Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

	2001
	31.12.00	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	57,773	58,436	57,301	61,201	63,291	57,742	56,419	57,844	58,987	41,698	41,501	45,858	34,198
of which those with terms:
2 to 30 days	3,361	2,133	2,500	2,487	4,438	5,421	6,951	8,804	12,362	4,883	4,249	5,656	6,633
31 to 90 days	419	520	696	5,761	5,280	2,601	3,041	2,329	2,734	5,588	5,963	5,735	1,309
more than 91 days	6,806	6,583	6,606	1,572	2,318	2,290	4,354	5,545	5,943	2,551	2,268	4,382	6,994
Claims on foreign exchange delivery	218,600	218,572	215,119	218,534	237,086	226,020	223,363	213,981	247,334	183,020	181,646	186,371	151,265
of which those with terms:
2 to 30 days	4,638	5,185	5,406	8,602	10,452	10,666	14,752	14,159	41,406	11,449	8,659	11,754	52,381
31 to 90 days	524	128	167	245	881	2,361	4,534	1,837	1,580	1,865	3,250	2,562	1,254
more than 91 days	969	1,023	993	1,433	1,392	1,186	457	787	769	694	1,891	2,138	2,341
Claims on delivery of precious metals	15,523	19,137	21,875	23,410	25,295	27,858	25,990	23,676	21,544	20,091	18,135	19,348	22,389
of which those with terms:
2 to 30 days	346	302	495	166	196	1,077	314	443	410	270	593	326	1,115
31 to 90 days	458	445	249	2	2	12	27	260	37	669	1,168	876	282
more than 91 days	214	332	1,803	2,255	2,449	2,620	2,344	2,223	2,150	1,409	741	710	1,885
Claims on delivery of securities	5,419	6,781	12,343	12,811	11,106	13,685	14,809	7,283	10,855	12,669	8,582	9,745	12,506
of which those with terms:
2 to 30 days	3,630	4,153	9,522	10,222	7,892	10,440	13,162	6,094	9,665	9,427	6,573	7,220	5,903
31 to 90 days	273	1,096	254	95	1,513	82	285	112	863	893	279	560	5,454
more than 91 days	737	256	1,056	1,003	1,031	231	230	215	197	245	248	208	311
Claims on securities repurchase in reverse REPO operations	26,288	22,484	21,925	29,960	26,762	19,967	32,645	25,666	21,891	17,057	12,329	6,356	7,294
of which those with terms:
2 to 30 days	1,397	1,379	904	2,051	2,552	3,258	1,811	2,670	1,614	2,097	2,415	2,752	4,794
31 to 90 days	398	376	665	632	761	280	1,413	302	197	184	332	1,957	2,091
more than 91 days	853	850	845	835	765	869	902	1,131	2,159	2,056	2,229	1,055	388
Liabilities on delivery of ruble-denominated fund	70,822	73,053	79,452	77,191	87,967	86,014	81,306	78,531	75,396	60,781	58,248	61,605	47,353
of which those with terms:
2 to 30 days	3,345	1,959	7,462	3,188	7,326	6,517	5,121	7,801	11,330	3,946	2,749	4,727	4,738
31 to 90 days	758	985	343	131	1,447	1,349	2,630	1,777	1,255	2,247	3,080	2,112	2,205
more than 91 days	2,722	1,958	3,317	2,976	3,589	3,853	3,391	4,060	3,474	2,470	1,885	2,475	5,320
Liabilities on delivery of foreign exchange	170,581	169,310	165,327	167,765	181,903	167,477	159,253	155,205	191,593	116,951	116,272	121,115	96,046
of which those with terms:
2 to 30 days	4,807	4,946	5,423	10,181	11,293	13,572	16,039	12,449	42,072	11,858	8,675	10,655	29,239
31 to 90 days	474	862	164	3,515	3,656	2,131	2,849	1,537	2,928	5,150	4,916	4,655	4,849
more than 91 days	6,835	6,382	7,108	2,326	2,025	1,445	3,192	4,587	4,264	1,723	3,269	4,229	5,394
Liabilities on delivery of precious metals	5,712	8,365	8,836	9,690	10,766	12,877	12,289	13,404	11,546	11,830	10,816	12,303	14,751
of which those with terms:
2 to 30 days	613	827	753	374	432	2,624	1,352	2,664	1,380	2,423	1,906	1,754	3,247
31 to 90 days	58	62	592	1,050	1,115	149	1,065	922	952	1,256	1,250	919	140
more than 91 days	273	526	689	723	1,248	1,063	1,186	1,633	1,467	625	448	1,933	3,321
Liabilities on delivery of securities	4,385	6,219	5,499	14,467	6,405	8,120	15,207	7,670	10,603	10,746	8,891	11,165	30,666
of which those with terms:
2 to 30 days	3,212	4,107	4,182	7,659	3,755	4,878	12,426	6,424	9,107	7,607	6,671	7,907	28,663
31 to 90 days	401	185	164	1,436	1,594	1,524	1,179	152	95	227	1,200	1,870	883
more than 91 days	86	34	43	27	104	122	71	34	1,105	1,135	208	206	605
Liabilities on resale of securities in reverse REPO transactions	26,385	22,550	22,087	30,062	26,812	19,981	32,734	25,712	21,942	17,255	12,647	6,630	7,518
of which those with terms:
2 to 30 days	1,386	1,353	893	2,051	2,541	3,015	1,811	2,670	1,614	2,097	2,476	2,752	4,535
31 to 90 days	400	376	665	632	724	280	1,413	302	197	184	394	2,045	2,436
more than 91 days	961	963	952	936	863	959	991	1,213	2,233	2,254	2,421	1,240	525

Updated March 20, 2002.