×Close

Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

2019
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 12,129,149 12,662,480 14,021,090 13,896,248 14,553,616              
of which those with terms:              
2 to 30 days 1,617,028 1,804,075 3,889,297 3,763,705 4,190,070              
31 to 90 days 1,801,615 1,754,210 1,901,149 1,860,243 1,612,316              
over 91 days 6,414,603 6,682,168 7,739,276 8,036,744 8,442,791              
Claims on foreign exchange delivery 20,266,480 20,965,202 21,560,257 21,331,762 21,890,900              
of which those with terms:              
2 to 30 days 4,244,165 4,390,408 6,930,856 7,658,540 8,361,009              
31 to 90 days 3,104,983 2,842,905 3,346,528 3,225,320 2,494,303              
over 91 days 9,482,632 9,797,561 9,888,109 9,735,114 10,147,899              
Claims on delivery of precious metals 904,971 949,656 978,461 955,637 920,856              
of which those with terms:              
2 to 30 days 107,898 48,292 202,949 127,876 145,061              
31 to 90 days 217,133 253,323 149,560 141,901 71,599              
over 91 days 271,906 286,522 291,949 354,469 372,355              
Claims on delivery of securities 158,426 154,876 146,675 168,142 172,307              
of which those with terms:              
2 to 30 days 7,911 20,113 22,397 6,785 30,747              
31 to 90 days 36,662 5,913 16,303 22,921 1,186              
over 91 days 107,666 126,176 107,107 136,601 137,267              
Claims on delivery of ruble-denominated derivatives 59,194 63,991 80,373 80,653 78,398              
of which those with terms:              
2 to 30 days 152 4,462 1,177 790 12,649              
31 to 90 days 3,944 48 7,737 11,613 4,069              
over 91 days 7,500 7,633 8,219 4,739 1,831              
Claims on delivery of foreign currency-denominated derivatives 241,496 205,001 205,263 209,236 132,673              
of which those with terms:              
2 to 30 days 47,212 625 20,060 61,844 6,874              
31 to 90 days 20,184 71,029 56,186 6,621 21,804              
over 91 days 116,021 72,852 70,317 66,769 38,352              
Liabilities on delivery of ruble-denominated funds 13,400,282 14,167,241 15,884,217 15,707,904 16,177,375              
of which those with terms:              
2 to 30 days 2,505,008 2,546,278 4,953,438 4,609,430 5,139,146              
31 to 90 days 2,326,074 2,222,844 2,502,952 2,347,245 1,789,953              
over 91 days 5,864,499 6,343,105 7,336,758 7,835,752 8,218,303              
Liabilities on foreign exchange delivery 18,787,196 19,395,847 19,519,684 19,336,291 20,001,483              
of which those with terms:              
2 to 30 days 3,273,436 3,608,236 5,908,591 6,800,893 7,354,505              
31 to 90 days 2,572,407 2,413,253 2,747,499 2,490,891 2,226,033              
over 91 days 9,712,234 9,792,415 9,775,005 9,723,191 10,014,378              
Liabilities on delivery of precious metals 646,769 609,007 682,425 707,746 701,662              
of which those with terms:              
2 to 30 days 145,593 73,347 121,273 134,448 146,395              
31 to 90 days 101,487 168,292 92,747 218,135 119,803              
over 91 days 376,883 352,718 466,142 353,628 433,959              
Liabilities on delivery of securities 388,552 401,104 383,853 484,976 485,469              
of which those with terms:              
2 to 30 days 8,731 45,233 12,362 9,284 80,202              
31 to 90 days 124,185 21,041 73,012 139,768 10,271              
over 91 days 219,085 311,899 274,927 313,520 372,645              
Claims on delivery of ruble-denominated derivatives 54,801 65,036 85,447 84,275 79,530              
of which those with terms:              
2 to 30 days 531 751 5,501 3,490 14,440              
31 to 90 days 20 77 9,223 12,420 4,208              
over 91 days 7,500 10,552 7,500 4,066 1,086              
Claims on delivery of foreign currency-denominated derivatives 334,890 314,438 306,645 300,779 269,382              
of which those with terms:              
2 to 30 days 50,464 5,270 38,506 60,080 13,808              
31 to 90 days 43,112 87,317 68,517 42,309 53,288              
over 91 days 172,468 163,103 145,725 140,089 109,075              
Derivatives (claims, at fair value) 554,182 518,296 551,784 511,696 492,211              
Derivatives (liabilities, at fair value) 379,270 356,216 392,457 378,625 360,328              

Updated on 24 July 2019.