Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

	2017
	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	5,038,258	5,176,165	5,516,200	5,288,636	5,672,613	6,139,670	6,010,606	5,800,940	5,540,967	5,659,348	5,485,074	6,114,074
of which those with terms:
2 to 30 days	1,164,808	1,517,788	1,621,756	1,098,825	1,487,863	1,412,496	1,087,539	1,188,419	1,027,636	943,831	1,034,985	1,170,206
31 to 90 days	1,245,885	902,086	1,039,900	1,212,150	864,967	1,368,366	1,342,405	1,045,435	1,201,687	1,158,048	1,023,363	1,151,566
over 91 days	2,399,544	2,472,934	2,739,721	2,865,825	3,057,551	3,234,807	3,382,847	3,323,882	3,218,403	3,301,439	3,175,601	3,693,858
Claims on foreign exchange delivery	9,596,569	9,467,754	9,400,439	9,797,296	9,570,377	10,456,511	10,116,234	10,354,525	10,592,627	10,732,480	11,068,822	12,208,804
of which those with terms:
2 to 30 days	2,181,985	2,558,780	2,433,305	2,550,599	2,176,747	2,459,462	1,780,202	2,581,259	2,131,219	2,007,616	2,744,075	2,838,291
31 to 90 days	1,689,546	1,210,566	1,412,818	1,647,852	977,103	1,404,438	1,539,414	1,056,613	1,756,423	1,668,782	1,332,018	2,120,838
over 91 days	4,966,308	4,871,991	5,013,406	5,033,846	5,599,512	5,972,465	5,998,825	5,777,146	6,148,827	6,068,723	5,978,479	6,742,281
Claims on delivery of precious metals	801,055	847,249	689,200	833,840	846,368	712,087	797,767	813,784	702,284	683,182	706,748	698,632
of which those with terms:
2 to 30 days	127,932	112,606	52,502	171,936	122,358	74,720	97,079	112,547	190,223	147,017	149,356	267,683
31 to 90 days	45,248	38,172	31,487	64,057	43,298	33,326	67,258	56,041	25,374	55,763	49,073	16,443
over 91 days	274,043	312,114	306,784	288,840	290,459	299,817	268,886	269,356	255,116	213,020	214,005	212,030
Claims on delivery of securities	114,538	99,320	124,348	174,795	158,496	198,268	82,612	58,925	62,232	47,002	40,906	34,842
of which those with terms:
2 to 30 days	10,948	29,967	48,101	91,462	100,168	51,260	1,646	36,650	28,359	3,319	21,413	1,506
31 to 90 days	15,803	988	17,597	20,274	811	98,259	22,174	1,163	17,238	26,851	1,112	15,491
over 91 days	35,456	35,402	41,414	43,971	45,427	41,991	41,566	17,315	13,026	14,837	16,878	16,148
Claims on delivery of ruble-denominated derivatives	57,278	70,641	63,648	59,217	75,148	71,377	78,196	82,107	44,863	62,975	74,378	56,968
of which those with terms:
2 to 30 days	1,716	2,444	5,705	1,542	4,747	110	492	3,747	295	186	5,404	192
31 to 90 days	811	7	1,525	1,575	68	3,347	3,748	209	2,892	4,122	334	1,620
over 91 days	0	351	0	0	872	42	337	674	0	0	1,063	0
Claims on delivery of foreign currency-denominated derivatives	178,193	181,284	155,485	170,832	182,914	167,160	220,681	268,369	385,471	428,699	428,241	349,013
of which those with terms:
2 to 30 days	238	1,254	743	390	140	14	2,953	10,477	21,121	24,392	8,992	4,624
31 to 90 days	1,059	0	11,729	11,884	72	5,145	10,289	9,871	7,471	3,560	15,478	18,732
over 91 days	50,088	48,653	35,539	36,039	36,390	32,013	28,692	43,783	221,542	218,956	209,590	204,813
Liabilities on delivery of ruble-denominated funds	4,968,071	5,223,783	5,269,769	5,070,351	5,195,523	5,562,167	5,557,630	5,609,492	5,808,521	5,837,332	6,056,795	6,974,723
of which those with terms:
2 to 30 days	1,221,305	1,537,728	1,378,995	1,020,392	1,208,226	1,034,262	884,562	1,204,592	1,073,206	894,855	1,530,114	1,398,729
31 to 90 days	849,282	620,731	813,235	940,462	585,940	1,010,709	996,233	689,873	1,118,901	1,066,572	845,181	1,610,981
over 91 days	2,113,993	2,167,667	2,304,117	2,327,783	2,540,656	2,720,258	2,866,743	2,903,641	2,940,121	2,980,641	2,788,179	3,306,571
Liabilities on foreign exchange delivery	9,611,820	9,383,507	9,591,661	10,000,835	9,982,510	10,919,780	10,402,312	10,332,486	10,190,958	10,180,094	10,184,158	11,057,721
of which those with terms:
2 to 30 days	2,044,990	2,416,232	2,610,708	2,586,589	2,319,211	2,719,098	1,812,667	2,348,885	1,955,316	1,917,749	2,130,331	2,423,125
31 to 90 days	2,027,708	1,454,280	1,622,320	1,877,199	1,243,708	1,725,927	1,830,369	1,389,506	1,779,784	1,742,743	1,496,778	1,612,691
over 91 days	5,052,243	4,994,666	5,171,597	5,334,423	5,899,639	6,270,185	6,308,855	5,978,603	6,262,712	6,008,545	6,015,095	6,873,233
Liabilities on delivery of precious metals	538,179	569,222	405,977	545,123	557,285	479,104	593,022	643,354	546,778	568,633	578,298	646,689
of which those with terms:
2 to 30 days	177,271	202,251	126,664	257,564	237,198	219,741	250,887	281,059	316,833	251,157	267,120	455,739
31 to 90 days	29,429	15,232	11,636	61,217	20,228	20,924	49,567	30,844	24,816	44,405	28,774	11,095
over 91 days	232,354	259,647	264,394	222,268	219,236	238,073	213,829	218,692	204,087	176,453	181,542	179,678
Liabilities on delivery of securities	221,795	190,807	227,814	240,124	285,218	292,112	230,677	224,418	198,816	184,519	192,074	121,690
of which those with terms:
2 to 30 days	31,663	30,789	19,376	35,662	107,248	17,505	3,966	45,373	8,172	7,548	34,423	2,007
31 to 90 days	51,719	32,289	21,411	25,857	2,609	99,794	49,225	4,143	32,062	37,822	9,792	23,305
over 91 days	67,142	67,768	135,063	126,590	119,883	122,101	137,601	138,793	124,413	116,831	125,495	88,946
Claims on delivery of ruble-denominated derivatives	61,942	76,994	65,028	62,438	80,425	87,590	93,260	98,421	51,572	62,966	73,063	60,690
of which those with terms:
2 to 30 days	638	8,890	3,939	2,118	9,213	5,259	611	18,369	452	266	2,444	38
31 to 90 days	6,769	130	4,362	4,559	214	14,801	17,710	489	8,997	3,125	51	2,665
over 91 days	0	382	59	59	186	111	310	204	0	179	224	0
Claims on delivery of foreign currency-denominated derivatives	175,189	185,288	156,881	170,796	173,972	170,670	210,236	287,372	445,418	486,903	476,383	398,539
of which those with terms:
2 to 30 days	219	1,440	6,492	411	418	74	3,658	10,657	20,971	29,924	3,577	10,513
31 to 90 days	7,950	6,543	23,135	23,381	2,770	8,229	6,129	21,891	22,242	13,467	34,173	28,790
over 91 days	40,200	43,448	20,167	20,437	19,528	15,410	16,022	50,709	263,009	258,645	239,704	236,076
Derivatives (claims, at fair value)	674,731	658,711	653,411	618,780	626,405	626,288	601,351	597,865	587,730	552,836	485,629	505,003
Derivatives (liabilities, at fair value)	445,514	445,836	430,505	389,563	384,886	391,826	366,443	365,250	345,809	327,993	324,061	337,106

Updated on 22 February 2018.