Af-RALux2010Neide:Layout 1 - paperJam
Af-RALux2010Neide:Layout 1 - paperJam
Af-RALux2010Neide:Layout 1 - paperJam
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As at December 31, 2009 (see note 1), the analysis of derivative non-trading financial instruments by class and residual maturity<br />
was the following:<br />
> 3 months > 1 year<br />
≤ 3 months ≤ 1 year ≤ 5 years > 5 years Total<br />
At carrying amount in EUR EUR EUR EUR EUR EUR<br />
FINANCIAL ASSETS<br />
Instrument class<br />
Foreign exchange transactions<br />
Forwards 68,998,491 9,576,172 249,402 0 78,824,065<br />
Swaps 324,241,530 44,773,551 0 0 369,015,081<br />
Options 16,395,611 3,485,088 4,907,711 0 24,788,410<br />
Futures 387,792 3,906,373 0 4,294,165<br />
Securities transactions<br />
Options 353,186,172 0 0 0 353,186,172<br />
Interest rate transactions<br />
Interest rate swaps 0 9,405,802 22,164,376 45,376,927 76,947,105<br />
Total 762,821,804 67,628,405 31,227,862 45,376,927 907,054,998<br />
FINANCIAL LIABILITIES<br />
Instrument class<br />
Foreign exchange transactions<br />
Forwards 63,612,196 9,349,551 277,664 0 73,239,411<br />
Swaps 342,908,293 40,480,467 0 0 383,388,760<br />
Options 16,049,286 4,705,094 18,522,532 0 39,276,912<br />
Futures 0 0 5,344,203 0 5,344,203<br />
Interest rate transactions<br />
Interest rate swaps 0 9,405,803 65,986,395 11,106,483 86,498,681<br />
Total 422,569,775 63,940,915 90,130,794 11,106,483 587,747,967<br />
These amounts include derivative non-trading financial instruments with a trade date before December 31, 2009 and a value date<br />
after December 31, 2009.<br />
25
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