Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

	2018
	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	5,842,086	5,786,221	5,944,917	6,481,998	6,607,245	6,512,137	6,769,952	7,774,137	8,440,842	8,434,539	9,275,213	9,921,328
of which those with terms:
2 to 30 days	953,284	1,052,810	1,298,574	1,349,958	1,189,297	1,281,557	1,246,826	1,370,044	1,365,488	1,387,704	1,776,617	1,870,945
31 to 90 days	1,124,139	1,085,076	1,094,687	1,174,704	1,145,175	1,038,560	1,079,102	1,441,429	1,638,668	1,468,381	1,446,057	1,674,473
over 91 days	3,519,719	3,419,208	3,461,304	3,853,466	4,005,591	4,114,554	4,126,826	4,860,314	5,323,602	5,332,223	5,892,379	6,259,345
Claims on foreign exchange delivery	11,670,249	11,572,688	13,324,572	13,132,892	12,965,741	12,755,851	12,729,779	15,382,527	14,789,297	15,644,708	16,524,823	17,470,356
of which those with terms:
2 to 30 days	2,200,165	2,311,291	4,170,266	3,116,696	2,777,139	2,819,375	2,658,172	3,721,976	2,651,187	2,889,351	3,973,198	3,627,475
31 to 90 days	1,900,681	1,730,216	1,966,460	2,327,480	2,168,979	2,557,970	2,233,490	2,195,124	2,845,418	2,786,900	2,565,581	3,439,928
over 91 days	6,752,892	6,696,531	6,617,434	7,039,561	7,186,284	6,890,910	7,055,015	8,913,133	8,766,655	9,187,745	9,467,304	9,826,261
Claims on delivery of precious metals	590,437	599,228	714,361	657,934	750,647	644,409	659,946	834,885	811,636	864,854	823,755	837,098
of which those with terms:
2 to 30 days	68,073	71,874	201,677	94,232	176,729	97,829	77,858	71,939	123,238	106,186	121,808	164,692
31 to 90 days	51,321	43,585	28,655	65,614	37,605	73,078	98,170	145,381	67,874	210,909	202,449	100,911
over 91 days	177,271	173,543	175,050	164,240	170,909	157,903	176,325	348,515	383,854	302,066	295,162	308,933
Claims on delivery of securities	53,589	70,851	73,521	84,385	73,473	76,901	77,393	112,079	82,920	72,207	199,309	142,583
of which those with terms:
2 to 30 days	4,068	29,394	13,763	12,450	21,886	1,483	210	43,158	1,208	918	82,462	15,348
31 to 90 days	24,161	1,680	17,248	45,242	4,574	15,023	38,478	17,583	41,249	31,152	6,509	19,747
over 91 days	15,137	38,155	40,851	23,452	44,620	58,740	36,982	49,749	38,953	38,522	108,610	105,967
Claims on delivery of ruble-denominated derivatives	57,742	70,835	41,480	45,356	52,353	31,472	31,287	60,296	37,545	51,547	65,838	65,770
of which those with terms:
2 to 30 days	259	1,296	0	0	220	393	1	137	1	1	4,069	0
31 to 90 days	1,289	0	87	97	0	122	129	0	2,954	4,890	1	4,321
over 91 days	0	0	0	0	0	7,000	7,000	9,000	9,000	9,000	9,000	9,000
Claims on delivery of foreign currency-denominated derivatives	460,746	439,149	394,673	355,956	308,238	69,201	71,277	109,643	424,282	380,908	287,014	218,921
of which those with terms:
2 to 30 days	19,769	5,444	6,528	25,473	7,927	10,156	444	17,301	93,288	102,520	34,034	26,353
31 to 90 days	14,699	31,070	35,693	16,011	8,147	3,754	2,299	2,670	110,167	55,027	78,233	42,405
over 91 days	192,951	168,597	167,147	173,798	137,254	6,359	5,844	8,003	175,982	166,011	134,068	120,087
Liabilities on delivery of ruble-denominated funds	6,773,997	6,619,747	6,866,027	7,212,406	7,413,195	7,304,120	7,521,669	8,464,752	8,844,076	9,224,043	10,040,017	10,983,100
of which those with terms:
2 to 30 days	1,292,938	1,417,128	1,768,207	1,621,839	1,708,996	1,631,342	1,548,962	1,902,646	1,681,502	1,615,835	2,492,434	2,380,017
31 to 90 days	1,299,583	1,042,484	1,063,112	1,175,198	1,079,524	1,168,973	1,294,712	1,372,282	1,689,492	1,829,643	1,576,145	2,224,456
over 91 days	3,308,024	3,252,018	3,266,859	3,642,702	3,703,138	3,756,005	3,755,536	4,477,260	4,791,176	4,992,341	5,277,608	5,598,455
Liabilities on foreign exchange delivery	10,605,468	10,616,765	12,256,033	12,327,212	11,954,105	11,793,639	11,850,892	14,446,171	14,084,276	14,620,420	15,487,062	16,193,524
of which those with terms:
2 to 30 days	1,713,341	1,886,353	3,619,499	2,808,944	2,177,697	2,412,543	2,271,103	3,084,714	2,395,410	2,574,328	3,197,845	3,158,345
31 to 90 days	1,670,869	1,715,518	1,880,692	2,192,948	2,169,858	2,363,774	2,036,621	2,282,979	2,574,916	2,454,494	2,454,242	2,765,551
over 91 days	6,732,341	6,585,903	6,555,312	7,057,542	7,138,460	6,917,633	7,109,882	8,944,536	8,965,175	9,195,736	9,693,312	10,187,215
Liabilities on delivery of precious metals	416,737	392,724	507,528	409,549	467,966	424,266	451,605	636,825	578,975	674,933	665,083	611,223
of which those with terms:
2 to 30 days	220,707	116,799	270,850	134,961	179,610	140,184	149,140	126,371	77,958	143,996	179,319	136,047
31 to 90 days	41,521	74,382	83,316	130,239	67,842	88,654	57,627	112,380	210,221	169,420	145,186	82,259
over 91 days	150,424	147,115	149,765	143,341	193,867	192,238	220,118	396,537	290,407	327,324	340,536	392,901
Liabilities on delivery of securities	134,139	155,654	158,265	164,748	204,663	170,511	173,851	243,377	199,075	186,603	328,211	337,334
of which those with terms:
2 to 30 days	4,063	32,252	17,663	16,181	48,744	13,349	11,792	76,320	8,130	1,236	68,213	4,348
31 to 90 days	35,882	5,258	30,456	53,303	4,815	36,412	45,993	24,082	48,655	50,359	3,494	83,521
over 91 days	84,366	110,656	102,072	86,357	139,239	112,380	106,145	134,075	132,563	124,683	246,054	227,332
Claims on delivery of ruble-denominated derivatives	60,871	71,653	41,998	49,212	56,181	30,734	32,198	65,235	34,760	50,847	63,338	62,956
of which those with terms:
2 to 30 days	64	1,986	0	0	176	278	216	3	5	1	0	0
31 to 90 days	2,491	0	0	0	0	1	6	8	0	2	1	0
over 91 days	3	2	0	0	0	7,000	7,000	9,000	9,000	9,000	9,000	9,000
Claims on delivery of foreign currency-denominated derivatives	487,873	472,520	433,932	393,197	371,008	154,781	150,702	192,318	537,658	512,586	342,518	286,707
of which those with terms:
2 to 30 days	12,504	6,510	11,659	8,850	14,303	9,799	0	16,522	86,200	143,023	35,198	27,267
31 to 90 days	25,764	20,308	25,771	26,392	12,421	16,934	13,433	9,777	137,294	58,842	78,869	48,324
over 91 days	217,347	210,885	211,197	220,704	188,272	79,577	74,911	80,374	265,121	249,020	182,137	177,097
Derivatives (claims, at fair value)	540,100	530,155	462,104	554,239	539,437	474,850	443,338	677,494	591,811	566,351	573,811	728,784
Derivatives (liabilities, at fair value)	370,772	363,446	323,364	376,604	349,802	322,287	295,186	492,277	402,722	389,900	373,109	503,847

Updated on 11 February 2019.