19 Open derivative contracts

Enlarge table(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

 

847

844

43'482

25'667

93'987

1'870'790

Forward transactions

 

61

186

51'137

0

0

0

 

 

 

 

 

 

 

 

Foreign exchange contracts

 

 

 

 

 

 

 

Forward contracts

 

55'476

53'100

8'095'781

0

0

0

Options (OTC)

 

3'936

3'936

70'978

0

0

0

 

 

 

 

 

 

 

 

Precious metals

 

 

 

 

 

 

 

Forward contracts

 

17

15

972

0

0

0

Options (OTC)

 

0

0

0

0

0

0

 

 

 

 

 

 

 

 

Equity / indices contracts

 

 

 

 

 

 

 

Options (OTC)

 

1'017

1'017

140'209

0

0

0

 

 

 

 

 

 

 

 

Commodities

 

 

 

 

 

 

 

Forward contracts

 

0

0

0

0

0

0

 

 

 

 

 

 

 

 

Total excluding netting agreements

31.12.2015

61'353

59'098

8'402'559

25'667

93'987

1'870'790

 

31.12.2014

85'682

84'202

7'611'681

16'035

77'113

1'534'790

Liechtensteinische Landesbank AG has concluded no netting agreements.