INVESTKREDIT BANK AG - Xetra
INVESTKREDIT BANK AG - Xetra
INVESTKREDIT BANK AG - Xetra
You also want an ePaper? Increase the reach of your titles
YUMPU automatically turns print PDFs into web optimized ePapers that Google loves.
THE <strong>BANK</strong> FOR CORPORATES<br />
Notes<br />
(56) Assets and liabilities in foreign currencies. Foreign currencies are those outside the euro area.<br />
31.12.2001 31.12.2000<br />
in EUR m Assets Liabilities Assets Liabilities<br />
USD 1,952 1,883 1,272 1,382<br />
GBP 90 135 75 118<br />
CHF 746 388 553 123<br />
JPY 108 122 111 2<br />
Other 169 145 427 169<br />
Total foreign currency 3,065 2,673 2,437 1,795<br />
EUR 8,129 8,521 6,266 6,909<br />
Aggregate 11,194 11,194 8,703 8,703<br />
(57) DERIVATIVE FINANCIAL TRANSACTIONS. The structure of open derivative financial transactions is as follows:<br />
Nominal amount at 31.12.2001<br />
Remaining maturity Market Market Trading<br />
Up to 1 1 to 5 Over 5 Total value value Total portfolio<br />
in EUR m year years years 2001 positive negative 2000 2001<br />
Interest-rate related business 3,987 7,054 5,260 16,301 216 -244 13,802 3,759<br />
OTC products<br />
FRAs 260 43 - 303 0 -0 138 303<br />
Interest swaps 3,283 6,620 4,904 14,808 214 -239 12,592 3,441<br />
Interest-rate options – purchase 4 71 170 245 2 - 131 -<br />
Interest-rate options – sale 425 321 185 930 - -4 908 -<br />
Other interest contracts - - - - - - - -<br />
Products traded on the stock exchange<br />
Interest-rate futures 15 - - 15 - - 33 15<br />
Currency related business 1,157 1,034 402 2,593 67 -65 3,256 863<br />
OTC products<br />
Currency futures 114 - - 114 3 -0 35 86<br />
Currency swaps 930 1,034 402 2,366 64 -64 3,123 665<br />
Currency options – purchase 55 - - 55 1 - 53 55<br />
Currency options – sale 57 - - 57 - -1 45 57<br />
Other currency contracts - - - - - - - -<br />
Securities related business 4 4 6 14 - - 5 -<br />
OTC products<br />
Shares-/Index futures – purchase - - - - - - - -<br />
Shares-/Index futures – sale - - - - - - - -<br />
Shares-/Index options – purchase 4 4 6 14 - - 4 -<br />
Shares-/Index options – sale - - - - - - 1 -<br />
Products traded on the stock exchange<br />
Shares-/Index futures - - - - - - - -<br />
Shares-/Index options - - - - - - - -<br />
Other business 95 2,222 1,509 3,825 54 -56 2,395 -<br />
OTC products<br />
Options 95 2,222 1,509 3,825 54 -56 2,395 -<br />
Total 5,242 10,314 7,176 22,732 338 -365 19,457 4,623<br />
62
Change language