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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 5,540,967 5,659,348 5,485,074 6,114,074
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 1,027,636 943,831 1,034,985 1,170,206
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 1,201,687 1,158,048 1,023,363 1,151,566
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 3,218,403 3,301,439 3,175,601 3,693,858
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 10,592,627 10,732,480 11,068,822 12,208,804
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 2,131,219 2,007,616 2,744,075 2,838,291
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 1,756,423 1,668,782 1,332,018 2,120,838
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 6,148,827 6,068,723 5,978,479 6,742,281
Claims on delivery of precious metals 801,055 847,249 689,200 833,840 846,368 712,087 797,767 813,784 702,284 683,182 706,748 698,632
of which those with terms:                      
2 to 30 days 127,932 112,606 52,502 171,936 122,358 74,720 97,079 112,547 190,223 147,017 149,356 267,683
31 to 90 days 45,248 38,172 31,487 64,057 43,298 33,326 67,258 56,041 25,374 55,763 49,073 16,443
over 91 days 274,043 312,114 306,784 288,840 290,459 299,817 268,886 269,356 255,116 213,020 214,005 212,030
Claims on delivery of securities 114,538 99,320 124,348 174,795 158,496 198,268 82,612 58,925 62,232 47,002 40,906 34,842
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 28,359 3,319 21,413 1,506
31 to 90 days 15,803 988 17,597 20,274 811 98,259 22,174 1,163 17,238 26,851 1,112 15,491
over 91 days 35,456 35,402 41,414 43,971 45,427 41,991 41,566 17,315 13,026 14,837 16,878 16,148
Claims on delivery of ruble-denominated derivatives 57,278 70,641 63,648 59,217 75,148 71,377 78,196 82,107 44,863 62,975 74,378 56,968
of which those with terms:                      
2 to 30 days 1,716 2,444 5,705 1,542 4,747 110 492 3,747 295 186 5,404 192
31 to 90 days 811 7 1,525 1,575 68 3,347 3,748 209 2,892 4,122 334 1,620
over 91 days 0 351 0 0 872 42 337 674 0 0 1,063 0
Claims on delivery of foreign currency-denominated derivatives 178,193 181,284 155,485 170,832 182,914 167,160 220,681 268,369 385,471 428,699 428,241 349,013
of which those with terms:                      
2 to 30 days 238 1,254 743 390 140 14 2,953 10,477 21,121 24,392 8,992 4,624
31 to 90 days 1,059 0 11,729 11,884 72 5,145 10,289 9,871 7,471 3,560 15,478 18,732
over 91 days 50,088 48,653 35,539 36,039 36,390 32,013 28,692 43,783 221,542 218,956 209,590 204,813
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 5,808,521 5,837,332 6,056,795 6,974,723
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 1,073,206 894,855 1,530,114 1,398,729
31 to 90 days 849,282 620,731 813,235 940,462 585,940 1,010,709 996,233 689,873 1,118,901 1,066,572 845,181 1,610,981
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 2,940,121 2,980,641 2,788,179 3,306,571
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 10,190,958 10,180,094 10,184,158 11,057,721
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 1,955,316 1,917,749 2,130,331 2,423,125
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 1,779,784 1,742,743 1,496,778 1,612,691
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 6,262,712 6,008,545 6,015,095 6,873,233
Liabilities on delivery of precious metals 538,179 569,222 405,977 545,123 557,285 479,104 593,022 643,354 546,778 568,633 578,298 646,689
of which those with terms:                      
2 to 30 days 177,271 202,251 126,664 257,564 237,198 219,741 250,887 281,059 316,833 251,157 267,120 455,739
31 to 90 days 29,429 15,232 11,636 61,217 20,228 20,924 49,567 30,844 24,816 44,405 28,774 11,095
over 91 days 232,354 259,647 264,394 222,268 219,236 238,073 213,829 218,692 204,087 176,453 181,542 179,678
Liabilities on delivery of securities 221,795 190,807 227,814 240,124 285,218 292,112 230,677 224,418 198,816 184,519 192,074 121,690
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 8,172 7,548 34,423 2,007
31 to 90 days 51,719 32,289 21,411 25,857 2,609 99,794 49,225 4,143 32,062 37,822 9,792 23,305
over 91 days 67,142 67,768 135,063 126,590 119,883 122,101 137,601 138,793 124,413 116,831 125,495 88,946
Claims on delivery of ruble-denominated derivatives 61,942 76,994 65,028 62,438 80,425 87,590 93,260 98,421 51,572 62,966 73,063 60,690
of which those with terms:                      
2 to 30 days 638 8,890 3,939 2,118 9,213 5,259 611 18,369 452 266 2,444 38
31 to 90 days 6,769 130 4,362 4,559 214 14,801 17,710 489 8,997 3,125 51 2,665
over 91 days 0 382 59 59 186 111 310 204 0 179 224 0
Claims on delivery of foreign currency-denominated derivatives 175,189 185,288 156,881 170,796 173,972 170,670 210,236 287,372 445,418 486,903 476,383 398,539
of which those with terms:                      
2 to 30 days 219 1,440 6,492 411 418 74 3,658 10,657 20,971 29,924 3,577 10,513
31 to 90 days 7,950 6,543 23,135 23,381 2,770 8,229 6,129 21,891 22,242 13,467 34,173 28,790
over 91 days 40,200 43,448 20,167 20,437 19,528 15,410 16,022 50,709 263,009 258,645 239,704 236,076
Derivatives (claims, at fair value) 674,731 658,711 653,411 618,780 626,405 626,288 601,351 597,865 587,730 552,836 485,629 505,003
Derivatives (liabilities, at fair value) 445,514 445,836 430,505 389,563 384,886 391,826 366,443 365,250 345,809 327,993 324,061 337,106

Updated on 22 February 2018.