Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

	2007
	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	884,859	974,492	1,170,792	1,176,997	1,237,616	1,339,378	1,539,290	1,939,673	1,687,538	1,779,797	1,691,493	1,802,793
of which those with terms:
2 to 30 days	289,798	380,142	330,341	283,197	389,257	320,907	367,188	711,488	497,981	508,395	521,092	529,004
31 to 90 days	275,866	195,813	312,509	327,768	246,750	407,555	415,586	428,097	432,420	501,988	385,499	427,204
more than 91 days	305,868	383,069	522,733	543,024	582,250	601,534	736,010	788,646	733,133	742,185	771,690	809,132
Claims on foreign exchange delivery	1,041,121	1,124,711	1,357,344	1,783,962	1,364,388	1,459,993	1,676,818	2,728,234	1,890,473	1,929,392	1,842,753	2,345,731
of which those with terms:
2 to 30 days	387,477	379,139	503,926	557,827	438,943	459,094	576,801	1,156,480	563,031	528,771	668,285	766,587
31 to 90 days	272,633	296,646	359,351	345,723	375,744	466,964	460,264	525,661	534,600	605,986	385,141	530,003
more than 91 days	356,583	415,067	467,773	496,750	507,181	479,915	575,402	841,776	764,910	747,071	758,888	776,658
Claims on delivery of precious metals	460,238	114,400	109,927	109,156	108,739	99,402	95,067	92,161	90,159	89,592	96,003	98,567
of which those with terms:
2 to 30 days	4,535	5,362	5,956	5,776	5,551	5,621	7,506	8,937	6,358	5,449	6,295	9,881
31 to 90 days	902	399	2,640	2,684	2,399	2,155	2,122	1,076	932	635	1,928	3,749
more than 91 days	6,100	7,083	5,488	5,897	4,683	4,540	5,988	8,266	11,542	11,808	13,856	12,761
Claims on delivery of securities	165,000	186,613	175,644	169,623	176,036	147,797	178,074	166,845	157,611	154,747	159,705	204,432
of which those with terms:
2 to 30 days	27,965	80,431	99,278	17,105	94,040	18,026	29,011	48,326	28,039	17,086	44,359	23,477
31 to 90 days	125,209	68,681	46,582	49,613	1,128	14,813	20,548	7,076	18,470	27,015	12,248	59,840
more than 91 days	6,730	21,331	28,064	97,049	75,614	109,729	115,575	110,493	110,263	107,034	101,343	118,023
Liabilities on delivery of ruble-denominated funds	1,344,257	1,077,387	1,143,022	1,201,888	1,197,275	1,241,247	1,412,378	1,881,095	1,651,533	1,696,127	1,646,647	1,812,227
of which those with terms:
2 to 30 days	313,738	335,849	403,087	351,661	346,725	370,106	431,739	622,093	436,680	399,203	480,409	480,156
31 to 90 days	291,812	306,390	296,959	290,862	332,763	382,436	375,261	447,846	415,443	470,442	335,892	482,103
more than 91 days	289,685	319,898	344,025	399,188	405,551	383,359	503,197	724,757	718,475	738,504	748,427	739,741
Liabilities on foreign exchange delivery	960,773	1,018,865	1,216,727	1,608,021	1,251,022	1,343,360	1,547,302	2,636,344	2,011,509	2,080,546	1,937,577	2,432,122
of which those with terms:
2 to 30 days	358,678	363,603	460,431	465,473	429,368	392,381	493,434	1,131,084	617,372	621,843	667,316	803,436
31 to 90 days	258,672	238,172	309,259	321,355	289,963	366,530	364,768	499,984	545,117	613,667	422,719	482,757
more than 91 days	323,786	393,940	434,011	493,444	504,469	548,529	630,860	813,877	822,979	805,052	832,042	888,250
Liabilities on delivery of precious metals	8,984	7,671	5,343	11,410	7,774	7,153	7,090	12,112	9,600	7,518	6,695	6,128
of which those with terms:
2 to 30 days	4,592	3,320	2,211	3,279	4,741	3,269	4,046	8,960	6,700	4,403	4,123	4,138
31 to 90 days	1,064	1,127	1,288	1,420	516	1,951	1,581	1,132	477	1,189	817	562
more than 91 days	1,785	1,349	692	1,117	974	573	581	612	785	422	519	235
Liabilities on delivery of securities	199,456	265,929	416,738	395,369	407,125	424,668	485,260	362,077	109,276	114,834	144,961	142,430
of which those with terms:
2 to 30 days	32,547	142,022	62,151	44,520	142,537	39,417	52,433	163,029	33,526	35,762	88,277	41,182
31 to 90 days	106,298	4,834	112,983	111,806	2,897	139,301	155,606	12,171	26,084	49,844	24,150	58,647
more than 91 days	57,663	107,787	237,712	235,891	250,793	243,765	269,209	185,343	47,843	23,607	24,780	42,029

Updated March 11, 2008.