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Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

2019
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 12,129,149 12,662,480 14,021,090 13,896,248 14,553,616 14,577,352 15,256,617 14,975,892        
of which those with terms:        
2 to 30 days 1,617,028 1,804,075 3,889,297 3,763,705 4,190,070 3,461,266 1,834,037 3,927,489        
31 to 90 days 1,801,615 1,754,210 1,901,149 1,860,243 1,612,316 1,984,385 2,164,071 1,838,424        
over 91 days 6,414,603 6,682,168 7,739,276 8,036,744 8,442,791 8,685,267 8,811,590 9,061,988        
Claims on foreign exchange delivery 20,266,480 20,965,202 21,560,257 21,331,762 21,890,900 20,528,537 21,313,466 20,894,652        
of which those with terms:        
2 to 30 days 4,244,165 4,390,408 6,930,856 7,658,540 8,361,009 6,996,369 4,290,169 7,199,138        
31 to 90 days 3,104,983 2,842,905 3,346,528 3,225,320 2,494,303 2,945,426 2,867,807 2,748,253        
over 91 days 9,482,632 9,797,561 9,888,109 9,735,114 10,147,899 9,330,978 9,296,219 10,352,249        
Claims on delivery of precious metals 904,971 949,656 978,461 955,637 920,856 930,980 1,104,961 1,012,441        
of which those with terms:        
2 to 30 days 107,898 48,292 202,949 127,876 145,061 109,337 267,263 91,764        
31 to 90 days 217,133 253,323 149,560 141,901 71,599 54,737 169,409 196,023        
over 91 days 271,906 286,522 291,949 354,469 372,355 429,501 301,473 408,952        
Claims on delivery of securities 158,426 154,876 146,675 168,142 172,307 169,033 181,266 182,696        
of which those with terms:        
2 to 30 days 7,911 20,113 22,397 6,785 30,747 8,748 12,134 32,981        
31 to 90 days 36,662 5,913 16,303 22,921 1,186 18,905 33,164 3,237        
over 91 days 107,666 126,176 107,107 136,601 137,267 138,200 131,169 143,577        
Claims on delivery of ruble-denominated derivatives 59,194 63,991 80,373 80,653 78,398 94,082 101,067 112,360        
of which those with terms:        
2 to 30 days 152 4,462 1,177 790 12,649 13,764 5,317 22,403        
31 to 90 days 3,944 48 7,737 11,613 4,069 21,008 22,581 14        
over 91 days 7,500 7,633 8,219 4,739 1,831 4,130 5,101 5,509        
Claims on delivery of foreign currency-denominated derivatives 241,496 205,001 205,263 209,236 132,673 135,061 183,413 161,158        
of which those with terms:        
2 to 30 days 47,212 625 20,060 61,844 6,874 9,433 65,217 14,661        
31 to 90 days 20,184 71,029 56,186 6,621 21,804 29,485 15,297 56,078        
over 91 days 116,021 72,852 70,317 66,769 38,352 38,907 28,793 7,077        
Liabilities on delivery of ruble-denominated funds 13,400,282 14,167,241 15,884,217 15,707,904 16,177,375 16,011,538 16,698,447 16,235,308        
of which those with terms:        
2 to 30 days 2,505,008 2,546,278 4,953,438 4,609,430 5,139,146 4,340,543 2,384,058 4,589,270        
31 to 90 days 2,326,074 2,222,844 2,502,952 2,347,245 1,789,953 2,331,081 2,406,193 1,834,828        
over 91 days 5,864,499 6,343,105 7,336,758 7,835,752 8,218,303 8,336,921 8,548,834 8,981,996        
Liabilities on foreign exchange delivery 18,787,196 19,395,847 19,519,684 19,336,291 20,001,483 18,886,438 19,652,171 19,275,079        
of which those with terms:        
2 to 30 days 3,273,436 3,608,236 5,908,591 6,800,893 7,354,505 6,074,581 3,577,112 6,363,092        
31 to 90 days 2,572,407 2,413,253 2,747,499 2,490,891 2,226,033 2,415,670 2,586,408 2,579,931        
over 91 days 9,712,234 9,792,415 9,775,005 9,723,191 10,014,378 9,410,644 9,276,287 10,188,719        
Liabilities on delivery of precious metals 646,769 609,007 682,425 707,746 701,662 736,406 942,148 931,060        
of which those with terms:        
2 to 30 days 145,593 73,347 121,273 134,448 146,395 159,373 453,963 226,994        
31 to 90 days 101,487 168,292 92,747 218,135 119,803 206,436 123,545 280,410        
over 91 days 376,883 352,718 466,142 353,628 433,959 366,101 318,014 421,500        
Liabilities on delivery of securities 388,552 401,104 383,853 484,976 485,469 438,734 429,328 466,240        
of which those with terms:        
2 to 30 days 8,731 45,233 12,362 9,284 80,202 5,873 10,574 65,593        
31 to 90 days 124,185 21,041 73,012 139,768 10,271 59,280 104,526 29,315        
over 91 days 219,085 311,899 274,927 313,520 372,645 352,050 288,714 348,173        
Claims on delivery of ruble-denominated derivatives 54,801 65,036 85,447 84,275 79,530 65,531 77,827 93,105        
of which those with terms:        
2 to 30 days 531 751 5,501 3,490 14,440 207 4,133 5,162        
31 to 90 days 20 77 9,223 12,420 4,208 4,311 267 2        
over 91 days 7,500 10,552 7,500 4,066 1,086 4,066 4,096 4,181        
Claims on delivery of foreign currency-denominated derivatives 334,890 314,438 306,645 300,779 269,382 249,375 250,130 238,496        
of which those with terms:        
2 to 30 days 50,464 5,270 38,506 60,080 13,808 23,775 46,128 7,827        
31 to 90 days 43,112 87,317 68,517 42,309 53,288 52,137 44,307 90,638        
over 91 days 172,468 163,103 145,725 140,089 109,075 111,422 81,749 63,087        
Derivatives (claims, at fair value) 554,182 518,296 551,784 511,696 492,211 534,497 548,295 587,885        
Derivatives (liabilities, at fair value) 379,270 356,216 392,457 378,625 360,328 447,576 437,254 465,573        

Updated on 7 October 2019.