20 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 |
17'141 |
51'470 |
2'236'708 |
|||||||
Forward transactions |
|
23 |
21 |
4'344 |
0 |
0 |
0 |
|||||||
|
|
|
|
|
|
|
|
|||||||
Foreign exchange contracts |
|
|
|
|
|
|
|
|||||||
Forward contracts |
|
88'813 |
100'898 |
14'947'065 |
0 |
0 |
0 |
|||||||
Options (OTC) |
|
2'363 |
2'368 |
68'019 |
0 |
0 |
0 |
|||||||
|
|
|
|
|
|
|
|
|||||||
Precious metals |
|
|
|
|
|
|
|
|||||||
Forward contracts |
|
17 |
17 |
1'898 |
0 |
0 |
0 |
|||||||
|
|
|
|
|
|
|
|
|||||||
Equity / Index contracts |
|
|
|
|
|
|
|
|||||||
Options (OTC) |
|
345 |
345 |
15'385 |
0 |
0 |
0 |
|||||||
|
|
|
|
|
|
|
|
|||||||
Total excluding netting agreements |
31.12.2019 |
91'562 |
103'649 |
15'036'710 |
17'141 |
51'470 |
2'236'708 |
|||||||
|
31.12.2018 |
62'351 |
67'122 |
13'420'166 |
16'930 |
52'601 |
2'027'565 |
|||||||
Liechtensteinische Landesbank AG has concluded no netting agreements.