2007 Annual Report
2007 Annual Report
2007 Annual Report
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Total volume of outstanding financial derivative transactions as at 31 December <strong>2007</strong><br />
Regulatory portfolio – notional amounts (€ m)<br />
TRaDing BOOK BanKing BOOK<br />
LiSTeD unLiSTeD unLiSTeD<br />
Forward rate agreements – 29,931 232<br />
Interest rate swaps – 424,482 269,984<br />
Domestic currency swaps – 16,846 10,063<br />
Currency interest rate swaps 58 6,047 6,915<br />
Basis swaps – 7,577 4,110<br />
Stock index swaps 49 364 –<br />
Commodity index swaps – 19 –<br />
Futures 734 – –<br />
Cap options – 13,233 1,291<br />
Floor options – 3,783 268<br />
Other options 68,972 70,873 197<br />
Forwards – 66,918 89<br />
Other derivative contracts – 108 –<br />
TOTaL 69,813 640,182 293,149<br />
OTC financial derivatives: positive and negative fair value (€ m)<br />
POSiTiVe<br />
FaiR VaLue<br />
gROSS aMOunT<br />
negaTiVe<br />
FaiR VaLue<br />
gROSS aMOunT<br />
Regulatory trading book 7,477 6,056<br />
Central governments and banks 30 21<br />
Public bodies 8 8<br />
Banks 6,291 5,019<br />
Financial companies 62 51<br />
Insurance companies 8 9<br />
Non-financial enterprises 1,050 899<br />
Other entities 27 49<br />
Banking Book 1,147 1,638<br />
Central governments and banks – –<br />
Public bodies – –<br />
Banks 1,097 1,526<br />
Financial companies 13 –<br />
Insurance companies – –<br />
Non-financial enterprises 37 111<br />
Other entities – 1<br />
TOTaL 8,624 7,694<br />
Bank Austria · <strong>2007</strong> <strong>Annual</strong> <strong>Report</strong> 203
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