19 Open derivative contracts

(XLS:)

 

 

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

3'202

3'190

48'284

4'274

49'689

995'000

Forward transactions

158

51

28'251

0

0

0

 

 

 

 

 

 

 

Foreign exchange contracts

 

 

 

 

 

Forward contracts

46'480

43'309

6'618'819

0

0

0

Options (OTC)

21

21

12'793

0

0

0

 

 

 

 

 

 

 

Precious metals

 

 

 

 

 

 

Forward contracts

339

329

11'664

0

0

0

Options (OTC)

76

76

5'023

0

0

0

 

 

 

 

 

 

 

Equity/indices contracts

 

 

 

 

 

 

Options (OTC)

529

529

77'795

0

0

0

 

 

 

 

 

 

 

Commodities

 

 

 

 

 

 

Forward contracts

769

769

13'988

0

0

0

Total excluding netting agreements

31.12.2012

51'574

48'274

6'816'617

4'274

49'689

995'000

 

31.12.2011

83'954

84'469

6'134'886

10'618

40'852

1'165'000

Liechtensteinische Landesbank AG has concluded no netting agreements.

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