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Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

1999
Q1 Q2 Q3 Q4
Claims on delivery of ruble-denominated funds 159,180 149,319 171,018 93,791
of which those with terms:
2 to 30 days 19,646 22,114 17,275 7,411
31 to 90 days 19,220 16,304 11,934 7,893
more than 91 days 17,881 21,152 54,075 11,425
Claims on foreign exchange delivery 386,739 438,851 411,488 298,008
of which those with terms:
2 to 30 days 19,995 14,708 9,146 6,031
31 to 90 days 12,729 12,680 9,932 1,835
more than 91 days 17,425 15,596 5,645 6,475
Claims on delivery of precious metals 3,023 6,448 7,086 6,660
of which those with terms:
2 to 30 days 139 81 14 358
31 to 90 days 168 198 457 771
more than 91 days 983 2,580 1,704 741
Claims on delivery of securities 1,891 1,949 1,511 3,420
of which those with terms:
2 to 30 days 308 1,016 459 580
31 to 90 days 214 318 141 687
more than 91 days 613 567 634 1,464
Claims on securities repurchase in reverse REPO operations 4,526 5,454 4,863 3,466
of which those with terms:
2 to 30 days 213 127 305 494
31 to 90 days 35 286 153 193
more than 91 days 1,548 802 1,318 1,167
Liabilities on delivery of ruble-denominated fund 132,887 131,259 131,016 91,693
of which those with terms:
2 to 30 days 13,689 9,075 6,165 4,803
31 to 90 days 6,429 5,796 3,730 2,325
more than 91 days 14,471 16,908 18,316 8,746
Liabilities on delivery of foreign exchange 365,562 374,345 386,798 244,869
of which those with terms:
2 to 30 days 27,837 26,436 21,370 8,821
31 to 90 days 25,629 22,806 21,642 7,941
more than 91 days 23,617 25,484 55,239 10,169
Liabilities on delivery of precious metals 706 1,163 1,095 1,637
of which those with terms:
2 to 30 days 135 309 97 383
31 to 90 days 42 76 75 239
more than 91 days 161 176 175 5
Liabilities on delivery of securities 5,950 6,353 3,322 2,741
of which those with terms:
2 to 30 days 753 214 2,096 311
31 to 90 days 47 953 340 41
more than 91 days 1,799 1,061 584 1,584
Liabilities on resale of securities in reverse REPO transactions 4,384 5,446 4,487 3,259
of which those with terms:
2 to 30 days 214 1,128 306 493
31 to 90 days 15 285 153 193
more than 91 days 1,425 794 1,307 1,340
Updated April 12, 2001.