Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

	2006
	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	537,004	548,440	671,729	708,462	783,901	768,593	796,457	876,268	806,242	846,688	904,382	767,500
of which those with terms:
2 to 30 days	169,584	200,677	252,424	188,061	391,432	198,351	191,817	393,821	222,385	228,657	357,518	273,017
31 to 90 days	153,450	111,491	224,571	267,916	132,233	271,697	294,099	146,341	282,653	241,584	167,255	263,149
more than 91 days	176,648	225,957	174,922	243,621	254,437	289,312	302,776	323,509	297,593	345,548	364,304	219,646
Claims on foreign exchange delivery	676,212	704,607	827,789	886,287	991,333	1,145,561	910,374	1,249,775	911,299	890,924	934,121	1,037,270
of which those with terms:
2 to 30 days	258,736	282,218	294,104	292,954	480,279	612,052	361,100	730,153	371,668	329,908	365,234	406,685
31 to 90 days	152,310	154,596	218,516	278,545	205,316	259,804	296,241	229,215	280,000	279,506	236,215	290,324
more than 91 days	227,788	219,133	263,974	267,510	270,218	237,471	209,818	241,898	223,554	239,405	268,263	282,917
Claims on delivery of precious metals	74,537	73,681	84,903	89,212	96,539	85,281	93,222	83,044	71,920	68,722	423,277	426,655
of which those with terms:
2 to 30 days	1,430	1,828	1,952	2,474	3,340	5,069	9,723	6,129	3,954	4,479	5,479	2,691
31 to 90 days	743	494	775	2,761	4,136	2,836	2,332	1,658	2,126	3,797	1,164	1,292
more than 91 days	4,220	4,146	3,794	3,135	2,171	2,232	3,456	4,174	4,692	4,383	4,723	5,067
Claims on delivery of securities	54,957	50,696	167,579	130,770	123,699	122,658	135,604	142,463	160,610	171,336	211,306	148,011
of which those with terms:
2 to 30 days	31,027	32,948	86,826	30,349	34,719	25,744	21,053	32,447	21,455	27,338	91,971	6,820
31 to 90 days	8,009	9,024	17,592	16,684	7,368	13,957	16,112	10,335	59,077	53,773	16,667	60,223
more than 91 days	7,032	4,996	58,717	82,145	74,245	79,095	88,663	96,491	76,159	78,408	82,703	80,127
Claims on reverse repurchase of securities	99,484	88,496	101,448	122,012	94,710	98,622	116,736	108,544	97,141	187,250	172,164	94,746
of which those with terms:
2 to 30 days	38,552	53,631	78,359	93,714	60,673	53,279	63,391	59,088	59,560	40,033	53,854	67,051
31 to 90 days	4,439	5,927	7,026	10,845	11,722	18,530	24,166	18,225	10,924	11,330	7,233	8,170
more than 91 days	9,956	4,667	4,283	4,529	4,058	9,599	8,512	20,303	19,834	20,697	22,570	11,143
Claims for reverse repurchase of securities	160,434	175,102	179,382	208,781	215,337	209,115	218,668	214,306	222,398	239,164	261,833	256,903
of which those with terms:
2 to 30 days	95,774	125,492	141,836	167,147	156,754	170,116	163,348	153,572	179,989	144,281	168,419	205,818
31 to 90 days	40,202	22,179	19,021	20,116	7,234	19,673	18,880	13,434	10,594	17,438	19,795	32,997
more than 91 days	3,237	4,702	10,497	13,340	14,130	11,979	7,445	11,288	11,811	29,374	23,729	7,282
Liabilities on delivery of ruble-denominated fund	567,494	572,539	832,321	837,777	941,304	786,400	784,119	887,152	787,978	803,374	1,213,650	1,206,083
of which those with terms:
2 to 30 days	180,167	186,415	265,613	197,863	380,248	250,186	226,066	361,817	249,853	254,803	313,026	253,275
31 to 90 days	128,722	131,678	189,615	269,562	187,587	207,866	244,811	197,829	235,390	232,714	192,555	250,694
more than 91 days	185,653	176,528	279,711	281,050	285,415	245,093	228,826	242,257	230,818	240,765	253,095	271,353
Liabilities on foreign exchange delivery	581,660	582,589	647,753	662,176	738,574	981,635	788,367	1,097,318	817,946	872,195	884,191	976,418
of which those with terms:
2 to 30 days	236,544	261,387	272,104	255,225	409,373	546,598	308,477	672,522	325,734	289,087	357,741	413,478
31 to 90 days	165,365	134,731	192,315	226,994	152,787	237,694	258,978	182,379	273,720	278,805	207,804	249,852
more than 91 days	165,651	170,353	158,191	161,131	164,962	182,397	201,454	223,066	211,565	267,165	290,603	275,054
Liabilities on delivery of precious metals	50,359	16,270	12,349	10,873	10,917	13,200	11,302	14,913	10,587	10,382	9,898	5,418
of which those with terms:
2 to 30 days	9,211	8,412	5,683	6,320	6,529	8,960	6,841	9,178	5,761	5,489	5,456	2,101
31 to 90 days	1,769	648	1,150	1,331	985	1,144	836	821	973	1,572	729	1,140
more than 91 days	3,808	1,806	1,458	1,448	1,294	920	1,613	1,555	1,358	1,136	1,067	832
Liabilities on delivery of securities	123,464	184,182	238,763	282,513	282,938	324,409	330,191	332,187	314,443	271,905	344,560	154,163
of which those with terms:
2 to 30 days	35,369	63,247	93,000	55,638	115,510	37,986	43,344	115,005	38,013	38,137	144,838	20,860
31 to 90 days	18,647	7,990	78,499	71,222	8,645	100,895	104,441	10,540	114,545	67,633	20,453	112,379
more than 91 days	62,107	106,229	64,345	153,639	150,110	181,071	170,869	198,106	156,704	156,001	171,463	19,353
Liabilities for reverse repurchase of securities	91,539	81,624	97,985	112,924	88,938	90,338	107,835	99,874	90,933	177,810	161,149	88,295
of which those with terms:
2 to 30 days	33,497	48,963	76,035	89,497	55,196	46,052	57,631	54,792	54,543	38,552	49,721	61,671
31 to 90 days	3,123	4,622	6,658	6,654	11,463	18,253	22,489	15,314	9,492	6,979	3,895	7,457
more than 91 days	10,032	4,677	4,016	4,368	4,081	9,128	7,981	19,207	20,252	21,250	22,253	11,149
Obligations on reverse repurchase of securities	201,704	208,658	212,045	248,390	248,779	251,970	257,010	252,504	256,902	302,007	343,127	347,765
of which those with terms:
2 to 30 days	114,683	141,734	169,925	194,402	183,121	204,234	191,454	177,794	204,372	161,847	197,882	278,430
31 to 90 days	60,436	36,920	22,592	29,873	9,158	25,233	24,013	20,653	16,266	45,472	59,351	48,040
more than 91 days	3,878	5,113	10,850	15,377	16,530	14,625	9,593	14,298	14,899	42,140	31,229	9,226

Updated March 12, 2007.