Annual report 2010 - Banca Privata Edmond de Rothschild Lugano ...

Notes to the Financial Statements
Information on off-balance
sheet transactions Trading
Outstanding derivative financial instruments
Interest rate-related instruments
Positive
replacement
values
CHF
instruments Hedging instruments
Negative
replacement
values
CHF
Contract
volumes
CHF
Positive
replacement
values
CHF
annUal rEport 2010 • 37
Negative
replacement
values
CHF
Contract
volumes
Forward contracts including FRAS
Swaps
Futures
Options (OTC)
Options (exchange-traded)
Foreign exchange / Precious metals
2’136’720 70’175’000
Forward contracts
Combined interest / Currency swaps
Futures
3’597’405 3’536’370 221’790’704
Options (OTC)
Options (exchange-traded)
Equity securities / Indices
Forward contracts
Swaps
Futures
Options (OTC)
Options (exchange-traded)
Credit derivatives
Credit default swaps
Total return swaps
First to default swaps
Other credit derivatives
Other
Forward contracts
Swaps
Futures
Options (OTC)
Options (exchange-traded)
104’800 104’800 4’653’176
Total before netting contracts 31.12.2010 3’702’205 5’777’890 296’618’880 0 0 0
Total before netting contracts 31.12.2009 3’065’277 2’709’672 250’053’982 0 0 0
Total after netting contracts 31.12.2010 3’702’205 5’777’890 296’618’880 0 0 0
Total after netting contracts 31.12.2009 3’065’277 2’709’672 250’053’982 0 0 0
CHF