Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

	1999
	Q1	Q2	Q3	Q4
Claims on delivery of ruble-denominated funds	159,180	149,319	171,018	93,791
of which those with terms:
2 to 30 days	19,646	22,114	17,275	7,411
31 to 90 days	19,220	16,304	11,934	7,893
more than 91 days	17,881	21,152	54,075	11,425
Claims on foreign exchange delivery	386,739	438,851	411,488	298,008
of which those with terms:
2 to 30 days	19,995	14,708	9,146	6,031
31 to 90 days	12,729	12,680	9,932	1,835
more than 91 days	17,425	15,596	5,645	6,475
Claims on delivery of precious metals	3,023	6,448	7,086	6,660
of which those with terms:
2 to 30 days	139	81	14	358
31 to 90 days	168	198	457	771
more than 91 days	983	2,580	1,704	741
Claims on delivery of securities	1,891	1,949	1,511	3,420
of which those with terms:
2 to 30 days	308	1,016	459	580
31 to 90 days	214	318	141	687
more than 91 days	613	567	634	1,464
Claims on securities repurchase in reverse REPO operations	4,526	5,454	4,863	3,466
of which those with terms:
2 to 30 days	213	127	305	494
31 to 90 days	35	286	153	193
more than 91 days	1,548	802	1,318	1,167
Liabilities on delivery of ruble-denominated fund	132,887	131,259	131,016	91,693
of which those with terms:
2 to 30 days	13,689	9,075	6,165	4,803
31 to 90 days	6,429	5,796	3,730	2,325
more than 91 days	14,471	16,908	18,316	8,746
Liabilities on delivery of foreign exchange	365,562	374,345	386,798	244,869
of which those with terms:
2 to 30 days	27,837	26,436	21,370	8,821
31 to 90 days	25,629	22,806	21,642	7,941
more than 91 days	23,617	25,484	55,239	10,169
Liabilities on delivery of precious metals	706	1,163	1,095	1,637
of which those with terms:
2 to 30 days	135	309	97	383
31 to 90 days	42	76	75	239
more than 91 days	161	176	175	5
Liabilities on delivery of securities	5,950	6,353	3,322	2,741
of which those with terms:
2 to 30 days	753	214	2,096	311
31 to 90 days	47	953	340	41
more than 91 days	1,799	1,061	584	1,584
Liabilities on resale of securities in reverse REPO transactions	4,384	5,446	4,487	3,259
of which those with terms:
2 to 30 days	214	1,128	306	493
31 to 90 days	15	285	153	193
more than 91 days	1,425	794	1,307	1,340

Updated April 12, 2001.