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. |
Was this page useful?
Last updated on: 12.08.2019