RLB GB engl.44-68 - Raiffeisenlandesbank Niederösterreich-Wien
RLB GB engl.44-68 - Raiffeisenlandesbank Niederösterreich-Wien
RLB GB engl.44-68 - Raiffeisenlandesbank Niederösterreich-Wien
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2. Securities trading book<br />
<strong>RLB</strong> maintains a securities trading book in the meaning of section 2(35) Banking Act.<br />
The trading positions consist of securities and other financial instruments. Standard instruments used in<br />
interbank transactions are not included.<br />
The nominal value of fixed income securities shown in the trading book at balance sheet date was<br />
EUR 49,654 thousand (2000: EUR 18,041 thousand).<br />
The portfolio also contains 447 shares (2000: 56,000 shares) of various issuers, with a market value of<br />
EUR 2,454.03 thousand (2000: EUR 283,298.40), and 15,412 shares in various investment funds<br />
(2000: 16,638 shares) with a value of EUR 1,506 thousand (2000: EUR 1,451thousand).<br />
The other financial transactions in the trading book are reported below in accordance with section 64(1)(3)<br />
Banking Act.<br />
3. Disclosure pursuant to section 64(1)(3) Banking Act<br />
Nominal value of open forward transactions (derivative financial transactions) at balance sheet date:<br />
Investment Trading Total Total<br />
EUR ’000 book book 2001 2000<br />
Total amounts of all forward exchange transactions 18,543,781 1,379,315 19,923,096 21,206,237<br />
a) Interest rate contracts<br />
(Exchange traded contracts)<br />
15,300,512 1,019,500 16,320,012 17,103,506<br />
Futures – buy 0 0 0 0<br />
Futures – sell 0 0 0 0<br />
Futures options - buy 0 0 0 0<br />
Futures options - sell<br />
(OTC products)<br />
0 0 0 0<br />
Interest swaps 14,448,804 1,019,500 15,4<strong>68</strong>,304 15,340,304<br />
Interest rate options (FRAs) – buy 418,937 0 418,937 776,931<br />
Interest rate options (FRAs) – sell 310,469 0 310,469 772,632<br />
Interest options – buy 30,767 0 30,767 61,203<br />
Interest options – sell 91,535 0 91,535 152,436<br />
b) Exchange rate contracts<br />
(OTC products)<br />
3,157,736 359,815 3,517,551 4,022,111<br />
Currency futures 61,547 0 61,547 5,205<br />
Currency and interest rate swaps 3.096,189 0 3,096,189 4,016,265<br />
Currency options – buy 0 180,494 180,494 641<br />
Currency options – sell 0 179,321 179,321 0<br />
c) Securities related transactions<br />
(OTC products)<br />
85,533 0 85,533 80,620<br />
Share/index options – buy 43,846 0 43,846 40,195<br />
Share/index options – sell 41,<strong>68</strong>7 0 41,<strong>68</strong>7 40,425<br />
All these instruments are traded both for own account and for customers.<br />
4. At balance sheet date the item “Amounts owed to customers” included trustee savings deposits totalling<br />
EUR 2,216,076.92 (2000: EUR 1,719,552.02).<br />
56 Annual financial statements 2001
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