Credit Institutions’ Claims and Liabilities on Financial Derivatives

millions of rubles

	2000
	31.12.99	31.01	29.02	31.03	30.04	31.05	30.06	31.07	31.08	30.09	31.10	30.11
Claims on delivery of ruble-denominated funds	71,618	68,983	69,074	71,621	76,295	79,073	79,585	69,547	65,084	63,635	62,246	61,307
of which those with terms:
2 to 30 days	5,330	1,798	4,164	2,621	2,432	1,551	1,707	1,698	2,438	3,059	1,750	3,124
31 to 90 days	1,188	1,724	449	440	296	411	2,096	2,837	2,595	1,698	2,789	1,251
more than 91 days	1,885	1,272	938	2,405	5,835	5,747	6,351	5,156	4,967	5,011	3,414	7,029
Claims on foreign exchange delivery	337,182	332,869	333,965	319,343	313,721	308,608	304,587	261,095	250,170	242,304	240,529	223,805
of which those with terms:
2 to 30 days	12,300	4,691	8,244	6,286	6,189	3,767	10,516	6,841	13,810	6,077	3,129	4,798
31 to 90 days	1,038	996	1,949	781	792	380	1,191	827	1,938	1,755	1,776	533
more than 91 days	2,703	2,694	1,349	1,379	1,853	1,567	1,851	1,824	611	1,121	1,017	1,073
Claims on delivery of precious metals	6,094	8,907	10,101	10,672	11,259	20,300	20,571	18,919	16,360	14,757	13,442	15,980
of which those with terms:
2 to 30 days	216	725	697	379	276	537	181	293	204	527	1,024	1,188
31 to 90 days	67	64	85	120	106	29	179	392	1,137	1,083	983	372
more than 91 days	773	2,042	2,259	2,278	2,623	3,429	2,864	2,715	718	633	407	213
Claims on delivery of securities	3,609	3,178	4,851	6,397	4,638	2,907	2,817	5,647	5,035	6,457	3,121	5,599
of which those with terms:
2 to 30 days	1,810	1,498	2,121	4,858	3,284	1,787	1,760	3,791	3,374	5,327	1,675	3,919
31 to 90 days	1,129	812	902	144	128	179	209	472	426	151	262	134
more than 91 days	638	668	758	440	511	530	528	311	330	310	674	677
Claims on securities repurchase in reverse REPO operations	3,039	4,506	4,076	2,322	4,684	4,473	3,971	21,011	21,099	18,063	15,340	13,898
of which those with terms:
2 to 30 days	396	547	352	286	797	2,066	1,630	875	673	522	746	1,437
31 to 90 days	240	199	152	53	167	229	163	101	298	214	107	654
more than 91 days	896	860	925	718	943	901	800	823	821	846	838	842
Liabilities on delivery of ruble-denominated fund	89,858	84,019	84,533	86,996	87,010	95,492	93,243	83,922	78,442	75,306	74,198	72,265
of which those with terms:
2 to 30 days	6,116	1,714	2,424	1,637	2,478	1,446	1,293	1,229	2,158	1,699	1,154	2,487
31 to 90 days	1,430	1,148	450	721	465	232	490	818	2,269	2,041	1,992	592
more than 91 days	2,539	3,192	2,516	3,408	5,609	6,375	5,752	4,360	2,564	2,419	1,404	2,415
Liabilities on delivery of foreign exchange	260,831	267,534	269,890	265,890	267,543	258,961	261,178	212,253	203,584	193,797	189,512	176,555
of which those with terms:
2 to 30 days	12,225	4,974	8,543	8,635	8,533	4,039	10,528	6,532	14,010	7,016	3,257	6,359
31 to 90 days	1,811	2,325	1,421	661	687	128	739	649	1,690	1,517	1,758	196
more than 91 days	2,408	1,800	1,505	1,619	2,505	2,465	4,197	3,916	3,105	3,505	3,012	6,608
Liabilities on delivery of precious metals	1,054	1,258	2,660	2,115	8,237	10,570	10,951	10,271	8,397	7,596	6,380	7,522
of which those with terms:
2 to 30 days	463	640	1,671	240	249	189	702	1,088	740	1,416	613	745
31 to 90 days	53	43	113	31	13	263	1,885	2,564	1,229	330	1,407	1,079
more than 91 days	102	153	438	930	4,027	3,946	2,644	1,523	2,068	1,955	774	731
Liabilities on delivery of securities	2,701	3,929	5,325	5,485	2,485	3,055	3,353	6,076	4,509	6,556	4,173	5,225
of which those with terms:
2 to 30 days	733	1,354	2,370	3,618	1,338	1,989	1,546	3,697	2,965	4,865	2,542	3,461
31 to 90 days	35	8	1,354	81	95	336	493	489	967	860	719	402
more than 91 days	1,360	1,360	295	907	309	106	657	664	45	45	86	110
Liabilities on resale of securities in reverse REPO transactions	3,214	4,682	4,213	2,444	4,862	4,647	4,147	21,210	21,292	18,273	15,477	13,967
of which those with terms:
2 to 30 days	388	530	344	282	795	2,066	1,634	875	656	522	747	1,410
31 to 90 days	240	199	148	53	167	229	163	101	298	226	104	654
more than 91 days	1,080	1,054	1,093	845	1,122	1,077	973	1,037	1,032	1,044	971	953

Updated April 12, 2001.