Annual Report LRP 2007 - Rheinland Pfalz Bank

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134 LRP 2007 CONSOLIDATED FINANCIAL STATEMENTS (84) Breakdown of Derivatives Volume Nominal values remaining maturity Fair value Up to Between Between More than Total Positive Negative 31December 2007 3 months 3 months 1 and 5 years and 1 year 5 years 1 millions Currency-related derivatives OTC products Pending currency spot and forward transactions 6,296 479 418 9 7,202 129 130 Currency options (purchases/sales) 1,266 661 19 0 1,946 26 21 Interest rate/currency swaps 102 264 569 708 1,643 113 170 Other currency contracts 0 0 0 0 0 0 0 Exchange-traded products Currency futures 0 0 0 0 0 0 0 Currency options (purchases/sales) 0 0 0 0 0 0 0 Total 7,664 1,404 1,006 717 10,791 268 321 Interest rate-related derivatives OTC products Forward rate agreements 0 272 100 0 372 0 0 Interest rate swaps 14,908 28,593 56,084 19,610 119,195 1,150 1,060 Interest rate options (purchases/sales) 70 60 227 22 379 0 4 Caps/floors/collars 151 142 1,081 88 1,462 6 3 Other interest rate contracts 0 0 15 16 31 2 1 Exchange-traded products Interest rate futures 2,932 1,363 104 0 4,399 1 1 Interest rate options (purchases/sales) 0 0 0 0 0 0 0 Total 18,061 30,430 57,611 19,736 125,838 1,159 1,069 Other products Stock/index products 66 0 0 0 66 0 1 Stock derivatives (purchases/sales) 23 0 0 0 23 0 0 Credit derivatives Protection seller 54 174 3,823 1,868 5,919 3 257 Protection buyer 0 13 1,216 7 1,236 16 3 Precious metals 0 0 0 0 0 0 0 Miscellaneous other products 52 6 0 0 58 1 1 Total 195 193 5,039 1,875 7,302 20 262 Total derivatives 25,920 32,027 63,656 22,328 143,931 1,447 1,652
NOTES LRP 2007 135 Nominal values remaining maturity Fair value Up to Between Between More than Total Positive Negative 31December 2006 3 months 3 months 1 and 5 years and 1 year 5 years 1 millions Currency-related derivatives OTC products Pending currency spot and forward transactions 3,940 1,187 56 0 5,183 48 47 Currency options (purchases/sales) 1,622 2,629 0 0 4,251 30 22 Interest rate/currency swaps 222 284 879 772 2,157 111 206 Other currency contracts 782 322 446 36 1,586 67 52 Exchange-traded products Currency futures 0 0 0 0 0 0 0 Currency options (purchases/sales) 0 0 0 0 0 0 0 Total 6,566 4,422 1,381 808 13,177 256 327 Interest rate-related derivatives OTC products Forward rate agreements 0 0 341 0 341 0 0 Interest rate swaps 13,386 36,230 60,087 22,203 131,906 1,543 1,506 Interest rate options (purchases/sales) 0 25 265 45 335 0 3 Caps/floors/collars 528 454 1,138 75 2,195 6 3 Other interest rate contracts 0 0 0 32 32 1 1 Exchange-traded products Interest rate futures 1,888 1,173 64 0 3,125 3 1 Interest rate options (purchases/sales) 100 0 0 0 100 0 0 Total 15,902 37,882 61,895 22,355 138,034 1,553 1,514 Other products Stock/index products 32 0 0 0 32 0 0 Stock derivatives (purchases/sales) 45 39 0 0 84 0 0 Credit derivatives Protection seller 202 849 1,686 1,800 4,537 19 0 Protection buyer 0 0 0 0 0 0 0 Precious metals 11 1 0 0 12 0 0 Miscellaneous other products 0 0 0 0 0 0 0 Total 290 889 1,686 1,800 4,665 19 0 Total derivatives 22,758 43,193 64,962 24,963 155,876 1,828 1,841 For purposes of providing derivative statistics, futures are listed at their fair values. By contrast, the balance of the market values of the futures and the offsetting margin payments in the relevant balance sheet items is zero.
Page 1 and 2:
LRP 2007 PAST ACHIEVEMENTS, FUTURE
Page 3 and 4:
VALUES REAL ESTATE TECHNOLOGY VITIC
Page 5 and 6:
CONTENTS LRP 2007 1 CONTENTS 2 The
Page 7 and 8:
LRP 2007 3 PREFACE BY THE MANAGING
Page 9 and 10:
“THE WORLD IN 50 YEARS FROM NOW
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Page 13 and 14:
50 years of LRP - a new era (contin
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89 91 93 95 97 99 01 03 05 07 12 10
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Page 19 and 20:
Page 21 and 22:
RESULTS OF OPERATIONS LRP 2007 17 I
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RESULTS OF OPERATIONS LRP 2007 19 D
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NET ASSETS AND FINANCIAL POSITION L
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Page 29 and 30:
Page 31 and 32:
RISK REPORT LRP 2007 27 of the prin
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RISK REPORT LRP 2007 29 Country ris
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RISK REPORT LRP 2007 31 December 20
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RISK REPORT LRP 2007 33 Internal Ra
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RISK REPORT LRP 2007 35 Risk- and E
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RISK REPORT LRP 2007 37 Group The e
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RISK REPORT LRP 2007 39 There is a
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RISK REPORT LRP 2007 41 Others 4 %
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RISK REPORT LRP 2007 43 Interest Ra
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RISK REPORT LRP 2007 45 Personnel R
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RISK REPORT LRP 2007 47 Short-Term
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RISK REPORT LRP 2007 49 Equity Inve
Page 55 and 56:
FORECAST REPORT LRP 2007 51 Forecas
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Page 59 and 60:
Page 61 and 62:
CONTENTS LRP 2007 57 Segment Report
Page 63 and 64:
CONSOLIDATED INCOME STATEMENT LRP 2
Page 65 and 66:
CONSOLIDATED STATEMENT OF RECOGNIZE
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NOTES LRP 2007 63 NOTES TO THE CONS
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NOTES LRP 2007 65 allowance for los
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NOTES LRP 2007 67 A qualitative ana
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NOTES LRP 2007 69 Financial Assets
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NOTES LRP 2007 71 Based on the divi
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NOTES LRP 2007 73 If a hybrid instr
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NOTES LRP 2007 75 Objective evidenc
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NOTES LRP 2007 77 Impairment losses
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NOTES LRP 2007 79 increases in pens
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NOTES LRP 2007 81 The repurchase ag
Page 87 and 88: NOTES LRP 2007 83 IFRS standards ar
Page 89 and 90: NOTES LRP 2007 85 As of 31 December
Page 91 and 92: NOTES LRP 2007 87 According to HGB
Page 93 and 94: NOTES LRP 2007 89 (35) Receivables
Page 95 and 96: NOTES LRP 2007 91 from hedging tran
Page 97 and 98: NOTES LRP 2007 93 NOTES TO THE INCO
Page 99 and 100: NOTES LRP 2007 95 Other net fee and
Page 101 and 102: NOTES LRP 2007 97 (48) Net Income/L
Page 103 and 104: NOTES LRP 2007 99 Expenses from ope
Page 105 and 106: NOTES LRP 2007 101 The tax rate to
Page 107 and 108: NOTES LRP 2007 103 (53) Net Gains/L
Page 109 and 110: NOTES LRP 2007 105 (57) Loans and A
Page 111 and 112: NOTES LRP 2007 107 (60) Trading Ass
Page 113 and 114: NOTES LRP 2007 109 (61) Investment
Page 115 and 116: NOTES LRP 2007 111 (62) Intangible
Page 117 and 118: NOTES LRP 2007 113 (64) Property an
Page 119 and 120: NOTES LRP 2007 115 (65) Income Tax
Page 121 and 122: NOTES LRP 2007 117 The following ta
Page 123 and 124: NOTES LRP 2007 119 The securities r
Page 125 and 126: NOTES LRP 2007 121 The fair value o
Page 127 and 128: NOTES LRP 2007 123 The following ta
Page 129 and 130: NOTES LRP 2007 125 Subordinated Lia
Page 131 and 132: NOTES LRP 2007 127 1 millions Ordi-
Page 133 and 134: NOTES LRP 2007 129 (77) Fair Value
Page 135 and 136: NOTES LRP 2007 131 (79) Breakdown o
Page 137: NOTES LRP 2007 133 (81) Letters of
Page 141 and 142: NOTES LRP 2007 137 OTHER DISCLOSURE
Page 143 and 144: NOTES LRP 2007 139 zation/write-dow
Page 145 and 146: NOTES LRP 2007 141 (89) Related Par
Page 147 and 148: NOTES LRP 2007 143 (90) Executive a
Page 149 and 150: NOTES LRP 2007 145 Deputies roger l
Page 151 and 152: NOTES LRP 2007 147 (91) Employees O
Page 153 and 154: GLOSSARY LRP 2007 149 Impairment Un
Page 155 and 156: NOTES LRP 2007 151 RESPONSIBILITY S
Page 157 and 158: “THE WORLD IN 50 YEARS FROM NOW
Page 159 and 160: “THE WORLD IN 50 YEARS FROM NOW
Page 161: REPORT OF THE SUPERVISORY BOARD LRP
Page 164 and 165: FOUR QUESTIONS FOR: FRED JUNG, Mana
Page 166 and 167: 162 LRP 2007 BODIES OWNERS’ MEETI
Page 168 and 169: 164 LRP 2007 BODIES MANAGING BOARD
Page 170 and 171: FOUR QUESTIONS FOR: MARTIN SCHLÄPF
Page 172 and 173: 168 LRP 2007 LRP’S COMMITMENT TO
Page 175 and 176: imprint published by LRP Landesbank
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