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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 7,774,137 8,440,842 8,434,539 9,275,213 9,921,328
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 1,370,044 1,365,488 1,387,704 1,776,617 1,870,945
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 1,441,429 1,638,668 1,468,381 1,446,057 1,674,473
over 91 days 3,519,719 3,419,208 3,461,304 3,853,466 4,005,591 4,114,554 4,126,826 4,860,314 5,323,602 5,332,223 5,892,379 6,259,345
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 15,382,527 14,789,297 15,644,708 16,524,823 17,470,356
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 3,721,976 2,651,187 2,889,351 3,973,198 3,627,475
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 2,195,124 2,845,418 2,786,900 2,565,581 3,439,928
over 91 days 6,752,892 6,696,531 6,617,434 7,039,561 7,186,284 6,890,910 7,055,015 8,913,133 8,766,655 9,187,745 9,467,304 9,826,261
Claims on delivery of precious metals 590,437 599,228 714,361 657,934 750,647 644,409 659,946 834,885 811,636 864,854 823,755 837,098
of which those with terms:                      
2 to 30 days 68,073 71,874 201,677 94,232 176,729 97,829 77,858 71,939 123,238 106,186 121,808 164,692
31 to 90 days 51,321 43,585 28,655 65,614 37,605 73,078 98,170 145,381 67,874 210,909 202,449 100,911
over 91 days 177,271 173,543 175,050 164,240 170,909 157,903 176,325 348,515 383,854 302,066 295,162 308,933
Claims on delivery of securities 53,589 70,851 73,521 84,385 73,473 76,901 77,393 112,079 82,920 72,207 199,309 142,583
of which those with terms:                      
2 to 30 days 4,068 29,394 13,763 12,450 21,886 1,483 210 43,158 1,208 918 82,462 15,348
31 to 90 days 24,161 1,680 17,248 45,242 4,574 15,023 38,478 17,583 41,249 31,152 6,509 19,747
over 91 days 15,137 38,155 40,851 23,452 44,620 58,740 36,982 49,749 38,953 38,522 108,610 105,967
Claims on delivery of ruble-denominated derivatives 57,742 70,835 41,480 45,356 52,353 31,472 31,287 60,296 37,545 51,547 65,838 65,770
of which those with terms:                      
2 to 30 days 259 1,296 0 0 220 393 1 137 1 1 4,069 0
31 to 90 days 1,289 0 87 97 0 122 129 0 2,954 4,890 1 4,321
over 91 days 0 0 0 0 0 7,000 7,000 9,000 9,000 9,000 9,000 9,000
Claims on delivery of foreign currency-denominated derivatives 460,746 439,149 394,673 355,956 308,238 69,201 71,277 109,643 424,282 380,908 287,014 218,921
of which those with terms:                      
2 to 30 days 19,769 5,444 6,528 25,473 7,927 10,156 444 17,301 93,288 102,520 34,034 26,353
31 to 90 days 14,699 31,070 35,693 16,011 8,147 3,754 2,299 2,670 110,167 55,027 78,233 42,405
over 91 days 192,951 168,597 167,147 173,798 137,254 6,359 5,844 8,003 175,982 166,011 134,068 120,087
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 8,464,752 8,844,076 9,224,043 10,040,017 10,983,100
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 1,902,646 1,681,502 1,615,835 2,492,434 2,380,017
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 1,372,282 1,689,492 1,829,643 1,576,145 2,224,456
over 91 days 3,308,024 3,252,018 3,266,859 3,642,702 3,703,138 3,756,005 3,755,536 4,477,260 4,791,176 4,992,341 5,277,608 5,598,455
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 14,446,171 14,084,276 14,620,420 15,487,062 16,193,524
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 3,084,714 2,395,410 2,574,328 3,197,845 3,158,345
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 2,282,979 2,574,916 2,454,494 2,454,242 2,765,551
over 91 days 6,732,341 6,585,903 6,555,312 7,057,542 7,138,460 6,917,633 7,109,882 8,944,536 8,965,175 9,195,736 9,693,312 10,187,215
Liabilities on delivery of precious metals 416,737 392,724 507,528 409,549 467,966 424,266 451,605 636,825 578,975 674,933 665,083 611,223
of which those with terms:                      
2 to 30 days 220,707 116,799 270,850 134,961 179,610 140,184 149,140 126,371 77,958 143,996 179,319 136,047
31 to 90 days 41,521 74,382 83,316 130,239 67,842 88,654 57,627 112,380 210,221 169,420 145,186 82,259
over 91 days 150,424 147,115 149,765 143,341 193,867 192,238 220,118 396,537 290,407 327,324 340,536 392,901
Liabilities on delivery of securities 134,139 155,654 158,265 164,748 204,663 170,511 173,851 243,377 199,075 186,603 328,211 337,334
of which those with terms:                      
2 to 30 days 4,063 32,252 17,663 16,181 48,744 13,349 11,792 76,320 8,130 1,236 68,213 4,348
31 to 90 days 35,882 5,258 30,456 53,303 4,815 36,412 45,993 24,082 48,655 50,359 3,494 83,521
over 91 days 84,366 110,656 102,072 86,357 139,239 112,380 106,145 134,075 132,563 124,683 246,054 227,332
Claims on delivery of ruble-denominated derivatives 60,871 71,653 41,998 49,212 56,181 30,734 32,198 65,235 34,760 50,847 63,338 62,956
of which those with terms:                      
2 to 30 days 64 1,986 0 0 176 278 216 3 5 1 0 0
31 to 90 days 2,491 0 0 0 0 1 6 8 0 2 1 0
over 91 days 3 2 0 0 0 7,000 7,000 9,000 9,000 9,000 9,000 9,000
Claims on delivery of foreign currency-denominated derivatives 487,873 472,520 433,932 393,197 371,008 154,781 150,702 192,318 537,658 512,586 342,518 286,707
of which those with terms:                      
2 to 30 days 12,504 6,510 11,659 8,850 14,303 9,799 0 16,522 86,200 143,023 35,198 27,267
31 to 90 days 25,764 20,308 25,771 26,392 12,421 16,934 13,433 9,777 137,294 58,842 78,869 48,324
over 91 days 217,347 210,885 211,197 220,704 188,272 79,577 74,911 80,374 265,121 249,020 182,137 177,097
Derivatives (claims, at fair value) 540,100 530,155 462,104 554,239 539,437 474,850 443,338 677,494 591,811 566,351 573,811 728,784
Derivatives (liabilities, at fair value) 370,772 363,446 323,364 376,604 349,802 322,287 295,186 492,277 402,722 389,900 373,109 503,847

Updated on 11 February 2019.