By type of risk / By product or by type of market | References | Carrying amount | Notional amount |
---|
Financial assets held for trading | Financial liabilities held for trading | Total Trading | of which: sold |
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Annex V.Part 2.69 | Annex V.Part 2.69 | Annex V.Part 2.70-71 | Annex V.Part 2.72 |
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010 | 020 | 030 | 040 |
---|
010 | Interest rate | Annex V.Part 2.67(a) | | | | |
020 | of which: economic hedges | Annex V.Part 2.74 | | | | |
030 | OTC options | | | | | |
040 | OTC other | | | | | |
050 | Organized market options | | | | | |
060 | Organized market other | | | | | |
070 | Equity | Annex V.Part 2.67(b) | | | | |
080 | of which: economic hedges | Annex V.Part 2.74 | | | | |
090 | OTC options | | | | | |
100 | OTC other | | | | | |
110 | Organized market options | | | | | |
120 | Organized market other | | | | | |
130 | Foreign exchange and gold | Annex V.Part 2.67(c) | | | | |
140 | of which: economic hedges | Annex V.Part 2.74 | | | | |
150 | OTC options | | | | | |
160 | OTC other | | | | | |
170 | Organized market options | | | | | |
180 | Organized market other | | | | | |
190 | Credit | Annex V.Part 2.67(d) | | | | |
200 | of which: economic hedges | Annex V.Part 2.74 | | | | |
210 | Credit default swap | | | | | |
220 | Credit spread option | | | | | |
230 | Total return swap | | | | | |
240 | Other | | | | | |
250 | Commodity | Annex V.Part 2.67(e) | | | | |
260 | of which: economic hedges | Annex V.Part 2.74 | | | | |
270 | Other | Annex V.Part 2.67(f) | | | | |
280 | of which: economic hedges | Annex V.Part 2.74 | | | | |
290 | DERIVATIVES | IAS 39.9 | | | | |
300 | of which: OTC - credit institutions | Annex V.Part 1.35(c), 2.75(a) | | | | |
310 | of which: OTC - other financial corporations | Annex V.Part 1.35(d), 2.75(b) | | | | |
320 | of which: OTC - rest | Annex V.Part 2.75(c) | | | | |