Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

	2014
	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	5,473,240	5,585,528	5,656,541	5,776,757	5,839,442	5,407,432	6,115,377	6,096,470	6,108,249	6,524,333	6,981,909	7,148,473
of which those with terms:
2 to 30 days	1,147,274	1,199,352	947,812	847,307	1,259,050	742,176	1,052,931	1,086,160	891,007	1,181,387	1,652,605	1,609,954
31 to 90 days	1,207,830	1,034,532	1,244,520	1,264,535	830,115	879,509	969,291	1,044,522	1,322,158	1,283,862	1,187,313	1,548,429
over 91 days	3,045,056	3,294,211	3,389,005	3,611,864	3,687,493	3,709,530	3,912,674	3,871,949	3,682,290	3,787,871	3,706,594	3,771,822
Claims on foreign exchange delivery	7,431,379	7,685,793	8,089,503	8,192,369	8,021,404	7,504,094	8,183,146	9,066,485	9,759,592	10,911,245	12,476,933	13,732,289
of which those with terms:
2 to 30 days	1,184,401	1,366,872	1,288,459	1,156,446	1,643,571	1,078,089	1,191,534	1,898,090	1,331,596	1,750,621	2,247,530	2,497,741
31 to 90 days	1,243,774	995,781	1,350,820	1,453,896	929,829	1,021,651	1,150,437	1,257,004	1,615,738	1,733,226	1,956,009	2,245,703
over 91 days	4,782,634	5,080,816	5,170,668	5,362,436	5,281,056	5,177,392	5,598,398	5,764,967	6,467,598	6,977,744	7,753,757	8,512,178
Claims on delivery of precious metals	415,224	468,380	533,027	607,168	588,195	654,893	666,551	711,176	687,335	720,315	767,850	855,651
of which those with terms:
2 to 30 days	64,719	37,956	31,478	21,238	22,610	19,762	21,943	71,175	35,145	77,028	81,388	92,577
31 to 90 days	29,720	28,985	23,007	26,824	34,944	41,901	47,438	51,483	62,136	55,655	69,207	53,218
over 91 days	45,256	87,549	176,790	262,303	244,695	318,823	321,562	319,378	308,216	323,669	329,925	372,566
Claims on delivery of securities	98,274	96,156	59,703	48,655	64,652	73,431	80,141	77,323	56,473	42,303	56,511	54,972
of which those with terms:
2 to 30 days	59,618	67,139	16,985	9,796	48,277	19,702	31,528	56,302	16,112	3,887	24,216	29,793
31 to 90 days	26,733	11,384	20,184	21,904	1,056	23,674	22,796	3,111	19,452	25,281	4,279	14,283
over 91 days	3,156	9,226	7,014	6,930	8,250	6,036	4,364	12,201	7,057	4,848	17,871	6,207
Liabilities on delivery of ruble-denominated funds	5,212,384	5,347,693	5,399,829	5,539,212	5,691,172	5,363,064	5,723,087	6,027,603	6,061,104	6,547,742	6,987,613	6,909,657
of which those with terms:
2 to 30 days	791,353	935,748	726,886	640,580	936,104	579,131	652,308	973,698	740,418	884,293	1,436,054	1,299,130
31 to 90 days	946,838	745,370	873,762	898,157	619,816	690,475	788,432	831,654	1,074,859	1,119,237	947,349	1,170,751
over 91 days	3,138,442	3,315,111	3,426,609	3,664,108	3,786,589	3,727,992	3,869,521	3,876,965	3,775,624	3,888,322	3,753,483	3,782,880
Liabilities on foreign exchange delivery	7,818,619	8,053,319	8,447,248	8,572,839	8,300,795	7,664,008	8,688,666	9,271,729	9,962,062	10,989,880	12,213,947	13,495,966
of which those with terms:
2 to 30 days	1,517,722	1,559,192	1,459,560	1,334,463	1,855,946	1,162,830	1,541,855	1,953,871	1,449,313	1,982,051	2,477,865	2,839,076
31 to 90 days	1,483,553	1,267,380	1,634,972	1,747,961	1,101,217	1,165,743	1,302,440	1,415,970	1,819,796	1,932,650	2,155,932	2,366,451
over 91 days	4,600,177	4,969,665	5,065,792	5,274,692	5,179,780	5,113,746	5,562,150	5,752,503	6,345,151	6,844,309	7,387,441	8,125,786
Liabilities on delivery of precious metals	170,456	195,658	200,802	232,544	223,803	285,029	309,662	356,083	299,701	314,843	323,587	351,991
of which those with terms:
2 to 30 days	110,207	88,588	52,719	28,967	66,748	53,874	59,567	122,251	68,809	86,036	75,852	83,093
31 to 90 days	30,706	44,293	54,297	52,693	10,208	25,395	44,835	30,325	27,164	27,619	55,960	59,394
over 91 days	26,693	61,328	89,162	150,135	144,972	204,533	203,727	196,337	192,183	199,689	187,191	208,460
Liabilities on delivery of securities	171,583	165,875	180,935	190,036	218,936	209,861	219,382	223,304	203,724	235,442	501,886	556,785
of which those with terms:
2 to 30 days	46,120	96,619	48,863	30,092	90,564	56,754	53,699	71,523	34,187	77,235	40,485	64,822
31 to 90 days	59,441	14,385	57,472	51,514	57,038	69,694	45,390	70,349	101,662	59,664	104,474	278,314
over 91 days	49,293	49,836	63,104	100,735	64,303	71,052	102,262	77,726	58,978	58,776	270,037	150,852
Claims on delivery of ruble-denominated derivatives	70,336	72,770	58,423	61,917	65,804	57,445	59,694	64,728	69,153	286,619	416,973	141,754
of which those with terms:
2 to 30 days	1,498	2,332	608	5,851	7,058	5,080	2,474	2,639	757	160	396	0
31 to 90 days	584	0	8,053	3,528	0	208	124	0	41	17,136	0	17,961
over 91 days	47,550	47,522	40,919	40,836	44,701	44,235	44,235	44,235	44,235	114,354	117,795	44,235
Claims on delivery of foreign currency-denominated derivatives	158,864	216,422	164,094	124,461	133,097	145,392	128,690	151,664	139,507	163,069	156,562	135,004
of which those with terms:
2 to 30 days	261	1,759	805	1,113	597	1,039	2,621	7,206	37	9,014	1,186	11,928
31 to 90 days	1,967	854	691	644	779	19,171	4,401	10,688	11,625	10,253	17,958	22,134
over 91 days	6,175	5,962	6,485	6,902	6,737	49,384	51,420	55,133	71,008	69,631	72,685	71,792
Liabilities on delivery of ruble-denominated derivatives	75,998	79,801	65,300	67,259	72,395	60,812	68,078	74,540	73,080	207,724	364,950	140,935
of which those with terms:
2 to 30 days	656	3,022	318	6,122	9,379	7	1,944	7,390	215	685	15,588	0
31 to 90 days	2,708	1,734	10,760	4,283	0	4,375	4,686	88	5,097	6,837	0	17,409
over 91 days	52,097	52,097	45,461	45,453	49,318	48,851	48,851	49,543	44,235	45,144	50,678	44,235
Liabilities on delivery of foreign currency-denominated derivatives	139,629	186,041	133,874	120,325	124,474	178,029	162,116	179,749	170,935	197,474	203,467	185,537
of which those with terms:
2 to 30 days	482	1,055	1,760	696	1,820	1,437	4,286	9,080	1,062	9,202	4,829	11,182
31 to 90 days	1,232	1,561	463	1,381	973	21,391	5,073	8,451	10,185	8,767	10,135	12,877
over 91 days	51	52	677	3,383	3,298	89,391	88,856	83,702	103,957	107,451	125,697	131,798

Updated March 12, 2015.