Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

	2015
	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	6,196,609	6,019,015	5,434,359	5,588,731	5,158,494	4,946,304	5,316,504	5,200,550	5,114,865	5,205,894	5,134,582	4,888,835
of which those with terms:
2 to 30 days	1,046,871	1,352,955	1,024,177	1,267,858	1,169,262	925,379	1,104,181	1,463,110	1,173,134	1,230,829	1,903,462	1,233,819
31 to 90 days	1,502,542	1,203,590	1,201,902	1,188,900	899,905	1,094,510	1,424,784	842,071	1,403,866	1,500,678	610,478	1,016,910
over 91 days	3,467,971	3,244,024	3,047,317	2,990,987	2,931,807	2,695,523	2,609,018	2,605,442	2,322,125	2,309,144	2,340,378	2,355,515
Claims on foreign exchange delivery	15,093,886	12,992,524	11,633,364	10,506,805	9,850,665	9,776,511	10,665,729	11,828,267	11,349,470	10,914,483	10,386,247	11,167,906
of which those with terms:
2 to 30 days	2,348,413	2,440,727	1,881,174	2,066,173	1,718,344	1,282,233	1,929,900	2,534,619	2,040,783	1,984,230	2,285,202	1,883,630
31 to 90 days	2,523,733	1,798,084	1,693,358	1,509,853	1,274,734	1,739,921	1,997,317	1,604,708	1,969,221	1,922,801	1,013,722	1,731,087
over 91 days	9,701,275	8,265,357	7,479,115	6,406,305	6,401,674	6,151,611	6,272,915	6,935,508	6,627,865	6,496,382	6,475,526	6,963,593
Claims on delivery of precious metals	1,139,589	922,369	838,281	687,584	658,678	644,463	586,651	624,815	603,973	734,520	678,122	716,399
of which those with terms:
2 to 30 days	227,590	122,582	127,023	66,914	34,982	46,462	14,945	40,721	50,828	26,775	59,967	85,850
31 to 90 days	100,091	78,305	22,931	34,149	39,701	24,900	48,171	33,263	62,661	80,761	49,376	12,330
over 91 days	435,320	353,606	334,671	284,148	287,281	285,569	256,855	258,163	235,622	400,288	383,119	420,901
Claims on delivery of securities	73,108	76,709	77,305	78,258	94,755	58,419	65,926	77,768	84,622	107,931	70,511	129,697
of which those with terms:
2 to 30 days	37,025	49,452	3,387	14,153	61,188	11,597	15,804	20,446	11,205	9,035	17,717	49,819
31 to 90 days	17,939	2,024	40,557	40,351	3,465	11,829	12,754	46	14,859	36,608	314	14,307
over 91 days	11,099	13,800	13,678	14,391	14,969	20,595	17,641	20,072	19,078	19,344	17,923	16,795
Claims on delivery of ruble-denominated derivatives	150,503	186,657	69,126	76,140	108,025	116,467	143,023	196,612	106,520	118,577	129,633	144,224
of which those with terms:
2 to 30 days	0	1,040	727	1,006	937	320	707	20,510	334	238	3,270	232
31 to 90 days	974	0	78	278	0	13,642	15,171	0	2,416	2,666	0	130
over 91 days	44,235	65,122	44,235	44,235	50,223	44,235	45,819	45,954	44,637	44,554	44,568	44,673
Claims on delivery of foreign currency-denominated derivatives	163,978	148,724	120,090	162,632	160,982	199,638	164,848	293,557	219,647	186,046	130,116	122,813
of which those with terms:
2 to 30 days	12,232	23,381	5,163	19,858	6,333	3,525	7,384	5,209	2,071	36,413	13,329	0
31 to 90 days	22,376	14,741	17,080	7,873	6,633	11,998	5,410	38,974	59,303	32,042	1,858	11,375
over 91 days	87,050	62,863	56,559	51,046	53,651	58,415	58,217	84,569	65,803	62,681	65,075	64,296
Liabilities on delivery of ruble-denominated derivatives	6,137,371	6,255,078	5,664,973	5,559,401	5,114,181	4,915,680	5,227,606	5,238,159	5,070,295	5,232,423	4,895,401	4,672,052
of which those with terms:
2 to 30 days	823,056	1,225,877	881,595	1,005,176	851,196	605,619	905,848	1,264,375	993,836	1,181,760	1,619,195	1,131,651
31 to 90 days	1,161,751	849,070	886,616	862,688	641,878	952,061	1,123,953	698,746	1,176,110	1,214,745	415,900	761,688
over 91 days	3,445,786	3,357,685	3,119,682	2,967,646	2,901,358	2,571,840	2,468,627	2,421,458	2,144,267	2,128,390	2,109,159	2,088,399
Liabilities on delivery of securities	14,552,474	12,300,312	11,224,050	10,449,547	9,796,639	9,696,464	10,627,187	11,602,601	11,232,588	10,742,825	10,487,506	11,187,886
of which those with terms:
2 to 30 days	2,577,103	2,336,356	2,033,648	2,337,519	1,986,441	1,567,658	2,052,232	2,634,431	2,189,306	1,937,221	2,536,031	1,951,855
31 to 90 days	2,661,801	2,189,339	1,992,857	1,785,196	1,537,039	1,839,957	2,279,061	1,721,216	2,157,707	2,154,646	1,166,937	1,972,823
over 91 days	9,166,096	7,620,046	6,951,608	6,068,226	6,068,864	5,951,140	6,089,458	6,857,044	6,529,919	6,484,323	6,527,431	6,977,154
Liabilities on delivery of precious metals	528,878	373,286	305,613	222,587	235,385	246,060	232,541	301,225	290,661	453,426	433,115	473,507
of which those with terms:
2 to 30 days	229,639	126,739	73,209	24,309	37,150	44,008	55,318	94,634	52,765	63,351	77,327	111,241
31 to 90 days	46,610	27,350	16,719	30,779	26,870	24,934	20,386	9,716	46,676	54,591	17,256	11,701
over 91 days	251,324	214,005	193,430	166,040	163,749	167,922	154,971	176,539	173,583	333,815	318,202	348,557
Liabilities on delivery of securities	596,126	497,410	268,195	239,486	215,664	165,172	171,980	181,361	173,020	176,291	175,446	273,749
of which those with terms:
2 to 30 days	117,737	275,887	47,659	73,635	99,064	33,148	46,944	46,215	30,861	16,191	38,488	62,004
31 to 90 days	272,929	67,837	97,854	68,372	11,551	21,124	15,533	3,332	25,187	89,821	45,197	31,875
over 91 days	145,237	112,678	79,818	76,504	79,391	79,921	80,574	78,538	71,104	25,284	34,471	92,942
Liabilities on delivery of ruble-denominated derivatives	176,739	185,466	81,637	76,902	107,669	105,545	131,408	176,231	104,010	112,519	126,791	147,928
of which those with terms:
2 to 30 days	0	21,012	460	851	1,846	493	874	1,565	483	335	4,025	249
31 to 90 days	27,244	0	12,891	1,240	0	3,228	5,391	477	217	279	0	3,240
over 91 days	44,235	44,235	44,235	44,235	49,134	44,235	44,235	44,235	44,235	44,235	44,347	44,235
Liabilities on delivery of foreign currency-denominated derivatives	226,493	216,625	175,513	205,294	209,544	242,118	196,637	292,308	216,377	176,768	93,249	92,405
of which those with terms:
2 to 30 days	7,870	23,463	1,950	11,535	6,420	179	8,936	8,500	2,290	71,130	378	0
31 to 90 days	15,702	13,226	14,693	5,166	4,056	16,323	8,451	75,092	79,680	12,131	2,074	1,506
over 91 days	160,825	137,707	124,389	114,246	117,705	118,129	121,985	44,347	42,021	38,597	41,035	43,859

Updated on 4 March 2016.