Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

	2005
	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	226,820	248,089	321,871	323,070	360,058	397,259	371,941	397,242	378,062	369,410	427,574	519,650
of which those with terms:
2 to 30 days	69,866	78,523	93,853	79,504	84,853	86,912	64,671	137,663	82,368	86,880	196,792	184,136
31 to 90 days	51,617	67,239	68,028	72,792	70,567	111,922	121,618	75,115	178,649	153,601	85,467	153,613
more than 91 days	64,687	61,563	122,163	131,260	163,117	164,113	154,681	154,956	84,199	105,236	108,941	140,777
Claims on foreign exchange delivery	429,933	405,674	403,727	421,574	488,054	658,561	475,088	491,607	505,379	530,833	596,829	725,510
of which those with terms:
2 to 30 days	147,954	151,272	181,715	186,894	176,979	346,689	146,919	183,795	168,882	162,487	256,610	300,910
31 to 90 days	151,218	127,137	80,548	83,571	91,502	118,044	126,508	114,488	136,387	152,292	118,436	147,102
more than 91 days	74,046	88,639	108,059	109,923	142,676	154,961	156,999	152,149	147,955	170,939	174,345	210,844
Claims on delivery of precious metals	63,408	64,057	67,988	66,958	63,034	60,521	56,011	52,571	54,855	50,257	56,378	61,575
of which those with terms:
2 to 30 days	3,240	1,997	2,623	4,126	3,168	1,120	3,144	2,611	4,761	2,453	4,961	1,971
31 to 90 days	1,224	807	1,765	1,491	720	949	191	2,173	2,631	2,868	361	169
more than 91 days	3,890	5,059	4,336	4,229	3,130	4,196	4,477	3,161	3,057	2,656	2,961	3,470
Claims on delivery of securities	31,157	23,514	30,658	19,012	55,445	35,892	40,172	29,354	30,039	37,030	37,309	35,776
of which those with terms:
2 to 30 days	19,044	14,268	16,742	7,924	31,744	12,478	16,581	19,218	18,136	17,801	23,212	22,667
31 to 90 days	1,605	2,069	3,641	3,778	2,201	15,709	16,441	3,800	6,893	7,150	3,326	6,252
more than 91 days	3,435	2,191	2,549	2,925	14,150	3,477	3,757	3,993	2,634	5,239	5,086	2,644
Claims on reverse repurchase of securities	32,567	23,765	26,819	47,388	49,084	56,172	74,223	68,492	75,073	187,155	161,986	62,769
of which those with terms:
2 to 30 days	20,773	13,902	19,819	37,394	23,957	19,406	58,078	36,396	59,565	70,151	37,084	50,124
31 to 90 days	6,959	5,034	1,519	4,792	1,750	3,836	5,836	11,244	9,501	5,333	14,630	6,134
more than 91 days	3,584	4,017	4,423	3,561	4,478	7,463	3,301	3,052	2,955	6,476	6,063	4,944
Claims for reverse repurchase of securities	65,536	67,443	71,190	90,455	91,202	101,675	113,726	110,552	147,648	149,328	143,305	163,213
of which those with terms:
2 to 30 days	49,223	41,691	48,187	65,218	67,297	68,455	83,693	78,489	107,162	98,859	103,993	107,754
31 to 90 days	5,809	7,960	13,261	10,978	10,307	12,609	21,145	14,896	26,948	17,078	8,775	32,657
more than 91 days	4,812	9,683	5,118	11,179	7,559	11,375	3,916	6,930	6,324	16,688	14,466	18,661
Liabilities on delivery of ruble-denominated fund	230,075	271,560	281,653	277,720	331,723	354,034	335,194	360,139	361,717	403,237	453,103	543,935
of which those with terms:
2 to 30 days	63,700	83,402	79,884	76,233	81,599	82,584	53,627	114,126	87,366	96,619	168,563	174,904
31 to 90 days	51,206	64,432	59,847	50,010	62,595	92,481	104,270	88,435	103,321	128,555	93,811	117,168
more than 91 days	50,956	57,564	73,442	84,584	118,588	115,136	113,589	107,689	106,891	128,328	126,826	164,655
Liabilities on foreign exchange delivery	387,940	343,443	370,346	365,382	418,080	595,446	425,264	410,668	420,182	448,385	509,393	652,113
of which those with terms:
2 to 30 days	141,356	135,247	186,955	171,243	150,059	330,134	142,872	164,849	140,867	132,070	234,358	297,964
31 to 90 days	150,509	119,059	71,492	75,047	88,907	122,343	130,663	99,474	141,010	151,954	108,501	164,576
more than 91 days	60,175	75,086	98,638	98,541	124,317	134,802	137,780	133,708	122,000	146,194	145,830	160,844
Liabilities on delivery of precious metals	47,495	47,030	47,316	47,461	46,471	48,582	39,540	40,047	41,823	32,491	35,969	44,617
of which those with terms:
2 to 30 days	5,341	3,045	3,018	3,880	2,924	5,964	5,033	5,654	7,890	4,380	6,242	7,931
31 to 90 days	738	1,215	1,694	1,910	2,360	2,091	2,083	2,587	4,158	3,891	1,466	1,200
more than 91 days	5,741	7,540	8,194	7,707	6,968	7,768	5,278	3,953	3,206	2,705	2,747	4,017
Liabilities on delivery of securities	69,282	66,239	111,966	121,134	152,102	133,663	123,641	140,923	124,921	83,546	99,327	81,485
of which those with terms:
2 to 30 days	29,189	23,762	30,873	27,316	62,563	28,039	29,719	61,977	38,482	36,174	72,308	29,061
31 to 90 days	5,653	17,755	20,609	33,761	11,253	29,791	27,725	5,650	74,835	30,371	4,022	24,301
more than 91 days	28,849	17,093	55,748	56,302	71,394	68,253	62,500	69,555	8,445	8,602	16,014	27,847
Liabilities for reverse repurchase of securities	30,835	20,836	25,670	46,788	48,574	53,368	70,939	64,092	72,353	185,325	156,292	58,715
of which those with terms:
2 to 30 days	20,794	12,959	18,161	35,767	22,736	18,089	55,719	34,485	56,844	68,046	34,841	46,709
31 to 90 days	5,408	3,244	1,524	5,104	1,746	4,048	4,116	9,112	9,798	5,205	13,742	5,464
more than 91 days	3,443	3,875	5,033	4,333	5,279	5,925	4,044	3,005	2,824	7,916	6,888	4,997
Obligations on reverse repurchase of securities	75,602	79,070	83,215	102,570	102,267	114,192	131,069	130,062	180,106	176,355	176,828	217,092
of which those with terms:
2 to 30 days	55,247	46,554	54,252	74,139	74,292	74,017	93,215	90,666	119,154	118,283	129,807	138,303
31 to 90 days	8,043	11,678	18,167	13,233	11,187	15,116	28,271	19,134	44,027	22,867	13,532	45,191
more than 91 days	6,275	12,115	5,890	11,941	8,458	15,196	4,167	8,674	7,334	17,513	15,266	29,086

Updated March 16, 2006.