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LLB Annual Report 2021 de

20 Open derivative contracts

 

 

 

 

 

 

 

 

 

 

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

 

0

0

0

22'252

27'123

4'655'331

Forward transactions

 

43

7

6'627

0

0

0

 

 

 

 

 

 

 

 

Foreign exchange contracts

 

 

 

 

 

 

 

Forward contracts

 

218'065

231'615

25'515'243

0

0

0

Options (OTC)

 

2'377

2'377

74'362

0

0

0

 

 

 

 

 

 

 

 

Precious metals

 

 

 

 

 

 

 

Options (OTC)

 

131

131

5'534

0

0

0

 

 

 

 

 

 

 

 

Equity / Index contracts

 

 

 

 

 

 

 

Options (OTC)

 

2'312

2'312

255'345

0

0

0

 

 

 

 

 

 

 

 

Total excluding netting agreements

31.12.2021

222'928

236'441

25'857'110

22'252

27'123

4'655'331

 

31.12.2020

203'833

209'395

22'013'315

13'634

42'651

2'306'604

Liechtensteinische Landesbank AG has concluded no netting agreements.