Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

	2016
	31.01	29.02	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	4,770,572	4,640,996	4,643,500	4,949,026	4,994,757	4,667,470	4,501,990	4,643,046	4,958,251	5,032,111	5,358,925	5,268,106
of which those with terms:
2 to 30 days	1,201,698	1,068,466	1,104,492	1,326,621	1,325,190	1,104,746	997,771	1,105,279	1,007,330	955,895	1,550,815	1,265,186
31 to 90 days	898,366	818,666	974,162	978,261	801,684	908,083	994,264	727,466	1,281,746	1,195,608	828,418	1,294,927
over 91 days	2,423,575	2,432,466	2,363,297	2,432,821	2,419,449	2,445,525	2,361,318	2,577,193	2,545,450	2,665,957	2,654,079	2,576,889
Claims on foreign exchange delivery	11,653,922	11,413,102	10,339,649	9,558,922	9,700,549	9,448,525	9,147,889	8,915,227	8,503,255	8,649,870	9,337,078	9,600,099
of which those with terms:
2 to 30 days	2,086,125	2,071,320	1,904,071	1,711,632	1,851,939	1,961,264	1,452,288	1,691,902	1,687,718	1,533,643	1,837,878	2,435,224
31 to 90 days	1,813,708	1,440,954	1,490,022	1,668,097	1,164,794	1,179,792	1,353,550	877,463	1,263,435	1,393,331	1,212,010	1,671,658
over 91 days	7,183,752	7,199,815	6,317,704	5,683,849	5,717,321	5,453,535	5,792,616	5,619,856	4,978,873	4,929,676	5,417,499	4,929,799
Claims on delivery of precious metals	834,203	988,470	886,309	805,371	870,745	900,621	919,743	836,851	741,443	774,587	747,792	539,880
of which those with terms:
2 to 30 days	71,210	140,187	84,881	41,680	96,894	111,223	151,795	91,124	107,827	105,213	115,334	26,590
31 to 90 days	79,923	34,565	20,402	73,176	36,820	20,968	58,591	46,051	28,666	59,259	46,305	24,006
over 91 days	428,205	474,347	430,658	387,767	385,936	418,238	415,677	391,826	374,216	323,030	314,221	297,070
Claims on delivery of securities	89,276	109,649	111,275	220,876	132,058	139,504	103,138	86,977	88,744	120,125	109,808	100,041
of which those with terms:
2 to 30 days	3,982	17,334	5,310	107,572	25,007	42,211	11,422	18,599	12,413	22,920	17,551	250
31 to 90 days	21,627	603	10,539	19,786	3,948	12,104	15,200	988	13,542	17,300	751	12,917
over 91 days	16,233	17,057	16,685	14,220	14,109	10,281	9,871	11,095	10,494	36,830	37,574	37,190
Claims on delivery of ruble-denominated derivatives	192,298	221,452	102,467	172,272	189,291	91,602	101,151	121,254	91,415	94,645	118,489	64,438
of which those with terms:
2 to 30 days	196	5,151	1,001	1,549	14,727	1,768	1,418	6,056	845	838	4,715	677
31 to 90 days	1,668	0	1,439	12,944	278	2,602	3,816	34	851	1,169	136	506
over 91 days	44,235	45,737	44,591	44,683	45,080	44,645	44,726	44,721	44,235	44,248	44,248	0
Claims on delivery of foreign currency-denominated derivatives	150,285	155,730	137,743	124,811	134,976	114,894	123,711	149,291	148,616	159,955	198,403	159,542
of which those with terms:
2 to 30 days	8,144	12,018	12,019	7,506	9,099	0	0	11,988	2,807	2,623	5,371	255
31 to 90 days	21,917	16,906	14,167	8,860	99	8,906	9,292	2,731	4,003	3,042	10	1,011
over 91 days	67,322	63,970	49,420	47,557	48,286	39,642	41,922	41,345	36,463	35,964	46,643	42,390
Liabilities on delivery of ruble-denominated derivatives	4,917,575	4,916,493	4,930,456	4,970,415	5,033,255	4,634,523	4,390,450	4,489,476	4,720,792	4,916,706	5,091,568	5,230,177
of which those with terms:
2 to 30 days	1,179,198	1,147,639	1,116,303	1,196,802	1,185,933	915,510	818,904	1,006,320	899,948	977,150	1,463,200	1,441,458
31 to 90 days	827,435	696,852	793,792	858,229	616,378	728,413	785,574	529,129	1,015,260	1,014,950	640,626	961,479
over 91 days	2,108,384	2,164,791	2,171,570	2,086,842	2,164,075	2,151,841	2,042,131	2,138,193	2,100,798	2,167,348	2,158,851	2,155,760
Liabilities on delivery of securities	11,392,538	11,061,680	9,962,793	9,375,628	9,505,087	9,312,526	9,069,234	8,859,629	8,493,490	8,575,975	9,484,741	9,434,333
of which those with terms:
2 to 30 days	2,084,036	1,996,696	1,877,028	1,806,609	1,925,793	2,068,876	1,518,911	1,625,631	1,686,877	1,348,866	1,799,878	2,120,312
31 to 90 days	1,927,094	1,554,582	1,567,241	1,694,647	1,255,158	1,259,760	1,501,088	1,012,498	1,402,239	1,552,494	1,401,041	1,938,648
over 91 days	7,217,818	7,163,557	6,242,609	5,700,556	5,731,604	5,492,216	5,854,604	5,818,029	5,190,154	5,208,304	5,707,938	5,136,839
Liabilities on delivery of precious metals	498,445	584,881	542,869	467,086	586,899	621,787	647,136	621,185	577,443	598,245	542,635	416,117
of which those with terms:
2 to 30 days	94,412	135,054	114,697	72,533	163,367	160,569	227,977	216,053	211,291	202,659	188,096	151,088
31 to 90 days	33,788	20,924	36,967	71,306	25,368	49,043	53,992	38,684	49,823	46,797	27,700	24,762
over 91 days	366,114	406,395	347,812	322,058	329,434	343,136	355,282	326,480	308,532	271,685	264,831	239,862
Liabilities on delivery of securities	235,960	234,790	226,657	329,844	281,450	264,923	264,420	228,530	195,775	205,788	181,045	203,609
of which those with terms:
2 to 30 days	8,813	26,012	5,877	96,810	58,750	25,051	17,720	56,398	15,842	35,584	43,893	1,408
31 to 90 days	60,330	42,455	65,963	72,746	39,285	49,147	83,704	31,483	58,169	40,911	4,311	43,462
over 91 days	72,534	65,858	61,887	58,166	59,564	75,604	49,915	52,720	35,665	53,503	58,424	85,370
Liabilities on delivery of ruble-denominated derivatives	206,363	243,966	121,394	170,307	184,813	93,593	102,174	121,455	95,732	102,407	132,307	71,388
of which those with terms:
2 to 30 days	105	11,098	966	730	8,491	2,579	507	6,607	820	2,109	18,844	1,749
31 to 90 days	16,232	0	20,800	9,562	233	4,176	6,141	61	5,202	7,666	261	6,163
over 91 days	44,235	62,881	44,235	44,710	44,740	44,265	44,294	44,335	44,235	44,235	44,236	0
Liabilities on delivery of foreign currency-denominated derivatives	101,500	114,581	107,459	114,152	110,211	100,872	107,833	138,218	141,065	155,239	199,141	168,901
of which those with terms:
2 to 30 days	121	1,940	187	20,111	107	0	0	5,304	487	5,471	1,549	12,257
31 to 90 days	3,215	8,115	10,167	106	99	105	98	5,912	4,144	144	4,576	1,007
over 91 days	45,371	41,690	35,002	32,818	33,252	33,540	35,203	33,562	31,672	31,353	44,138	40,169

Updated on 10 March 2017.