GENERAL MEETING DRAFT - Bankier.pl

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A. Financial Derivatives
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>> Consolidated Financial Statements
Part E – Information on risks and related risk management policies
A.1 Regulatory trading portfolio: end of period notional amounts (� '000)
Derivative instrument types/Underlyings
Amounts as at 12.31.2009
Over the
counter
Clearing
House
Amounts as at 12.31.2008
Over the
counter
Clearing
House
1. Debt securities and interest rate indexes 2,688,421,792 120,792,575 2,452,393,371 89,462,785
a) Options 454,444,930 8,732,575 451,423,571 17,532,000
b) Swap 1,971,617,429 - 1,995,425,786 -
c) Forward 192,453,257 255,851 5,436,603 424,888
d) Futures 1,971,806 111,804,149 - 71,505,897
e) Others 67,934,370 - 107,411 -
2. Equity instruments and stock indexes 112,948,216 73,706,177 144,240,965 66,581,152
a) Options 94,299,238 73,339,047 128,362,000 65,285,441
b) Swap 18,492,254 - 27,602 55,451
c) Forward 45,881 - 4,232 43,742
d) Futures 17,797 367,130 - 1,196,518
e) Others 93,046 - 15,847,131 -
3. Gold and currencies 551,231,182 383,779 634,956,715 4,979,381
a) Options 81,043,733 - 128,264,667 4,302,433
b) Swap 189,203,405 18 170,829,997 -
c) Forward 280,549,723 - 335,399,041 3,143
d) Futures - 383,761 - 673,805
e) Others 434,321 - 463,010 -
4. Commodities 4,100,264 866,000 - -
5. Other underlyings 3,021,701 - 11,030,919 467,759
Total 3,359,723,155 195,748,531 3,242,621,970 161,491,077
Average amounts 2,128,691,272 36,492,708 3,866,120,301 217,191,298
This table refers to the notional values of financial derivatives according to classification within regulatory trading book applied by any separate Legal Entity
belonging to Banking Group only. Derivatives belonging to this portfolio may not be the same as derivatives classified in the held for trading portfolio for
accounting purposes (see Table A.2.2).
A.2. Banking portfolio: end of period notional amounts
A.2.1 Banking portfolio: end of period notional amounts - Hedging derivatives (� '000)
Derivative instrument types/Underlyings
Amounts as at 12.31.2009 Amounts as at 12.31.2008
Over the
counter
Clearing
House
Over the
counter
Clearing
House
1. Debt securities and interest rate indexes 186,989,189 4,865,000 144,161,449 16,621,000
a) Options 750,000 - 1,195,676 -
b) Swap 183,853,209 - 142,900,773 -
c) Forward 2,385,980 - 58,000 -
d) Futures - 4,865,000 - 16,621,000
e) Others - - 7,000 -
2. Equity instruments and stock indexes 2,631,348 - 586,348 -
a) Options 10,348 - 50,348 -
b) Swap 382,000 - - -
c) Forward - - - -
d) Futures - - - -
e) Others 2,239,000 - 536,000 -
3. Gold and currencies 21,471,162 - 35,010,736 -
a) Options - - - -
b) Swap 4,099,319 - 1,966,329 -
c) Forward 17,371,843 - 33,044,407 -
d) Futures - - - -
e) Others - - - -
4. Commodities - - - -
5. Other underlyings - - - -
Total 211,091,699 4,865,000 179,758,533 16,621,000
Average amounts 149,543,524 10,743,000 238,918,784 14,070,334
This table refers the notional value of hedging financial derivatives belonging to regulatory banking book in accordance with classification applied by any
separate Legal Entity belonging to the Banking Group only.