Credit Institutions’ Claims and Liabilities on Financial Derivatives
millions of rubles
2013 | ||||||||||||
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 | 2,097,202 | 2,204,689 | 2,682,903 | 2,816,197 | 2,754,108 | 2,833,290 | 2,840,772 | 2,985,448 | 3,227,365 | 3,297,050 | 3,284,991 | 4,102,762 |
of which those with terms: | ||||||||||||
2 to 30 days | 450,217 | 572,610 | 839,776 | 899,828 | 855,477 | 742,211 | 681,579 | 885,968 | 753,147 | 934,330 | 1,117,272 | 1,740,761 |
31 to 90 days | 451,208 | 385,962 | 526,947 | 505,770 | 402,418 | 552,097 | 569,666 | 523,854 | 917,936 | 836,038 | 592,897 | 706,692 |
over 91 days | 1,146,967 | 1,187,124 | 1,272,664 | 1,380,046 | 1,470,383 | 1,495,882 | 1,496,407 | 1,561,724 | 1,479,343 | 1,445,365 | 1,534,395 | 1,633,623 |
Claims on foreign exchange delivery | 2,791,825 | 2,818,110 | 4,372,448 | 3,227,157 | 2,999,560 | 3,175,345 | 3,293,481 | 3,965,307 | 3,850,264 | 3,992,176 | 3,988,760 | 4,833,383 |
of which those with terms: | ||||||||||||
2 to 30 days | 637,233 | 636,934 | 1,997,832 | 723,783 | 615,381 | 542,995 | 545,103 | 1,111,894 | 721,612 | 890,235 | 1,048,120 | 1,758,555 |
31 to 90 days | 461,908 | 432,186 | 533,614 | 544,090 | 432,312 | 479,812 | 472,675 | 516,800 | 830,740 | 747,658 | 588,614 | 765,691 |
over 91 days | 1,594,457 | 1,675,741 | 1,790,412 | 1,900,091 | 1,931,942 | 2,097,032 | 2,175,765 | 2,278,274 | 2,160,690 | 2,204,598 | 2,299,702 | 2,257,082 |
Claims on delivery of precious metals | 346,396 | 346,715 | 370,633 | 293,234 | 288,452 | 255,197 | 267,631 | 273,829 | 240,155 | 253,590 | 241,361 | 227,632 |
of which those with terms: | ||||||||||||
2 to 30 days | 21,694 | 24,651 | 57,209 | 14,275 | 20,276 | 18,727 | 24,417 | 33,303 | 24,693 | 31,005 | 41,675 | 20,802 |
31 to 90 days | 19,289 | 13,895 | 16,708 | 22,132 | 25,719 | 19,385 | 11,700 | 17,722 | 25,671 | 35,563 | 8,146 | 5,798 |
over 91 days | 53,859 | 51,620 | 45,511 | 35,305 | 24,796 | 20,893 | 20,525 | 20,848 | 12,945 | 16,968 | 17,406 | 21,364 |
Claims on delivery of securities | 125,530 | 106,455 | 125,622 | 119,014 | 134,512 | 107,920 | 87,638 | 73,583 | 65,622 | 69,853 | 75,444 | 58,013 |
of which those with terms: | ||||||||||||
2 to 30 days | 67,821 | 69,125 | 76,469 | 64,960 | 104,263 | 64,475 | 31,079 | 45,275 | 21,700 | 15,337 | 53,210 | 23,662 |
31 to 90 days | 23,293 | 2,323 | 21,551 | 28,696 | 1,349 | 17,383 | 26,476 | 3,508 | 23,664 | 41,133 | 12,904 | 26,399 |
over 91 days | 22,703 | 25,829 | 21,370 | 19,229 | 22,633 | 19,198 | 17,850 | 21,249 | 13,828 | 1,017 | 4,285 | 991 |
Liabilities on delivery of ruble-denominated funds | 2,489,273 | 2,452,963 | 2,971,337 | 2,796,734 | 2,661,077 | 2,639,078 | 2,732,458 | 2,834,380 | 3,173,514 | 3,339,390 | 3,220,278 | 4,002,987 |
of which those with terms: | ||||||||||||
2 to 30 days | 460,865 | 423,571 | 740,468 | 516,030 | 478,115 | 387,168 | 332,216 | 436,708 | 492,272 | 656,348 | 750,787 | 1,403,256 |
31 to 90 days | 391,247 | 354,625 | 475,562 | 435,672 | 310,113 | 346,767 | 369,813 | 398,441 | 710,214 | 670,472 | 489,538 | 625,657 |
over 91 days | 1,347,305 | 1,383,669 | 1,466,325 | 1,577,812 | 1,614,164 | 1,648,349 | 1,755,959 | 1,781,848 | 1,732,727 | 1,757,314 | 1,780,981 | 1,767,296 |
Liabilities on foreign exchange delivery | 2,561,176 | 2,730,435 | 4,292,109 | 3,435,406 | 3,295,363 | 3,549,934 | 3,531,031 | 4,206,851 | 3,950,631 | 4,002,827 | 4,129,310 | 4,999,083 |
of which those with terms: | ||||||||||||
2 to 30 days | 591,294 | 708,788 | 2,052,518 | 1,102,636 | 967,456 | 879,830 | 833,187 | 1,479,148 | 902,278 | 1,081,382 | 1,330,916 | 2,041,808 |
31 to 90 days | 502,950 | 447,438 | 575,446 | 573,224 | 531,957 | 664,956 | 656,464 | 622,427 | 1,018,129 | 923,989 | 706,815 | 810,658 |
over 91 days | 1,424,786 | 1,507,197 | 1,615,951 | 1,711,457 | 1,779,471 | 1,934,450 | 1,896,989 | 2,033,845 | 1,889,607 | 1,852,807 | 1,982,432 | 2,069,386 |
Liabilities on delivery of precious metals | 161,065 | 150,609 | 140,578 | 88,417 | 90,301 | 82,271 | 118,198 | 108,065 | 100,884 | 120,189 | 113,321 | 68,062 |
of which those with terms: | ||||||||||||
2 to 30 days | 79,426 | 87,891 | 93,318 | 32,639 | 49,514 | 48,905 | 67,163 | 67,732 | 63,332 | 77,784 | 88,499 | 53,226 |
31 to 90 days | 1,525 | 9,674 | 17,432 | 29,482 | 12,521 | 10,886 | 13,010 | 17,040 | 17,835 | 18,572 | 2,935 | 2,892 |
over 91 days | 19,630 | 25,499 | 23,267 | 20,279 | 22,163 | 16,668 | 13,730 | 17,739 | 11,260 | 17,732 | 14,833 | 11,137 |
Liabilities on delivery of securities | 161,328 | 152,293 | 152,418 | 156,426 | 158,241 | 151,768 | 150,805 | 164,429 | 151,212 | 156,574 | 165,384 | 151,979 |
of which those with terms: | ||||||||||||
2 to 30 days | 48,785 | 86,508 | 81,014 | 47,793 | 96,710 | 55,153 | 60,175 | 95,460 | 59,540 | 57,748 | 93,052 | 44,081 |
31 to 90 days | 55,616 | 15,959 | 26,206 | 60,654 | 11,180 | 52,151 | 41,134 | 23,679 | 50,643 | 48,021 | 5,485 | 65,358 |
over 91 days | 38,022 | 36,211 | 35,951 | 36,972 | 41,637 | 34,390 | 43,365 | 40,683 | 31,480 | 35,124 | 59,213 | 37,738 |
Claims on delivery of ruble-denominated derivatives | 6,254 | 8,124 | 6,131 | 5,924 | 6,912 | 3,321 | 5,777 | 7,174 | 4,729 | 4,625 | 7,638 | 3,773 |
of which those with terms: | ||||||||||||
2 to 30 days | 496 | 346 | 0 | 0 | 264 | 42 | 19 | 87 | 449 | 95 | 485 | 38 |
31 to 90 days | 369 | 554 | 226 | 241 | 0 | 37 | 83 | 0 | 118 | 366 | 38 | 118 |
over 91 days | 616 | 498 | 0 | 0 | 0 | 0 | 38 | 38 | 38 | 133 | 133 | 133 |
Claims on delivery of foreign currency-denominated derivatives | 21,345 | 20,572 | 18,968 | 22,683 | 19,053 | 32,982 | 75,718 | 79,984 | 77,305 | 61,861 | 79,960 | 69,312 |
of which those with terms: | ||||||||||||
2 to 30 days | 9,870 | 6,903 | 6,913 | 8,909 | 5,803 | 904 | 22 | 364 | 4,752 | 2,180 | 1,140 | 5,120 |
31 to 90 days | 401 | 2,101 | 2,251 | 2,217 | 104 | 275 | 4,395 | 4,185 | 1,192 | 1,966 | 1,881 | 2,066 |
over 91 days | 11,034 | 10,962 | 8,556 | 8,896 | 8,972 | 10,847 | 8,446 | 8,575 | 7,637 | 6,906 | 6,131 | 10,040 |
Liabilities on delivery of ruble-denominated derivatives | 23,122 | 23,106 | 21,956 | 22,171 | 17,621 | 12,261 | 15,016 | 16,606 | 13,495 | 11,236 | 10,976 | 15,369 |
of which those with terms: | ||||||||||||
2 to 30 days | 9,340 | 5,952 | 6,697 | 8,398 | 5,026 | 850 | 8 | 283 | 4,588 | 1,729 | 672 | 2,974 |
31 to 90 days | 456 | 1,861 | 2,049 | 2,095 | 26 | 451 | 4,206 | 3,970 | 756 | 1,485 | 1,750 | 1,929 |
over 91 days | 8,903 | 8,843 | 6,318 | 6,318 | 6,356 | 7,980 | 5,572 | 5,611 | 4,955 | 4,276 | 3,339 | 7,777 |
Liabilities on delivery of foreign currency-denominated derivatives | 4,306 | 5,079 | 2,698 | 4,201 | 5,320 | 14,936 | 46,820 | 52,978 | 79,755 | 56,846 | 40,198 | 40,444 |
of which those with terms: | ||||||||||||
2 to 30 days | 1,200 | 1,228 | 481 | 505 | 884 | 114 | 39 | 288 | 635 | 338 | 328 | 2,319 |
31 to 90 days | 462 | 680 | 76 | 63 | 64 | 149 | 128 | 73 | 308 | 381 | 253 | 385 |
over 91 days | 2,609 | 2,565 | 2,136 | 2,160 | 2,182 | 2,233 | 2,287 | 2,317 | 2,214 | 2,292 | 2,373 | 2,302 |
Updated March 14, 2014. |
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Last updated on: 12.08.2019