2005 Annual Report / Crédit Agricole (Suisse) SA
2005 Annual Report / Crédit Agricole (Suisse) SA
2005 Annual Report / Crédit Agricole (Suisse) SA
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<strong>2005</strong> <strong>Annual</strong> <strong>Report</strong> / Crédit <strong>Agricole</strong> (<strong>Suisse</strong>) <strong>SA</strong> – 514.3 Outstanding derivative instrumentsTrading instrumentsHedging instruments(in thousands of CHF)PositivereplacementvaluesNegativereplacementvaluesUnderlyingamountPositivereplacementvaluesNegativereplacementvaluesUnderlyingamountInterest-rate derivatives– Swaps 14 985 13 995 1 298 610 24 607 22 454 1 845 534– Options (OTC) 653 653 75 499 – – –Currencies / Precious metals– Forward contracts 387 787 367 571 23 454 712 73 720 2 983 1 441 139– Options (OTC) 151 136 151 096 9 925 592 – – –Total before impactof netting contractsReference year 554 561 533 315 34 754 413 98 327 25 437 3 286 673Previous year 214 804 219 291 12 190 893 2 968 71 375 2 135 000(in thousands of CHF)Total after impactof netting contractsPositive replacementvalues (aggregate)Negative replacementvalues (aggregate)Reference year 651 902 554 901Previous year 217 197 287 012Balance of offset accountReference year 12 619Previous year 15 038Consolidated Financial Statements
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