567,658 2,052,232 2,634,431 2,189,306 1,937,221 2,536,031 1,951,855
31 to 90 days 2,661,801 2,189,339 1,992,857 1,785,196 1,537,039 1,839,957 2,279,061 1,721,216 2,157,707 2,154,646 1,166,937 1,972,823
over 91 days 9,166,096 7,620,046 6,951,608 6,068,226 6,068,864 5,951,140 6,089,458 6,857,044 6,529,919 6,484,323 6,527,431 6,977,154
Liabilities on delivery of precious metals 528,878 373,286 305,613 222,587 235,385 246,060 232,541 301,225 290,661 453,426 433,115 473,507
of which those with terms:                      
2 to 30 days 229,639 126,739 73,209 24,309 37,150 44,008 55,318 94,634 52,765 63,351 77,327 111,241
31 to 90 days 46,610 27,350 16,719 30,779 26,870 24,934 20,386 9,716 46,676 54,591 17,256 11,701
over 91 days 251,324 214,005 193,430 166,040 163,749 167,922 154,971 176,539 173,583 333,815 318,202 348,557
Liabilities on delivery of securities 596,126 497,410 268,195 239,486 215,664 165,172 171,980 181,361 173,020 176,291 175,446 273,749
of which those with terms:                      
2 to 30 days 117,737 275,887 47,659 73,635 99,064 33,148 46,944 46,215 30,861 16,191 38,488 62,004
31 to 90 days 272,929 67,837 97,854 68,372 11,551 21,124 15,533 3,332 25,187 89,821 45,197 31,875
over 91 days 145,237 112,678 79,818 76,504 79,391 79,921 80,574 78,538 71,104 25,284 34,471 92,942
Liabilities on delivery of ruble-denominated derivatives 176,739 185,466 81,637 76,902 107,669 105,545 131,408 176,231 104,010 112,519 126,791 147,928
of which those with terms:                      
2 to 30 days 0 21,012 460 851 1,846 493 874 1,565 483 335 4,025 249
31 to 90 days 27,244 0 12,891 1,240 0 3,228 5,391 477 217 279 0 3,240
over 91 days 44,235 44,235 44,235 44,235 49,134 44,235 44,235 44,235 44,235 44,235 44,347 44,235
Liabilities on delivery of foreign currency-denominated derivatives 226,493 216,625 175,513 205,294 209,544 242,118 196,637 292,308 216,377 176,768 93,249 92,405
of which those with terms:                      
2 to 30 days 7,870 23,463 1,950 11,535 6,420 179 8,936 8,500 2,290 71,130 378 0
31 to 90 days 15,702 13,226 14,693 5,166 4,056 16,323 8,451 75,092 79,680 12,131 2,074 1,506
over 91 days 160,825 137,707 124,389 114,246 117,705 118,129 121,985 44,347 42,021 38,597 41,035 43,859

Updated on 4 March 2016.