Credit Institutions’ Claims and Liabilities on Financial Derivatives
millions of rubles
2005 | ||||||||||||
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 | 226,820 | 248,089 | 321,871 | 323,070 | 360,058 | 397,259 | 371,941 | 397,242 | 378,062 | 369,410 | 427,574 | 519,650 |
of which those with terms: | ||||||||||||
2 to 30 days | 69,866 | 78,523 | 93,853 | 79,504 | 84,853 | 86,912 | 64,671 | 137,663 | 82,368 | 86,880 | 196,792 | 184,136 |
31 to 90 days | 51,617 | 67,239 | 68,028 | 72,792 | 70,567 | 111,922 | 121,618 | 75,115 | 178,649 | 153,601 | 85,467 | 153,613 |
more than 91 days | 64,687 | 61,563 | 122,163 | 131,260 | 163,117 | 164,113 | 154,681 | 154,956 | 84,199 | 105,236 | 108,941 | 140,777 |
Claims on foreign exchange delivery | 429,933 | 405,674 | 403,727 | 421,574 | 488,054 | 658,561 | 475,088 | 491,607 | 505,379 | 530,833 | 596,829 | 725,510 |
of which those with terms: | ||||||||||||
2 to 30 days | 147,954 | 151,272 | 181,715 | 186,894 | 176,979 | 346,689 | 146,919 | 183,795 | 168,882 | 162,487 | 256,610 | 300,910 |
31 to 90 days | 151,218 | 127,137 | 80,548 | 83,571 | 91,502 | 118,044 | 126,508 | 114,488 | 136,387 | 152,292 | 118,436 | 147,102 |
more than 91 days | 74,046 | 88,639 | 108,059 | 109,923 | 142,676 | 154,961 | 156,999 | 152,149 | 147,955 | 170,939 | 174,345 | 210,844 |
Claims on delivery of precious metals | 63,408 | 64,057 | 67,988 | 66,958 | 63,034 | 60,521 | 56,011 | 52,571 | 54,855 | 50,257 | 56,378 | 61,575 |
of which those with terms: | ||||||||||||
2 to 30 days | 3,240 | 1,997 | 2,623 | 4,126 | 3,168 | 1,120 | 3,144 | 2,611 | 4,761 | 2,453 | 4,961 | 1,971 |
31 to 90 days | 1,224 | 807 | 1,765 | 1,491 | 720 | 949 | 191 | 2,173 | 2,631 | 2,868 | 361 | 169 |
more than 91 days | 3,890 | 5,059 | 4,336 | 4,229 | 3,130 | 4,196 | 4,477 | 3,161 | 3,057 | 2,656 | 2,961 | 3,470 |
Claims on delivery of securities | 31,157 | 23,514 | 30,658 | 19,012 | 55,445 | 35,892 | 40,172 | 29,354 | 30,039 | 37,030 | 37,309 | 35,776 |
of which those with terms: | ||||||||||||
2 to 30 days | 19,044 | 14,268 | 16,742 | 7,924 | 31,744 | 12,478 | 16,581 | 19,218 | 18,136 | 17,801 | 23,212 | 22,667 |
31 to 90 days | 1,605 | 2,069 | 3,641 | 3,778 | 2,201 | 15,709 | 16,441 | 3,800 | 6,893 | 7,150 | 3,326 | 6,252 |
more than 91 days | 3,435 | 2,191 | 2,549 | 2,925 | 14,150 | 3,477 | 3,757 | 3,993 | 2,634 | 5,239 | 5,086 | 2,644 |
Claims on reverse repurchase of securities | 32,567 | 23,765 | 26,819 | 47,388 | 49,084 | 56,172 | 74,223 | 68,492 | 75,073 | 187,155 | 161,986 | 62,769 |
of which those with terms: | ||||||||||||
2 to 30 days | 20,773 | 13,902 | 19,819 | 37,394 | 23,957 | 19,406 | 58,078 | 36,396 | 59,565 | 70,151 | 37,084 | 50,124 |
31 to 90 days | 6,959 | 5,034 | 1,519 | 4,792 | 1,750 | 3,836 | 5,836 | 11,244 | 9,501 | 5,333 | 14,630 | 6,134 |
more than 91 days | 3,584 | 4,017 | 4,423 | 3,561 | 4,478 | 7,463 | 3,301 | 3,052 | 2,955 | 6,476 | 6,063 | 4,944 |
Claims for reverse repurchase of securities | 65,536 | 67,443 | 71,190 | 90,455 | 91,202 | 101,675 | 113,726 | 110,552 | 147,648 | 149,328 | 143,305 | 163,213 |
of which those with terms: | ||||||||||||
2 to 30 days | 49,223 | 41,691 | 48,187 | 65,218 | 67,297 | 68,455 | 83,693 | 78,489 | 107,162 | 98,859 | 103,993 | 107,754 |
31 to 90 days | 5,809 | 7,960 | 13,261 | 10,978 | 10,307 | 12,609 | 21,145 | 14,896 | 26,948 | 17,078 | 8,775 | 32,657 |
more than 91 days | 4,812 | 9,683 | 5,118 | 11,179 | 7,559 | 11,375 | 3,916 | 6,930 | 6,324 | 16,688 | 14,466 | 18,661 |
Liabilities on delivery of ruble-denominated fund | 230,075 | 271,560 | 281,653 | 277,720 | 331,723 | 354,034 | 335,194 | 360,139 | 361,717 | 403,237 | 453,103 | 543,935 |
of which those with terms: | ||||||||||||
2 to 30 days | 63,700 | 83,402 | 79,884 | 76,233 | 81,599 | 82,584 | 53,627 | 114,126 | 87,366 | 96,619 | 168,563 | 174,904 |
31 to 90 days | 51,206 | 64,432 | 59,847 | 50,010 | 62,595 | 92,481 | 104,270 | 88,435 | 103,321 | 128,555 | 93,811 | 117,168 |
more than 91 days | 50,956 | 57,564 | 73,442 | 84,584 | 118,588 | 115,136 | 113,589 | 107,689 | 106,891 | 128,328 | 126,826 | 164,655 |
Liabilities on foreign exchange delivery | 387,940 | 343,443 | 370,346 | 365,382 | 418,080 | 595,446 | 425,264 | 410,668 | 420,182 | 448,385 | 509,393 | 652,113 |
of which those with terms: | ||||||||||||
2 to 30 days | 141,356 | 135,247 | 186,955 | 171,243 | 150,059 | 330,134 | 142,872 | 164,849 | 140,867 | 132,070 | 234,358 | 297,964 |
31 to 90 days | 150,509 | 119,059 | 71,492 | 75,047 | 88,907 | 122,343 | 130,663 | 99,474 | 141,010 | 151,954 | 108,501 | 164,576 |
more than 91 days | 60,175 | 75,086 | 98,638 | 98,541 | 124,317 | 134,802 | 137,780 | 133,708 | 122,000 | 146,194 | 145,830 | 160,844 |
Liabilities on delivery of precious metals | 47,495 | 47,030 | 47,316 | 47,461 | 46,471 | 48,582 | 39,540 | 40,047 | 41,823 | 32,491 | 35,969 | 44,617 |
of which those with terms: | ||||||||||||
2 to 30 days | 5,341 | 3,045 | 3,018 | 3,880 | 2,924 | 5,964 | 5,033 | 5,654 | 7,890 | 4,380 | 6,242 | 7,931 |
31 to 90 days | 738 | 1,215 | 1,694 | 1,910 | 2,360 | 2,091 | 2,083 | 2,587 | 4,158 | 3,891 | 1,466 | 1,200 |
more than 91 days | 5,741 | 7,540 | 8,194 | 7,707 | 6,968 | 7,768 | 5,278 | 3,953 | 3,206 | 2,705 | 2,747 | 4,017 |
Liabilities on delivery of securities | 69,282 | 66,239 | 111,966 | 121,134 | 152,102 | 133,663 | 123,641 | 140,923 | 124,921 | 83,546 | 99,327 | 81,485 |
of which those with terms: | ||||||||||||
2 to 30 days | 29,189 | 23,762 | 30,873 | 27,316 | 62,563 | 28,039 | 29,719 | 61,977 | 38,482 | 36,174 | 72,308 | 29,061 |
31 to 90 days | 5,653 | 17,755 | 20,609 | 33,761 | 11,253 | 29,791 | 27,725 | 5,650 | 74,835 | 30,371 | 4,022 | 24,301 |
more than 91 days | 28,849 | 17,093 | 55,748 | 56,302 | 71,394 | 68,253 | 62,500 | 69,555 | 8,445 | 8,602 | 16,014 | 27,847 |
Liabilities for reverse repurchase of securities | 30,835 | 20,836 | 25,670 | 46,788 | 48,574 | 53,368 | 70,939 | 64,092 | 72,353 | 185,325 | 156,292 | 58,715 |
of which those with terms: | ||||||||||||
2 to 30 days | 20,794 | 12,959 | 18,161 | 35,767 | 22,736 | 18,089 | 55,719 | 34,485 | 56,844 | 68,046 | 34,841 | 46,709 |
31 to 90 days | 5,408 | 3,244 | 1,524 | 5,104 | 1,746 | 4,048 | 4,116 | 9,112 | 9,798 | 5,205 | 13,742 | 5,464 |
more than 91 days | 3,443 | 3,875 | 5,033 | 4,333 | 5,279 | 5,925 | 4,044 | 3,005 | 2,824 | 7,916 | 6,888 | 4,997 |
Obligations on reverse repurchase of securities | 75,602 | 79,070 | 83,215 | 102,570 | 102,267 | 114,192 | 131,069 | 130,062 | 180,106 | 176,355 | 176,828 | 217,092 |
of which those with terms: | ||||||||||||
2 to 30 days | 55,247 | 46,554 | 54,252 | 74,139 | 74,292 | 74,017 | 93,215 | 90,666 | 119,154 | 118,283 | 129,807 | 138,303 |
31 to 90 days | 8,043 | 11,678 | 18,167 | 13,233 | 11,187 | 15,116 | 28,271 | 19,134 | 44,027 | 22,867 | 13,532 | 45,191 |
more than 91 days | 6,275 | 12,115 | 5,890 | 11,941 | 8,458 | 15,196 | 4,167 | 8,674 | 7,334 | 17,513 | 15,266 | 29,086 |
Updated March 16, 2006. |
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Last updated on: 12.08.2019