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 |
17'168 |
57'097 |
1'721'000 |
|||||||
Forward transactions |
|
1 |
46 |
9'910 |
0 |
0 |
0 |
|||||||
|
|
|
|
|
|
|
|
|||||||
Foreign exchange contracts |
|
|
|
|
|
|
|
|||||||
Forward contracts |
|
54'231 |
57'864 |
11'377'417 |
0 |
0 |
0 |
|||||||
Options (OTC) |
|
2'649 |
2'649 |
83'107 |
0 |
0 |
0 |
|||||||
|
|
|
|
|
|
|
|
|||||||
Precious metals |
|
|
|
|
|
|
|
|||||||
Forward contracts |
|
17 |
17 |
2'252 |
0 |
0 |
0 |
|||||||
Options (OTC) |
|
0 |
0 |
0 |
0 |
0 |
0 |
|||||||
|
|
|
|
|
|
|
|
|||||||
Equity / Index contracts |
|
|
|
|
|
|
|
|||||||
Options (OTC) |
|
445 |
445 |
108'711 |
0 |
0 |
0 |
|||||||
|
|
|
|
|
|
|
|
|||||||
Total excluding netting agreements |
31.12.2017 |
57'344 |
61'021 |
11'581'397 |
17'168 |
57'097 |
1'721'000 |
|||||||
|
31.12.2016 |
81'555 |
80'836 |
9'007'892 |
23'227 |
80'306 |
1'751'000 |
|||||||
Liechtensteinische Landesbank AG has concluded no netting agreements.