Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

	2003
	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	64,096	106,877	119,139	156,026	139,136	148,747	141,966	165,817	122,120	127,438	152,438	127,541
of which those with terms:
2 to 30 days	26,694	65,780	79,263	113,258	67,901	27,854	23,760	67,576	21,091	26,735	78,998	49,474
31 to 90 days	2,591	3,326	4,039	4,749	12,207	26,714	27,767	9,101	47,144	53,095	12,832	10,738
more than 91 days	8,397	11,449	11,752	13,320	31,690	70,201	67,151	67,097	31,413	28,923	31,517	33,409
Claims on foreign exchange delivery	118,718	117,334	124,143	193,760	191,146	192,600	185,613	342,017	199,763	193,292	196,892	246,027
of which those with terms:
2 to 30 days	55,689	46,253	42,201	81,598	73,082	68,612	71,534	186,047	75,608	81,765	68,098	98,879
31 to 90 days	6,352	8,115	4,045	5,709	7,262	8,916	9,466	21,686	35,189	15,976	30,614	30,608
more than 91 days	15,531	18,366	39,873	46,903	62,409	67,583	64,455	62,937	56,653	59,200	56,355	56,418
Claims on delivery of precious metals	38,233	41,034	37,242	39,573	42,053	37,724	35,273	32,248	30,457	29,643	34,010	40,861
of which those with terms:
2 to 30 days	1,032	1,886	701	1,078	1,106	1,506	1,719	1,433	971	1,865	3,183	3,670
31 to 90 days	2,172	73	264	230	413	875	441	1,178	2,850	3,289	2,479	1,308
more than 91 days	581	2,892	2,391	2,963	3,064	2,133	2,235	1,872	1,054	904	2,946	3,442
Claims on delivery of securities	42,757	41,945	32,518	40,046	50,073	52,291	47,786	45,478	46,670	54,703	46,882	33,700
of which those with terms:
2 to 30 days	28,020	24,722	18,691	23,902	29,540	18,183	27,219	31,729	26,411	32,164	29,625	10,932
31 to 90 days	4,688	4,167	3,351	353	3,177	683	1,123	1,861	4,125	6,251	1,517	7,562
more than 91 days	599	493	481	9,839	9,628	9,797	9,658	8,222	6,212	8,047	9,107	9,626
Claims on reverse repurchase of securities	28,256	31,630	30,169	31,573	41,407	50,748	55,787	51,678	77,600	74,815	55,824	62,766
of which those with terms:
2 to 30 days	15,434	18,708	17,699	22,578	23,348	28,210	29,138	31,028	47,203	54,741	27,802	39,501
31 to 90 days	7,568	8,471	5,522	2,496	6,687	7,332	7,367	10,856	1,093	5,737	13,366	19,810
more than 91 days	3,378	4,023	6,444	5,869	10,683	3,870	10,556	9,372	18,901	12,750	12,702	2,343
Claims for reverse repurchase of securities	14,401	18,799	18,698	25,826	28,892	30,215	32,289	30,854	33,028	34,259	29,756	34,888
of which those with terms:
2 to 30 days	7,466	11,489	11,329	16,436	20,848	22,867	21,908	22,376	24,728	27,929	23,880	26,919
31 to 90 days	3,245	4,523	3,194	4,928	3,668	4,047	6,175	4,932	4,901	3,605	3,310	4,256
more than 91 days	2,724	2,004	3,491	3,986	3,159	1,942	2,447	1,817	1,630	1,366	1,483	2,277
Liabilities on delivery of ruble-denominated fund	57,290	62,447	60,223	71,439	68,789	64,154	65,108	80,364	52,583	58,116	77,684	106,724
of which those with terms:
2 to 30 days	8,126	6,827	9,602	13,108	11,723	11,108	14,354	35,475	10,012	15,635	16,184	32,003
31 to 90 days	5,261	4,313	2,799	3,727	3,845	5,183	5,693	5,142	7,555	6,968	13,701	19,141
more than 91 days	1,883	6,125	6,232	7,365	7,132	7,297	6,683	5,943	4,850	5,630	7,719	10,726
Liabilities on foreign exchange delivery	105,663	92,262	100,765	175,677	177,345	173,254	165,193	328,317	192,674	189,250	205,844	240,756
of which those with terms:
2 to 30 days	59,116	42,762	36,809	78,326	67,704	59,691	67,606	186,253	73,738	80,659	80,971	97,262
31 to 90 days	5,487	7,506	5,000	6,293	8,894	8,039	9,779	22,300	34,636	16,675	27,095	27,741
more than 91 days	12,350	14,586	35,595	50,403	65,341	70,321	64,677	63,760	61,637	67,225	66,115	65,671
Liabilities on delivery of precious metals	21,201	24,797	22,900	24,555	26,501	25,296	27,100	27,683	22,495	19,412	20,282	27,383
of which those with terms:
2 to 30 days	1,469	1,636	486	2,567	1,852	3,122	5,200	7,742	1,879	3,293	3,126	5,826
31 to 90 days	666	584	574	414	906	754	776	1,105	2,447	4,587	4,336	978
more than 91 days	4,295	5,886	6,122	6,219	6,442	5,859	6,050	5,280	4,895	1,812	2,358	5,395
Liabilities on delivery of securities	57,112	106,864	110,357	140,390	133,740	145,691	132,059	127,428	111,179	117,928	105,132	53,565
of which those with terms:
2 to 30 days	42,192	87,566	94,007	125,534	90,448	41,087	37,005	57,603	38,770	44,118	78,566	31,002
31 to 90 days	4,382	3,428	3,313	771	11,443	22,109	22,350	5,692	45,239	49,435	3,197	700
more than 91 days	6,771	6,642	6,605	9,165	27,702	62,695	62,559	61,321	20,773	19,943	20,311	18,666
Liabilities for reverse repurchase of securities	23,883	27,251	27,926	29,484	37,081	47,206	51,113	46,885	74,012	70,882	51,376	58,324
of which those with terms:
2 to 30 days	13,876	16,176	15,642	21,574	21,475	28,226	27,427	28,442	44,332	52,218	25,643	38,689
31 to 90 days	4,856	6,822	5,511	1,768	6,058	7,313	5,683	8,661	867	5,304	12,192	17,655
more than 91 days	3,431	3,859	6,278	5,793	8,905	2,663	9,584	9,372	18,667	11,915	11,623	853
Obligations on reverse repurchase of securities	18,101	23,649	22,993	31,235	35,504	35,771	37,217	38,897	41,305	41,105	36,065	50,294
of which those with terms:
2 to 30 days	7,727	11,891	12,958	18,996	24,056	24,063	23,802	25,682	27,595	32,775	27,634	39,711
31 to 90 days	6,232	8,680	5,656	7,572	5,076	4,054	8,062	9,836	8,877	5,553	4,645	4,992
more than 91 days	3,184	2,263	3,677	4,175	4,834	3,437	3,550	1,351	2,776	1,386	1,488	4,012

Updated March 9, 2004.