Credit Institutions’ Claims and Liabilities on Financial Derivatives
millions of rubles
2006 | ||||||||||||
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 | 537,004 | 548,440 | 671,729 | 708,462 | 783,901 | 768,593 | 796,457 | 876,268 | 806,242 | 846,688 | 904,382 | 767,500 |
of which those with terms: | ||||||||||||
2 to 30 days | 169,584 | 200,677 | 252,424 | 188,061 | 391,432 | 198,351 | 191,817 | 393,821 | 222,385 | 228,657 | 357,518 | 273,017 |
31 to 90 days | 153,450 | 111,491 | 224,571 | 267,916 | 132,233 | 271,697 | 294,099 | 146,341 | 282,653 | 241,584 | 167,255 | 263,149 |
more than 91 days | 176,648 | 225,957 | 174,922 | 243,621 | 254,437 | 289,312 | 302,776 | 323,509 | 297,593 | 345,548 | 364,304 | 219,646 |
Claims on foreign exchange delivery | 676,212 | 704,607 | 827,789 | 886,287 | 991,333 | 1,145,561 | 910,374 | 1,249,775 | 911,299 | 890,924 | 934,121 | 1,037,270 |
of which those with terms: | ||||||||||||
2 to 30 days | 258,736 | 282,218 | 294,104 | 292,954 | 480,279 | 612,052 | 361,100 | 730,153 | 371,668 | 329,908 | 365,234 | 406,685 |
31 to 90 days | 152,310 | 154,596 | 218,516 | 278,545 | 205,316 | 259,804 | 296,241 | 229,215 | 280,000 | 279,506 | 236,215 | 290,324 |
more than 91 days | 227,788 | 219,133 | 263,974 | 267,510 | 270,218 | 237,471 | 209,818 | 241,898 | 223,554 | 239,405 | 268,263 | 282,917 |
Claims on delivery of precious metals | 74,537 | 73,681 | 84,903 | 89,212 | 96,539 | 85,281 | 93,222 | 83,044 | 71,920 | 68,722 | 423,277 | 426,655 |
of which those with terms: | ||||||||||||
2 to 30 days | 1,430 | 1,828 | 1,952 | 2,474 | 3,340 | 5,069 | 9,723 | 6,129 | 3,954 | 4,479 | 5,479 | 2,691 |
31 to 90 days | 743 | 494 | 775 | 2,761 | 4,136 | 2,836 | 2,332 | 1,658 | 2,126 | 3,797 | 1,164 | 1,292 |
more than 91 days | 4,220 | 4,146 | 3,794 | 3,135 | 2,171 | 2,232 | 3,456 | 4,174 | 4,692 | 4,383 | 4,723 | 5,067 |
Claims on delivery of securities | 54,957 | 50,696 | 167,579 | 130,770 | 123,699 | 122,658 | 135,604 | 142,463 | 160,610 | 171,336 | 211,306 | 148,011 |
of which those with terms: | ||||||||||||
2 to 30 days | 31,027 | 32,948 | 86,826 | 30,349 | 34,719 | 25,744 | 21,053 | 32,447 | 21,455 | 27,338 | 91,971 | 6,820 |
31 to 90 days | 8,009 | 9,024 | 17,592 | 16,684 | 7,368 | 13,957 | 16,112 | 10,335 | 59,077 | 53,773 | 16,667 | 60,223 |
more than 91 days | 7,032 | 4,996 | 58,717 | 82,145 | 74,245 | 79,095 | 88,663 | 96,491 | 76,159 | 78,408 | 82,703 | 80,127 |
Claims on reverse repurchase of securities | 99,484 | 88,496 | 101,448 | 122,012 | 94,710 | 98,622 | 116,736 | 108,544 | 97,141 | 187,250 | 172,164 | 94,746 |
of which those with terms: | ||||||||||||
2 to 30 days | 38,552 | 53,631 | 78,359 | 93,714 | 60,673 | 53,279 | 63,391 | 59,088 | 59,560 | 40,033 | 53,854 | 67,051 |
31 to 90 days | 4,439 | 5,927 | 7,026 | 10,845 | 11,722 | 18,530 | 24,166 | 18,225 | 10,924 | 11,330 | 7,233 | 8,170 |
more than 91 days | 9,956 | 4,667 | 4,283 | 4,529 | 4,058 | 9,599 | 8,512 | 20,303 | 19,834 | 20,697 | 22,570 | 11,143 |
Claims for reverse repurchase of securities | 160,434 | 175,102 | 179,382 | 208,781 | 215,337 | 209,115 | 218,668 | 214,306 | 222,398 | 239,164 | 261,833 | 256,903 |
of which those with terms: | ||||||||||||
2 to 30 days | 95,774 | 125,492 | 141,836 | 167,147 | 156,754 | 170,116 | 163,348 | 153,572 | 179,989 | 144,281 | 168,419 | 205,818 |
31 to 90 days | 40,202 | 22,179 | 19,021 | 20,116 | 7,234 | 19,673 | 18,880 | 13,434 | 10,594 | 17,438 | 19,795 | 32,997 |
more than 91 days | 3,237 | 4,702 | 10,497 | 13,340 | 14,130 | 11,979 | 7,445 | 11,288 | 11,811 | 29,374 | 23,729 | 7,282 |
Liabilities on delivery of ruble-denominated fund | 567,494 | 572,539 | 832,321 | 837,777 | 941,304 | 786,400 | 784,119 | 887,152 | 787,978 | 803,374 | 1,213,650 | 1,206,083 |
of which those with terms: | ||||||||||||
2 to 30 days | 180,167 | 186,415 | 265,613 | 197,863 | 380,248 | 250,186 | 226,066 | 361,817 | 249,853 | 254,803 | 313,026 | 253,275 |
31 to 90 days | 128,722 | 131,678 | 189,615 | 269,562 | 187,587 | 207,866 | 244,811 | 197,829 | 235,390 | 232,714 | 192,555 | 250,694 |
more than 91 days | 185,653 | 176,528 | 279,711 | 281,050 | 285,415 | 245,093 | 228,826 | 242,257 | 230,818 | 240,765 | 253,095 | 271,353 |
Liabilities on foreign exchange delivery | 581,660 | 582,589 | 647,753 | 662,176 | 738,574 | 981,635 | 788,367 | 1,097,318 | 817,946 | 872,195 | 884,191 | 976,418 |
of which those with terms: | ||||||||||||
2 to 30 days | 236,544 | 261,387 | 272,104 | 255,225 | 409,373 | 546,598 | 308,477 | 672,522 | 325,734 | 289,087 | 357,741 | 413,478 |
31 to 90 days | 165,365 | 134,731 | 192,315 | 226,994 | 152,787 | 237,694 | 258,978 | 182,379 | 273,720 | 278,805 | 207,804 | 249,852 |
more than 91 days | 165,651 | 170,353 | 158,191 | 161,131 | 164,962 | 182,397 | 201,454 | 223,066 | 211,565 | 267,165 | 290,603 | 275,054 |
Liabilities on delivery of precious metals | 50,359 | 16,270 | 12,349 | 10,873 | 10,917 | 13,200 | 11,302 | 14,913 | 10,587 | 10,382 | 9,898 | 5,418 |
of which those with terms: | ||||||||||||
2 to 30 days | 9,211 | 8,412 | 5,683 | 6,320 | 6,529 | 8,960 | 6,841 | 9,178 | 5,761 | 5,489 | 5,456 | 2,101 |
31 to 90 days | 1,769 | 648 | 1,150 | 1,331 | 985 | 1,144 | 836 | 821 | 973 | 1,572 | 729 | 1,140 |
more than 91 days | 3,808 | 1,806 | 1,458 | 1,448 | 1,294 | 920 | 1,613 | 1,555 | 1,358 | 1,136 | 1,067 | 832 |
Liabilities on delivery of securities | 123,464 | 184,182 | 238,763 | 282,513 | 282,938 | 324,409 | 330,191 | 332,187 | 314,443 | 271,905 | 344,560 | 154,163 |
of which those with terms: | ||||||||||||
2 to 30 days | 35,369 | 63,247 | 93,000 | 55,638 | 115,510 | 37,986 | 43,344 | 115,005 | 38,013 | 38,137 | 144,838 | 20,860 |
31 to 90 days | 18,647 | 7,990 | 78,499 | 71,222 | 8,645 | 100,895 | 104,441 | 10,540 | 114,545 | 67,633 | 20,453 | 112,379 |
more than 91 days | 62,107 | 106,229 | 64,345 | 153,639 | 150,110 | 181,071 | 170,869 | 198,106 | 156,704 | 156,001 | 171,463 | 19,353 |
Liabilities for reverse repurchase of securities | 91,539 | 81,624 | 97,985 | 112,924 | 88,938 | 90,338 | 107,835 | 99,874 | 90,933 | 177,810 | 161,149 | 88,295 |
of which those with terms: | ||||||||||||
2 to 30 days | 33,497 | 48,963 | 76,035 | 89,497 | 55,196 | 46,052 | 57,631 | 54,792 | 54,543 | 38,552 | 49,721 | 61,671 |
31 to 90 days | 3,123 | 4,622 | 6,658 | 6,654 | 11,463 | 18,253 | 22,489 | 15,314 | 9,492 | 6,979 | 3,895 | 7,457 |
more than 91 days | 10,032 | 4,677 | 4,016 | 4,368 | 4,081 | 9,128 | 7,981 | 19,207 | 20,252 | 21,250 | 22,253 | 11,149 |
Obligations on reverse repurchase of securities | 201,704 | 208,658 | 212,045 | 248,390 | 248,779 | 251,970 | 257,010 | 252,504 | 256,902 | 302,007 | 343,127 | 347,765 |
of which those with terms: | ||||||||||||
2 to 30 days | 114,683 | 141,734 | 169,925 | 194,402 | 183,121 | 204,234 | 191,454 | 177,794 | 204,372 | 161,847 | 197,882 | 278,430 |
31 to 90 days | 60,436 | 36,920 | 22,592 | 29,873 | 9,158 | 25,233 | 24,013 | 20,653 | 16,266 | 45,472 | 59,351 | 48,040 |
more than 91 days | 3,878 | 5,113 | 10,850 | 15,377 | 16,530 | 14,625 | 9,593 | 14,298 | 14,899 | 42,140 | 31,229 | 9,226 |
Updated March 12, 2007. |
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Last updated on: 12.08.2019