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Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

2018
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 5,842,086 5,786,221 5,944,917 6,481,998 6,607,245 6,512,137 6,769,952          
of which those with terms:                        
2 to 30 days 953,284 1,052,810 1,298,574 1,349,958 1,189,297 1,281,557 1,246,826          
31 to 90 days 1,124,139 1,085,076 1,094,687 1,174,704 1,145,175 1,038,560 1,079,102          
over 91 days 3,519,719 3,419,208 3,461,304 3,853,466 4,005,591 4,114,554 4,126,826          
Claims on foreign exchange delivery 11,670,249 11,572,688 13,324,572 13,132,892 12,965,741 12,755,851 12,729,779          
of which those with terms:                        
2 to 30 days 2,200,165 2,311,291 4,170,266 3,116,696 2,777,139 2,819,375 2,658,172          
31 to 90 days 1,900,681 1,730,216 1,966,460 2,327,480 2,168,979 2,557,970 2,233,490          
over 91 days 6,752,892 6,696,531 6,617,434 7,039,561 7,186,284 6,890,910 7,055,015          
Claims on delivery of precious metals 590,437 599,228 714,361 657,934 750,647 644,409 659,946          
of which those with terms:                        
2 to 30 days 68,073 71,874 201,677 94,232 176,729 97,829 77,858          
31 to 90 days 51,321 43,585 28,655 65,614 37,605 73,078 98,170          
over 91 days 177,271 173,543 175,050 164,240 170,909 157,903 176,325          
Claims on delivery of securities 53,589 70,851 73,521 84,385 73,473 76,901 77,393          
of which those with terms:                        
2 to 30 days 4,068 29,394 13,763 12,450 21,886 1,483 210          
31 to 90 days 24,161 1,680 17,248 45,242 4,574 15,023 38,478          
over 91 days 15,137 38,155 40,851 23,452 44,620 58,740 36,982          
Claims on delivery of ruble-denominated derivatives 57,742 70,835 41,480 45,356 52,353 31,472 31,287          
of which those with terms:                        
2 to 30 days 259 1,296 0 0 220 393 1          
31 to 90 days 1,289 0 87 97 0 122 129          
over 91 days 0 0 0 0 0 7,000 7,000          
Claims on delivery of foreign currency-denominated derivatives 460,746 439,149 394,673 355,956 308,238 69,201 71,277          
of which those with terms:                        
2 to 30 days 19,769 5,444 6,528 25,473 7,927 10,156 444          
31 to 90 days 14,699 31,070 35,693 16,011 8,147 3,754 2,299          
over 91 days 192,951 168,597 167,147 173,798 137,254 6,359 5,844          
Liabilities on delivery of ruble-denominated funds 6,773,997 6,619,747 6,866,027 7,212,406 7,413,195 7,304,120 7,521,669          
of which those with terms:                        
2 to 30 days 1,292,938 1,417,128 1,768,207 1,621,839 1,708,996 1,631,342 1,548,962          
31 to 90 days 1,299,583 1,042,484 1,063,112 1,175,198 1,079,524 1,168,973 1,294,712          
over 91 days 3,308,024 3,252,018 3,266,859 3,642,702 3,703,138 3,756,005 3,755,536          
Liabilities on foreign exchange delivery 10,605,468 10,616,765 12,256,033 12,327,212 11,954,105 11,793,639 11,850,892          
of which those with terms:                        
2 to 30 days 1,713,341 1,886,353 3,619,499 2,808,944 2,177,697 2,412,543 2,271,103          
31 to 90 days 1,670,869 1,715,518 1,880,692 2,192,948 2,169,858 2,363,774 2,036,621          
over 91 days 6,732,341 6,585,903 6,555,312 7,057,542 7,138,460 6,917,633 7,109,882          
Liabilities on delivery of precious metals 416,737 392,724 507,528 409,549 467,966 424,266 451,605          
of which those with terms:                        
2 to 30 days 220,707 116,799 270,850 134,961 179,610 140,184 149,140          
31 to 90 days 41,521 74,382 83,316 130,239 67,842 88,654 57,627          
over 91 days 150,424 147,115 149,765 143,341 193,867 192,238 220,118          
Liabilities on delivery of securities 134,139 155,654 158,265 164,748 204,663 170,511 173,851          
of which those with terms:                        
2 to 30 days 4,063 32,252 17,663 16,181 48,744 13,349 11,792          
31 to 90 days 35,882 5,258 30,456 53,303 4,815 36,412 45,993          
over 91 days 84,366 110,656 102,072 86,357 139,239 112,380 106,145          
Claims on delivery of ruble-denominated derivatives 60,871 71,653 41,998 49,212 56,181 30,734 32,198          
of which those with terms:                        
2 to 30 days 64 1,986 0 0 176 278 216          
31 to 90 days 2,491 0 0 0 0 1 6          
over 91 days 3 2 0 0 0 7,000 7,000          
Claims on delivery of foreign currency-denominated derivatives 487,873 472,520 433,932 393,197 371,008 154,781 150,702          
of which those with terms:                        
2 to 30 days 12,504 6,510 11,659 8,850 14,303 9,799 0          
31 to 90 days 25,764 20,308 25,771 26,392 12,421 16,934 13,433          
over 91 days 217,347 210,885 211,197 220,704 188,272 79,577 74,911          
Derivatives (claims, at fair value) 540,100 530,155 462,104 554,239 539,437 474,850 443,338          
Derivatives (liabilities, at fair value) 370,772 363,446 323,364 376,604 349,802 322,287 295,186          

Updated on 3 September 2018.