Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

	2002
	31.01	28.02	31.03	30.04	31.05	30.06	31.07	31.08	30.09	31.10	30.11	31.121
Claims on delivery of ruble-denominated funds	34,049	32,710	35,642	36,942	38,424	39,802	39,042	45,313	36,645	38,839	48,900	81,978
of which those with terms:
2 to 30 days	5,773	6,234	6,086	4,913	7,404	7,051	5,580	16,034	5,304	9,026	11,345	46,696
31 to 90 days	1,851	2,256	3,910	4,132	2,789	3,375	6,258	3,321	5,435	4,492	4,412	3,445
more than 91 days	7,301	5,959	6,053	7,571	7,140	7,144	5,970	4,405	2,538	3,300	2,563	5,816
Claims on foreign exchange delivery	131,554	104,100	194,456	120,558	132,560	130,038	140,794	197,790	143,977	159,498	132,771	208,459
of which those with terms:
2 to 30 days	38,761	13,023	87,146	16,754	36,315	28,640	23,769	63,866	32,267	52,035	23,652	117,513
31 to 90 days	1,967	1,698	2,439	2,510	5,531	6,294	21,213	14,732	6,343	6,252	4,437	4,933
more than 91 days	3,167	2,933	4,031	3,314	3,340	7,507	7,707	16,363	11,504	12,968	9,623	15,045
Claims on delivery of precious metals	26,620	31,531	34,974	34,768	36,812	35,394	30,849	27,910	25,527	25,411	27,624	30,061
of which those with terms:
2 to 30 days	622	483	2,424	109	889	747	480	806	483	388	1,028	1,989
31 to 90 days	233	275	195	842	1,146	885	1,071	1,362	3,261	3,230	2,330	196
more than 91 days	1,532	2,963	3,983	4,111	3,809	3,841	3,837	3,165	460	150	59	377
Claims on delivery of securities	24,912	20,557	13,802	6,532	19,431	30,534	25,494	14,941	26,750	54,606	27,255	25,540
of which those with terms:
2 to 30 days	19,125	13,490	8,353	3,201	13,277	19,269	15,722	8,306	19,103	44,055	18,151	12,016
31 to 90 days	3,377	136	578	463	206	381	712	1,973	270	519	105	4,350
more than 91 days	547	1,252	1,031	790	3,394	3,215	4,169	3,516	3,409	3,348	3,414	3,867
Claims on reverse repurchase of securities	7,093	5,976	7,222	11,267	12,165	12,784	8,031	7,004	10,686	14,189	17,818	36,419
of which those with terms:
2 to 30 days	4,143	3,675	2,973	7,800	5,497	7,730	6,768	4,493	5,929	8,343	7,608	24,181
31 to 90 days	1,978	506	1,042	1,809	3,846	2,336	796	1,914	2,264	5,442	4,233	5,348
more than 91 days	228	1,137	3,161	1,182	2,489	2,291	266	361	727	241	5,389	6,265
Claims for reverse repurchase of securities	5,288	4,292	4,499	6,561	7,510	9,268	7,045	7,302	10,983	13,838	13,721	13,840
of which those with terms:
2 to 30 days	3,414	1,922	2,293	2,893	4,249	4,784	4,898	4,534	6,448	10,596	10,330	8,054
31 to 90 days	293	692	794	484	457	705	929	1,047	2,318	895	1,069	1,579
more than 91 days	1,192	1,551	1,100	2,941	2,604	2,696	874	1,382	1,222	1,703	1,800	3,557
Liabilities on delivery of ruble-denominated fund	49,310	51,836	53,727	54,217	55,984	61,858	53,468	56,715	46,610	47,563	55,552	76,722
of which those with terms:
2 to 30 days	3,656	3,951	4,160	3,563	3,138	3,678	2,731	10,126	3,420	5,801	5,723	30,863
31 to 90 days	1,625	748	1,131	1,565	4,308	5,787	5,711	4,196	3,297	4,010	2,744	3,271
more than 91 days	4,955	4,697	7,295	8,805	6,290	3,368	4,092	2,888	538	273	494	940
Liabilities on foreign exchange delivery	78,134	64,403	148,707	77,699	91,529	75,318	97,526	146,225	96,008	120,842	97,829	198,613
of which those with terms:
2 to 30 days	20,391	15,116	83,726	16,317	41,769	26,374	27,207	61,182	37,333	60,423	29,107	132,328
31 to 90 days	3,893	2,534	2,519	3,087	4,125	4,202	21,296	14,075	2,721	1,784	5,381	7,951
more than 91 days	5,960	4,923	7,227	6,603	4,667	4,283	4,956	13,115	12,531	14,682	11,056	11,555
Liabilities on delivery of precious metals	15,681	17,827	20,762	20,703	21,583	20,580	16,894	19,761	16,240	16,719	16,568	19,289
of which those with terms:
2 to 30 days	1,763	2,635	3,096	1,148	2,375	1,798	954	4,606	1,066	876	2,113	2,695
31 to 90 days	1,344	296	2,418	2,370	882	774	1,115	2,678	3,386	3,554	2,389	627
more than 91 days	3,691	4,066	3,288	4,715	7,040	6,338	4,928	3,243	1,737	1,633	976	3,397
Liabilities on delivery of securities	41,516	17,092	16,780	6,099	18,255	36,206	27,537	22,364	33,129	52,549	25,414	22,576
of which those with terms:
2 to 30 days	38,245	11,246	13,005	4,067	10,819	23,893	14,784	13,033	15,793	38,913	17,591	11,436
31 to 90 days	384	919	1,063	883	462	339	1,222	666	5,915	5,364	877	598
more than 91 days	708	704	115	130	2,823	7,783	7,572	7,610	2,832	2,863	2,961	9,138
Liabilities for reverse repurchase of securities	7,356	6,362	7,200	11,185	12,290	13,264	8,021	7,256	9,543	11,629	14,298	31,274
of which those with terms:
2 to 30 days	4,138	3,673	2,740	7,736	5,403	7,630	6,759	4,743	5,564	7,292	7,298	22,259
31 to 90 days	1,978	506	1,042	1,703	3,885	2,555	795	1,913	1,545	3,954	2,763	4,131
more than 91 days	460	1,371	3,149	1,269	2,666	2,650	266	361	745	241	3,690	4,360
Obligations on reverse repurchase of securities	5,022	3,904	4,508	6,960	8,113	9,796	7,760	7,818	12,473	16,564	17,875	17,945
of which those with terms:
2 to 30 days	3,419	1,768	2,524	2,897	4,369	5,098	5,218	4,673	6,537	11,649	11,518	9,820
31 to 90 days	294	692	794	483	490	804	1,294	1,412	3,647	2,532	2,579	1,693
more than 91 days	960	1,317	1,100	3,330	3,049	2,962	874	1,382	1,222	1,703	3,245	5,667

1 Provisional data.

Updated March 17, 2003.