19 Open derivative contracts
| 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 |
|
0 |
0 |
0 |
23'227 |
80'306 |
1'751'000 |
|||||||
Forward transactions |
|
6 |
182 |
9'568 |
0 |
0 |
0 |
|||||||
|
|
|
|
|
|
|
|
|||||||
Foreign exchange contracts |
|
|
|
|
|
|
|
|||||||
Forward contracts |
|
76'933 |
76'012 |
8'717'535 |
0 |
0 |
0 |
|||||||
Options (OTC) |
|
3'015 |
3'015 |
76'204 |
0 |
0 |
0 |
|||||||
|
|
|
|
|
|
|
|
|||||||
Precious metals |
|
|
|
|
|
|
|
|||||||
Forward contracts |
|
232 |
258 |
18'259 |
0 |
0 |
0 |
|||||||
Options (OTC) |
|
0 |
0 |
0 |
0 |
0 |
0 |
|||||||
|
|
|
|
|
|
|
|
|||||||
Equity / Index contracts |
|
|
|
|
|
|
|
|||||||
Options (OTC) |
|
1'369 |
1'369 |
186'326 |
0 |
0 |
0 |
|||||||
|
|
|
|
|
|
|
|
|||||||
Total excluding netting agreements |
31.12.2016 |
81'555 |
80'836 |
9'007'892 |
23'227 |
80'306 |
1'751'000 |
|||||||
|
31.12.2015 |
61'353 |
59'098 |
8'402'559 |
25'667 |
93'987 |
1'870'790 |
|||||||
Liechtensteinische Landesbank AG has concluded no netting agreements.