COMMERZBANK AKTIENGESELLSCHAFT

To our Shareholders Corporate Responsibility Management Report Risk Report Group Financial Statements Further Information 283 339
258 202 Statement of comprehensive income
260 204 Balance sheet
262 206 Statement of changes in equity
264 208 Cash flow statement
266 210 Notes
409 353 Auditors’ report
31.12.2010 Nominal amount
Residual terms
Fair value
€m due on up to 3 months 1 year to more than Total positive negative
demand 3 months to 1 year 5 years 5 years
Foreign-currency-based forward
transactions
OTC products
Foreign exchange spot and
4 556,439 269,677 229,003 128,309 1,183,432 18,960 19,716
forward contracts – 459,796 124,259 35,974 1,011 621,040 7,760 7,471
Interest rate and currency swaps – 20,690 56,431 153,471 114,166 344,758 8,391 9,481
Currency call options – 34,420 41,393 18,545 6,735 101,093 2,560 –
Currency put options – 40,779 46,507 19,363 5,328 111,977 – 2,586
Other foreign exchange contracts 4 754 1,087 1,650 1,069 4,564 249 178
Exchange-traded products – 2,943 189 – – 3,132 – –
Currency futures – 2,943 189 – – 3,132 – –
Currency options – – – – – – – –
Total
Interest-based forward
transactions
4 559,382 269,866 229,003 128,309 1,186,564 18,960 19,716
OTC products 23 935,289 1,659,611 3,783,989 3,560,026 9,938,938 308,399 316,541
Forward rate agreements – 115,631 492,410 3,108 – 611,149 261 295
Interest rate swaps
Call options on interest rate
– 809,751 1,119,744 3,657,641 3,383,598 8,970,734 298,659 306,996
futures
Put options on interest rate
– 2,357 26,445 58,615 74,552 161,969 6,820 –
futures – 3,335 18,794 56,266 93,894 172,289 – 7,052
Other interest rate contracts 23 4,215 2,218 8,359 7,982 22,797 2,659 2,198
Exchange-traded products – 1,415 125,290 6,650 4,128 137,483 – –
Interest rate futures – 582 73,385 6,489 4,128 84,584 – –
Interest rate options – 833 51,905 161 – 52,899 – –
Total
Other forward transactions
23 936,704 1,784,901 3,790,639 3,564,154 10,076,421 308,399 316,541
OTC products 1,436 22,923 51,038 167,423 24,788 267,608 8,433 10,295
Structured equity/index products 1,433 9,930 12,237 14,146 1,837 39,583 1,977 2,645
Equity call options – 2,064 9,756 8,823 349 20,992 2,148 –
Equity put options – 2,820 12,754 11,947 993 28,514 – 3,158
Credit derivatives – 3,534 13,800 129,526 21,503 168,363 3,612 3,830
Precious metal contracts 3 4,087 1,412 1,121 – 6,623 308 125
Other transactions – 488 1,079 1,860 106 3,533 388 537
Exchange-traded products – 27,731 50,086 38,616 1,467 117,900 – –
Equity futures – 7,043 451 15 12 7,521 – –
Equity options – 16,314 43,640 36,483 1,455 97,892 – –
Other futures – 2,350 1,970 840 – 5,160 – –
Other options – 2,024 4,025 1,278 – 7,327 – –
Total
Total pending forward transactions
1,436 50,654 101,124 206,039 26,255 385,508 8,433 10,295
OTC products 1,463 1,514,651 1,980,326 4,180,415 3,713,123 11,389,978 335,792 346,552
Exchange-traded products – 32,089 175,565 45,266 5,595 258,515 – –
Total 1,463 1,546,740 2,155,891 4,225,681 3,718,718 11,648,493 335,792 346,552
Net position in the balance sheet 128,704 139,464
Group Financial Statements