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Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

2017
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 5,038,258 5,176,165 5,516,200 5,288,636 5,672,613 6,139,670 6,010,606 5,800,940        
of which those with terms:                        
2 to 30 days 1,164,808 1,517,788 1,621,756 1,098,825 1,487,863 1,412,496 1,087,539 1,188,419        
31 to 90 days 1,245,885 902,086 1,039,900 1,212,150 864,967 1,368,366 1,342,405 1,045,435        
over 91 days 2,399,544 2,472,934 2,739,721 2,865,825 3,057,551 3,234,807 3,382,847 3,323,882        
Claims on foreign exchange delivery 9,596,569 9,467,754 9,400,439 9,797,296 9,570,377 10,456,511 10,116,234 10,354,525        
of which those with terms:                        
2 to 30 days 2,181,985 2,558,780 2,433,305 2,550,599 2,176,747 2,459,462 1,780,202 2,581,259        
31 to 90 days 1,689,546 1,210,566 1,412,818 1,647,852 977,103 1,404,438 1,539,414 1,056,613        
over 91 days 4,966,308 4,871,991 5,013,406 5,033,846 5,599,512 5,972,465 5,998,825 5,777,146        
Claims on delivery of precious metals 801,055 847,249 689,200 833,840 846,368 712,087 797,767 813,784        
of which those with terms:                        
2 to 30 days 127,932 112,606 52,502 171,936 122,358 74,720 97,079 112,547        
31 to 90 days 45,248 38,172 31,487 64,057 43,298 33,326 67,258 56,041        
over 91 days 274,043 312,114 306,784 288,840 290,459 299,817 268,886 269,356        
Claims on delivery of securities 114,538 99,320 124,348 174,795 158,496 198,268 82,612 58,925        
of which those with terms:                        
2 to 30 days 10,948 29,967 48,101 91,462 100,168 51,260 1,646 36,650        
31 to 90 days 15,803 988 17,597 20,274 811 98,259 22,174 1,163        
over 91 days 35,456 35,402 41,414 43,971 45,427 41,991 41,566 17,315        
Claims on delivery of ruble-denominated derivatives 57,278 70,641 63,648 59,217 75,148 71,377 78,196 82,107        
of which those with terms:                        
2 to 30 days 1,716 2,444 5,705 1,542 4,747 110 492 3,747        
31 to 90 days 811 7 1,525 1,575 68 3,347 3,748 209        
over 91 days 0 351 0 0 872 42 337 674        
Claims on delivery of foreign currency-denominated derivatives 178,193 181,284 155,485 170,832 182,914 167,160 220,681 268,369        
of which those with terms:                        
2 to 30 days 238 1,254 743 390 140 14 2,953 10,477        
31 to 90 days 1,059 0 11,729 11,884 72 5,145 10,289 9,871        
over 91 days 50,088 48,653 35,539 36,039 36,390 32,013 28,692 43,783        
Liabilities on delivery of ruble-denominated funds 4,968,071 5,223,783 5,269,769 5,070,351 5,195,523 5,562,167 5,557,630 5,609,492        
of which those with terms:                        
2 to 30 days 1,221,305 1,537,728 1,378,995 1,020,392 1,208,226 1,034,262 884,562 1,204,592        
31 to 90 days 849,282 620,731 813,235 940,462 585,940 1,010,709 996,233 689,873        
over 91 days 2,113,993 2,167,667 2,304,117 2,327,783 2,540,656 2,720,258 2,866,743 2,903,641        
Liabilities on foreign exchange delivery 9,611,820 9,383,507 9,591,661 10,000,835 9,982,510 10,919,780 10,402,312 10,332,486        
of which those with terms:                        
2 to 30 days 2,044,990 2,416,232 2,610,708 2,586,589 2,319,211 2,719,098 1,812,667 2,348,885        
31 to 90 days 2,027,708 1,454,280 1,622,320 1,877,199 1,243,708 1,725,927 1,830,369 1,389,506        
over 91 days 5,052,243 4,994,666 5,171,597 5,334,423 5,899,639 6,270,185 6,308,855 5,978,603        
Liabilities on delivery of precious metals 538,179 569,222 405,977 545,123 557,285 479,104 593,022 643,354        
of which those with terms:                        
2 to 30 days 177,271 202,251 126,664 257,564 237,198 219,741 250,887 281,059        
31 to 90 days 29,429 15,232 11,636 61,217 20,228 20,924 49,567 30,844        
over 91 days 232,354 259,647 264,394 222,268 219,236 238,073 213,829 218,692        
Liabilities on delivery of securities 221,795 190,807 227,814 240,124 285,218 292,112 230,677 224,418        
of which those with terms:                        
2 to 30 days 31,663 30,789 19,376 35,662 107,248 17,505 3,966 45,373        
31 to 90 days 51,719 32,289 21,411 25,857 2,609 99,794 49,225 4,143        
over 91 days 67,142 67,768 135,063 126,590 119,883 122,101 137,601 138,793        
Claims on delivery of ruble-denominated derivatives 61,942 76,994 65,028 62,438 80,425 87,590 93,260 98,421        
of which those with terms:                        
2 to 30 days 638 8,890 3,939 2,118 9,213 5,259 611 18,369        
31 to 90 days 6,769 130 4,362 4,559 214 14,801 17,710 489        
over 91 days 0 382 59 59 186 111 310 204        
Claims on delivery of foreign currency-denominated derivatives 175,189 185,288 156,881 170,796 173,972 170,670 210,236 287,372        
of which those with terms:                        
2 to 30 days 219 1,440 6,492 411 418 74 3,658 10,657        
31 to 90 days 7,950 6,543 23,135 23,381 2,770 8,229 6,129 21,891        
over 91 days 40,200 43,448 20,167 20,437 19,528 15,410 16,022 50,709        
Derivatives (claims, at fair value) 674,731 658,711 653,411 618,780 626,405 626,288 601,351 597,865        
Derivatives (liabilities, at fair value) 445,514 445,836 430,505 389,563 384,886 391,826 366,443 365,250        

Updated on 9 November 2017.