19 Open derivative contracts

(XLS:) Download

 

 

Trading instruments

“Hedging” instruments

in CHF thousands

 

Positive replacement value

Negative replacement value

Contract volume

Positive replacement value

Negative replacement value

Contract volume

Interest rate instruments

Swaps

 

1'800

1'794

48'095

16'035

77'113

1'534'790

Forward transactions

 

711

0

18'684

0

0

0

 

 

 

 

 

 

 

 

Foreign exchange contracts

Forward contracts

 

75'004

74'241

7'297'329

0

0

0

Options (OTC)

 

6'711

6'711

80'567

0

0

0

 

 

 

 

 

 

 

 

Precious metals

Forward contracts

 

68

67

926

0

0

0

Options (OTC)

 

0

0

0

0

0

0

 

 

 

 

 

 

 

 

Equity / indices contracts

Options (OTC)

 

206

206

136'240

0

0

0

 

 

 

 

 

 

 

 

Commodities

Forward contracts

 

1'183

1'183

29'840

0

0

0

 

 

 

 

 

 

 

 

Total excluding netting agreements

31.12.2014

85'682

84'202

7'611'681

16'035

77'113

1'534'790

 

31.12.2013

75'067

72'868

8'843'792

9'891

30'408

1'084'790

Liechtensteinische Landesbank AG has concluded no netting agreements.

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