Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

	2009
	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	1,214,140	1,049,984	953,107	843,943	781,899	786,567	914,415	889,168	884,666	757,224	722,831	790,117
of which those with terms:
2 to 30 days	446,643	307,697	274,032	231,316	222,871	200,004	315,891	299,067	284,350	261,665	235,854	238,106
31 to 90 days	249,574	263,551	223,322	216,797	240,157	277,149	290,555	251,181	261,851	147,185	122,089	141,522
over 91 days	474,097	447,260	426,976	374,479	298,519	261,943	275,427	312,104	316,883	331,817	343,316	344,688
Claims on foreign exchange delivery	1,789,510	1,783,184	1,443,616	1,440,108	1,394,142	1,359,972	1,472,080	1,341,792	1,123,182	1,287,885	1,282,103	1,361,241
of which those with terms:
2 to 30 days	692,672	765,152	564,261	587,634	424,849	435,208	516,550	683,572	563,625	663,513	570,315	630,243
31 to 90 days	378,649	348,557	303,047	359,832	526,553	491,081	468,194	277,867	249,223	239,972	299,333	302,391
over 91 days	692,066	617,478	539,422	455,539	412,210	390,577	355,007	292,921	278,759	353,733	370,023	356,016
Claims on delivery of precious metals	183,338	179,175	176,125	151,388	154,317	154,549	141,700	134,007	148,945	152,386	176,936	167,000
of which those with terms:
2 to 30 days	22,950	18,047	15,942	6,874	4,237	6,827	9,634	7,211	4,422	6,526	21,245	13,850
31 to 90 days	7,494	5,640	7,173	3,699	6,656	10,016	5,038	4,089	4,033	9,732	3,013	15,264
over 91 days	9,561	10,333	6,626	6,266	6,319	971	770	756	1,171	1,271	1,243	1,135
Claims on delivery of securities	89,213	67,680	65,165	71,172	81,433	102,468	102,039	91,220	91,548	94,936	108,611	80,578
of which those with terms:
2 to 30 days	37,623	13,676	11,197	11,736	14,393	30,552	18,982	27,839	22,768	27,677	25,765	4,131
31 to 90 days	1,563	574	1,444	1,341	552	14,256	17,999	2,391	5,308	5,938	7,628	10,119
over 91 days	45,131	48,418	45,815	54,241	63,602	53,725	51,679	54,236	58,057	59,498	68,706	66,134
Liabilities on delivery of ruble-denominated funds	1,187,056	1,095,544	996,747	890,148	939,583	975,443	960,769	909,051	864,626	879,425	831,132	819,031
of which those with terms:
2 to 30 days	289,814	214,898	168,397	156,851	159,484	168,061	201,122	227,196	186,513	197,678	193,790	156,562
31 to 90 days	208,003	224,069	209,898	166,472	220,288	255,865	259,255	231,580	220,767	165,714	109,425	123,846
over 91 days	560,231	508,418	475,086	435,206	424,645	407,983	375,699	328,046	312,589	382,908	389,978	376,288
Liabilities on foreign exchange delivery	2,194,172	2,033,061	1,662,929	1,593,808	1,395,618	1,398,389	1,622,538	1,448,869	1,262,871	1,297,554	1,306,824	1,505,407
of which those with terms:
2 to 30 days	890,431	846,223	678,628	641,247	441,732	466,314	601,457	741,032	630,511	714,209	599,760	725,614
31 to 90 days	441,881	403,681	296,418	377,781	522,083	536,930	517,137	297,362	284,196	225,864	318,681	340,734
over 91 days	815,433	757,853	659,676	550,248	417,598	351,128	362,759	335,142	323,977	339,938	360,354	358,867
Liabilities on delivery of precious metals	22,649	23,291	20,106	21,161	22,364	24,656	20,608	25,603	22,141	19,499	28,070	23,144
of which those with terms:
2 to 30 days	6,553	8,091	6,113	5,956	6,587	7,550	8,552	12,763	12,546	10,056	15,878	8,192
31 to 90 days	1,453	458	464	415	1,971	1,997	568	169	96	317	1,031	2,138
over 91 days	381	343	264	238	0	101	69	134	528	528	0	341
Liabilities on delivery of securities	91,035	101,278	77,744	82,491	93,922	66,458	94,444	139,210	129,657	126,680	134,267	90,709
of which those with terms:
2 to 30 days	44,265	55,606	25,413	31,156	56,358	27,019	52,396	43,536	38,840	37,326	42,821	10,700
31 to 90 days	15,241	13,022	32,200	34,727	18,398	10,773	16,664	4,301	10,428	9,671	1,234	4,266
over 91 days	30,029	29,906	16,636	13,918	15,505	22,674	21,477	77,636	76,445	74,791	77,680	75,401

Updated March 10, 2010.