Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

	2013
	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	2,097,202	2,204,689	2,682,903	2,816,197	2,754,108	2,833,290	2,840,772	2,985,448	3,227,365	3,297,050	3,284,991	4,102,762
of which those with terms:
2 to 30 days	450,217	572,610	839,776	899,828	855,477	742,211	681,579	885,968	753,147	934,330	1,117,272	1,740,761
31 to 90 days	451,208	385,962	526,947	505,770	402,418	552,097	569,666	523,854	917,936	836,038	592,897	706,692
over 91 days	1,146,967	1,187,124	1,272,664	1,380,046	1,470,383	1,495,882	1,496,407	1,561,724	1,479,343	1,445,365	1,534,395	1,633,623
Claims on foreign exchange delivery	2,791,825	2,818,110	4,372,448	3,227,157	2,999,560	3,175,345	3,293,481	3,965,307	3,850,264	3,992,176	3,988,760	4,833,383
of which those with terms:
2 to 30 days	637,233	636,934	1,997,832	723,783	615,381	542,995	545,103	1,111,894	721,612	890,235	1,048,120	1,758,555
31 to 90 days	461,908	432,186	533,614	544,090	432,312	479,812	472,675	516,800	830,740	747,658	588,614	765,691
over 91 days	1,594,457	1,675,741	1,790,412	1,900,091	1,931,942	2,097,032	2,175,765	2,278,274	2,160,690	2,204,598	2,299,702	2,257,082
Claims on delivery of precious metals	346,396	346,715	370,633	293,234	288,452	255,197	267,631	273,829	240,155	253,590	241,361	227,632
of which those with terms:
2 to 30 days	21,694	24,651	57,209	14,275	20,276	18,727	24,417	33,303	24,693	31,005	41,675	20,802
31 to 90 days	19,289	13,895	16,708	22,132	25,719	19,385	11,700	17,722	25,671	35,563	8,146	5,798
over 91 days	53,859	51,620	45,511	35,305	24,796	20,893	20,525	20,848	12,945	16,968	17,406	21,364
Claims on delivery of securities	125,530	106,455	125,622	119,014	134,512	107,920	87,638	73,583	65,622	69,853	75,444	58,013
of which those with terms:
2 to 30 days	67,821	69,125	76,469	64,960	104,263	64,475	31,079	45,275	21,700	15,337	53,210	23,662
31 to 90 days	23,293	2,323	21,551	28,696	1,349	17,383	26,476	3,508	23,664	41,133	12,904	26,399
over 91 days	22,703	25,829	21,370	19,229	22,633	19,198	17,850	21,249	13,828	1,017	4,285	991
Liabilities on delivery of ruble-denominated funds	2,489,273	2,452,963	2,971,337	2,796,734	2,661,077	2,639,078	2,732,458	2,834,380	3,173,514	3,339,390	3,220,278	4,002,987
of which those with terms:
2 to 30 days	460,865	423,571	740,468	516,030	478,115	387,168	332,216	436,708	492,272	656,348	750,787	1,403,256
31 to 90 days	391,247	354,625	475,562	435,672	310,113	346,767	369,813	398,441	710,214	670,472	489,538	625,657
over 91 days	1,347,305	1,383,669	1,466,325	1,577,812	1,614,164	1,648,349	1,755,959	1,781,848	1,732,727	1,757,314	1,780,981	1,767,296
Liabilities on foreign exchange delivery	2,561,176	2,730,435	4,292,109	3,435,406	3,295,363	3,549,934	3,531,031	4,206,851	3,950,631	4,002,827	4,129,310	4,999,083
of which those with terms:
2 to 30 days	591,294	708,788	2,052,518	1,102,636	967,456	879,830	833,187	1,479,148	902,278	1,081,382	1,330,916	2,041,808
31 to 90 days	502,950	447,438	575,446	573,224	531,957	664,956	656,464	622,427	1,018,129	923,989	706,815	810,658
over 91 days	1,424,786	1,507,197	1,615,951	1,711,457	1,779,471	1,934,450	1,896,989	2,033,845	1,889,607	1,852,807	1,982,432	2,069,386
Liabilities on delivery of precious metals	161,065	150,609	140,578	88,417	90,301	82,271	118,198	108,065	100,884	120,189	113,321	68,062
of which those with terms:
2 to 30 days	79,426	87,891	93,318	32,639	49,514	48,905	67,163	67,732	63,332	77,784	88,499	53,226
31 to 90 days	1,525	9,674	17,432	29,482	12,521	10,886	13,010	17,040	17,835	18,572	2,935	2,892
over 91 days	19,630	25,499	23,267	20,279	22,163	16,668	13,730	17,739	11,260	17,732	14,833	11,137
Liabilities on delivery of securities	161,328	152,293	152,418	156,426	158,241	151,768	150,805	164,429	151,212	156,574	165,384	151,979
of which those with terms:
2 to 30 days	48,785	86,508	81,014	47,793	96,710	55,153	60,175	95,460	59,540	57,748	93,052	44,081
31 to 90 days	55,616	15,959	26,206	60,654	11,180	52,151	41,134	23,679	50,643	48,021	5,485	65,358
over 91 days	38,022	36,211	35,951	36,972	41,637	34,390	43,365	40,683	31,480	35,124	59,213	37,738
Claims on delivery of ruble-denominated derivatives	6,254	8,124	6,131	5,924	6,912	3,321	5,777	7,174	4,729	4,625	7,638	3,773
of which those with terms:
2 to 30 days	496	346	0	0	264	42	19	87	449	95	485	38
31 to 90 days	369	554	226	241	0	37	83	0	118	366	38	118
over 91 days	616	498	0	0	0	0	38	38	38	133	133	133
Claims on delivery of foreign currency-denominated derivatives	21,345	20,572	18,968	22,683	19,053	32,982	75,718	79,984	77,305	61,861	79,960	69,312
of which those with terms:
2 to 30 days	9,870	6,903	6,913	8,909	5,803	904	22	364	4,752	2,180	1,140	5,120
31 to 90 days	401	2,101	2,251	2,217	104	275	4,395	4,185	1,192	1,966	1,881	2,066
over 91 days	11,034	10,962	8,556	8,896	8,972	10,847	8,446	8,575	7,637	6,906	6,131	10,040
Liabilities on delivery of ruble-denominated derivatives	23,122	23,106	21,956	22,171	17,621	12,261	15,016	16,606	13,495	11,236	10,976	15,369
of which those with terms:
2 to 30 days	9,340	5,952	6,697	8,398	5,026	850	8	283	4,588	1,729	672	2,974
31 to 90 days	456	1,861	2,049	2,095	26	451	4,206	3,970	756	1,485	1,750	1,929
over 91 days	8,903	8,843	6,318	6,318	6,356	7,980	5,572	5,611	4,955	4,276	3,339	7,777
Liabilities on delivery of foreign currency-denominated derivatives	4,306	5,079	2,698	4,201	5,320	14,936	46,820	52,978	79,755	56,846	40,198	40,444
of which those with terms:
2 to 30 days	1,200	1,228	481	505	884	114	39	288	635	338	328	2,319
31 to 90 days	462	680	76	63	64	149	128	73	308	381	253	385
over 91 days	2,609	2,565	2,136	2,160	2,182	2,233	2,287	2,317	2,214	2,292	2,373	2,302

Updated March 14, 2014.