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Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

2016
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 4,770,572 4,640,996 4,643,500 4,949,026 4,994,757 4,667,470 4,501,990 4,643,046 4,958,251 5,032,111 5,358,925 5,268,106
of which those with terms:                        
2 to 30 days 1,201,698 1,068,466 1,104,492 1,326,621 1,325,190 1,104,746 997,771 1,105,279 1,007,330 955,895 1,550,815 1,265,186
31 to 90 days 898,366 818,666 974,162 978,261 801,684 908,083 994,264 727,466 1,281,746 1,195,608 828,418 1,294,927
over 91 days 2,423,575 2,432,466 2,363,297 2,432,821 2,419,449 2,445,525 2,361,318 2,577,193 2,545,450 2,665,957 2,654,079 2,576,889
Claims on foreign exchange delivery 11,653,922 11,413,102 10,339,649 9,558,922 9,700,549 9,448,525 9,147,889 8,915,227 8,503,255 8,649,870 9,337,078 9,600,099
of which those with terms:                        
2 to 30 days 2,086,125 2,071,320 1,904,071 1,711,632 1,851,939 1,961,264 1,452,288 1,691,902 1,687,718 1,533,643 1,837,878 2,435,224
31 to 90 days 1,813,708 1,440,954 1,490,022 1,668,097 1,164,794 1,179,792 1,353,550 877,463 1,263,435 1,393,331 1,212,010 1,671,658
over 91 days 7,183,752 7,199,815 6,317,704 5,683,849 5,717,321 5,453,535 5,792,616 5,619,856 4,978,873 4,929,676 5,417,499 4,929,799
Claims on delivery of precious metals 834,203 988,470 886,309 805,371 870,745 900,621 919,743 836,851 741,443 774,587 747,792 539,880
of which those with terms:                        
2 to 30 days 71,210 140,187 84,881 41,680 96,894 111,223 151,795 91,124 107,827 105,213 115,334 26,590
31 to 90 days 79,923 34,565 20,402 73,176 36,820 20,968 58,591 46,051 28,666 59,259 46,305 24,006
over 91 days 428,205 474,347 430,658 387,767 385,936 418,238 415,677 391,826 374,216 323,030 314,221 297,070
Claims on delivery of securities 89,276 109,649 111,275 220,876 132,058 139,504 103,138 86,977 88,744 120,125 109,808 100,041
of which those with terms:                        
2 to 30 days 3,982 17,334 5,310 107,572 25,007 42,211 11,422 18,599 12,413 22,920 17,551 250
31 to 90 days 21,627 603 10,539 19,786 3,948 12,104 15,200 988 13,542 17,300 751 12,917
over 91 days 16,233 17,057 16,685 14,220 14,109 10,281 9,871 11,095 10,494 36,830 37,574 37,190
Claims on delivery of ruble-denominated derivatives 192,298 221,452 102,467 172,272 189,291 91,602 101,151 121,254 91,415 94,645 118,489 64,438
of which those with terms:                        
2 to 30 days 196 5,151 1,001 1,549 14,727 1,768 1,418 6,056 845 838 4,715 677
31 to 90 days 1,668 0 1,439 12,944 278 2,602 3,816 34 851 1,169 136 506
over 91 days 44,235 45,737 44,591 44,683 45,080 44,645 44,726 44,721 44,235 44,248 44,248 0
Claims on delivery of foreign currency-denominated derivatives 150,285 155,730 137,743 124,811 134,976 114,894 123,711 149,291 148,616 159,955 198,403 159,542
of which those with terms:                        
2 to 30 days 8,144 12,018 12,019 7,506 9,099 0 0 11,988 2,807 2,623 5,371 255
31 to 90 days 21,917 16,906 14,167 8,860 99 8,906 9,292 2,731 4,003 3,042 10 1,011
over 91 days 67,322 63,970 49,420 47,557 48,286 39,642 41,922 41,345 36,463 35,964 46,643 42,390
Liabilities on delivery of ruble-denominated derivatives 4,917,575 4,916,493 4,930,456 4,970,415 5,033,255 4,634,523 4,390,450 4,489,476 4,720,792 4,916,706 5,091,568 5,230,177
of which those with terms:                        
2 to 30 days 1,179,198 1,147,639 1,116,303 1,196,802 1,185,933 915,510 818,904 1,006,320 899,948 977,150 1,463,200 1,441,458
31 to 90 days 827,435 696,852 793,792 858,229 616,378 728,413 785,574 529,129 1,015,260 1,014,950 640,626 961,479
over 91 days 2,108,384 2,164,791 2,171,570 2,086,842 2,164,075 2,151,841 2,042,131 2,138,193 2,100,798 2,167,348 2,158,851 2,155,760
Liabilities on delivery of securities 11,392,538 11,061,680 9,962,793 9,375,628 9,505,087 9,312,526 9,069,234 8,859,629 8,493,490 8,575,975 9,484,741 9,434,333
of which those with terms:                        
2 to 30 days 2,084,036 1,996,696 1,877,028 1,806,609 1,925,793 2,068,876 1,518,911 1,625,631 1,686,877 1,348,866 1,799,878 2,120,312
31 to 90 days 1,927,094 1,554,582 1,567,241 1,694,647 1,255,158 1,259,760 1,501,088 1,012,498 1,402,239 1,552,494 1,401,041 1,938,648
over 91 days 7,217,818 7,163,557 6,242,609 5,700,556 5,731,604 5,492,216 5,854,604 5,818,029 5,190,154 5,208,304 5,707,938 5,136,839
Liabilities on delivery of precious metals 498,445 584,881 542,869 467,086 586,899 621,787 647,136 621,185 577,443 598,245 542,635 416,117
of which those with terms:                        
2 to 30 days 94,412 135,054 114,697 72,533 163,367 160,569 227,977 216,053 211,291 202,659 188,096 151,088
31 to 90 days 33,788 20,924 36,967 71,306 25,368 49,043 53,992 38,684 49,823 46,797 27,700 24,762
over 91 days 366,114 406,395 347,812 322,058 329,434 343,136 355,282 326,480 308,532 271,685 264,831 239,862
Liabilities on delivery of securities 235,960 234,790 226,657 329,844 281,450 264,923 264,420 228,530 195,775 205,788 181,045 203,609
of which those with terms:                        
2 to 30 days 8,813 26,012 5,877 96,810 58,750 25,051 17,720 56,398 15,842 35,584 43,893 1,408
31 to 90 days 60,330 42,455 65,963 72,746 39,285 49,147 83,704 31,483 58,169 40,911 4,311 43,462
over 91 days 72,534 65,858 61,887 58,166 59,564 75,604 49,915 52,720 35,665 53,503 58,424 85,370
Liabilities on delivery of ruble-denominated derivatives 206,363 243,966 121,394 170,307 184,813 93,593 102,174 121,455 95,732 102,407 132,307 71,388
of which those with terms:                        
2 to 30 days 105 11,098 966 730 8,491 2,579 507 6,607 820 2,109 18,844 1,749
31 to 90 days 16,232 0 20,800 9,562 233 4,176 6,141 61 5,202 7,666 261 6,163
over 91 days 44,235 62,881 44,235 44,710 44,740 44,265 44,294 44,335 44,235 44,235 44,236 0
Liabilities on delivery of foreign currency-denominated derivatives 101,500 114,581 107,459 114,152 110,211 100,872 107,833 138,218 141,065 155,239 199,141 168,901
of which those with terms:                        
2 to 30 days 121 1,940 187 20,111 107 0 0 5,304 487 5,471 1,549 12,257
31 to 90 days 3,215 8,115 10,167 106 99 105 98 5,912 4,144 144 4,576 1,007
over 91 days 45,371 41,690 35,002 32,818 33,252 33,540 35,203 33,562 31,672 31,353 44,138 40,169

Updated on 10 March 2017.