GENERAL MEETING DRAFT - Bankier.pl

A.6 OTC Financial Derivatives: Regualatory trading portfolio - notional amounts, positive and negative gross fair value
by counterparty - contracts included in netting agreement
Contracts included in netting
agreement
Governments
and Central
Banks
2009 CONSOLIDATED REPORTS AND ACCOUNTS
Other
public-sector
entities Banks
Amounts as at 12.31.2009
Financial
companies
Insurance
companies
Non-financial
companies
(� '000)
Other
entities
1) Debt securities and interest
rate indexes
- notional amount 234,700 568,145 2,207,439,948 157,371,017 2,298,154 25,720,004 355,521
- positive fair value 16,917 32,433 41,175,480 4,678,549 27,476 891,782 20,514
- negative fair value 1,266 3,017 43,569,799 4,325,605 77,501 240,862 2,044
2) Equity instruments and
stock indexes
- notional amount - - 70,512,241 22,549,612 67,755 998,080 28,400
- positive fair value - - 2,546,378 1,917,374 - 50,494 916
- negative fair value - - 3,480,890 1,446,420 1,103 8,227 3,671
3) Gold and currencies
- notional amount 394,693 82,873 385,435,534 30,272,168 71,427 31,120,612 729,525
- positive fair value 30,711 6,476 7,723,368 561,880 369 1,381,858 79,959
- negative fair value 11,381 267 8,326,517 642,015 3,032 758,683 5,632
4) Other instruments
- notional amount - - 2,362,335 705,402 - 2,561,899 -
- positive fair value - - 182,234 55,946 - 272,898 -
- negative fair value - - 298,456 95,683 - 274,092 -
A.7 OTC Financial derivatives: banking portfolio - notional amounts, positive and negative gross fair value by
counterparty - contracts not included in netting agreements
Contracts not included in netting
agreement
Governments
and Central
Banks
Other
public-sector
entities Banks
Amounts as at 12.31.2009
Financial
companies
Insurance
companies
Non-financial
companies
(� '000)
Other
entities
1) Debt securities and interest
rate indexes
- notional amount - 53,426 9,833,736 33,175,399 - 300,810 3,981,666
- positive fair value - 2,961 256,489 940,886 - 6,112 2,059
- negative fair value - 10,768 248,924 971,943 - 19,558 254,717
- future exposure - 1,497 125,404 24,355 - 3,978 632
2) Equity instruments and
stock indexes
- notional amount - - 1,184,865 207 - - 7,881,936
- positive fair value - - 65,631 - - - 5,656
- negative fair value - - 1,000 - - - 394,383
- future exposure - - 145,063 - - - -
3) Gold and currencies
- notional amount - - 15,613,744 179 - 382,002 188,639
- positive fair value - - 399,287 - - - 559
- negative fair value - - 99,378 - - 4,935 4,058
- future exposure - - 28,165 - - 1,082 -
4) Other instruments
- notional amount - - - - - - -
- positive fair value - - - - - - -
- negative fair value - - - - - - -
- future exposure - - - - - - -
A.8 OTC Financial derivatives: banking portfolio - notional amounts, positive and negative gross fair value by
counterparty - contracts included in netting agreements
Contracts included in netting
agreement
Governments
and Central
Banks
Other
public-sector
entities Banks
Amounts as at 12.31.2009
Financial
companies
Insurance
companies
Non-financial
companies
1) Debt securities and interest
rate indexes
- notional amount - - 148,090,622 363,644 - 925,560 -
- positive fair value - - 1,389,310 - - 64,991 -
- negative fair value - - 1,694,587 27,325 - 73,867 -
2) Equity instruments and
stock indexes
- notional amount - - - 1,627,486 - 11,691 -
- positive fair value - - - 102,139 - 13,230 -
- negative fair value - - - 14,000 - - -
3) Gold and currencies
- notional amount - - 7,368,187 316,382 - 112,946 -
- positive fair value - - 2,468,278 5,757 - 1,377 -
- negative fair value - - 678,315 5,282 - 31,774 -
4) Other instruments
- notional amount - - - - - - -
- positive fair value - - - - - - -
- negative fair value - - - - - - -
(� '000)
Other
entities
432