COMMERZBANK AKTIENGESELLSCHAFT

To our Shareholders Corporate Responsibility Management Report Risk Report Group Financial Statements Further Information 305 361
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
The repurchase agreements and securities lending transactions concluded up to the balance sheet date and the cash collaterals break
down as follows:
€m
Repurchase agreements as a borrower
31.12.2011 31.12.2010 Change in %
Carrying amount of securities transferred
Cash collaterals received
37,697 57,166 – 34.1
Liabilities to banks 9,164 28,481 – 67.8
Liabilities to customers
Securities lent in securities lending transactions
20,529 13,923 47.4
Carrying amount of securities transferred
Cash collaterals received
12,699 14,005 – 9.3
Liabilities to banks 9,821 15,535 – 36.8
Liabilities to customers 7,680 4,183 83.6
Sum of the carrying amounts of securities transferred 50,396 71,171 – 29.2
Sum of collaterals received
Repurchase agreements as a lender
47,194 62,122 – 24.0
Fair value of securities received
Cash collaterals paid
50,002 81,478 – 38.6
Claims on banks 24,082 40,528 – 40.6
Claims on customers
Securities borrowed in securities lending transactions
17,922 25,148 – 28.7
Fair value of securities received
Cash collaterals paid
12,491 28,914 – 56.8
1
Claims on banks 27,524 28,159 – 2.3
Claims on customers 8,120 4,815 68.6
Sum of fair values from securities received 62,493 110,392 – 43.4
Sum of collaterals given 77,648 98,650 – 21.3
1 Including cash collateral paid out in connection with derivatives.
The carrying value of securities lent was €12,699m (previous
year: €14,005m), against which there were related liabilities of
€17,501m (previous year: €19,718m) as well as securities of
€583m (previous year: €1,721m) as collateral. The claims and
liabilities from repurchase agreements are shown after netting.
Group Financial Statements