Letno poroÄilo 2007 - UniCredit Banka Slovenija dd
Letno poroÄilo 2007 - UniCredit Banka Slovenija dd
Letno poroÄilo 2007 - UniCredit Banka Slovenija dd
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Risk ReportRisk ReportTotal volume of derivative transactions 31. 12. 2006Notional amounts Market value Notional amounts Market value(positive)< 1 year 1-5 years > 5 years Total positive negative BankingbookTradingbookBankingbookTradingbookin EUR mioMarket value(negative)BankingbookTrading bookTOTAL 473 1,782 718 2,972 25 24 75 2,897 1 24 1 23of which OTC-products 473 1,782 718 2,972 25 24 75 2,897 1 24 1 23of which: exchange-traded products - - - - - - - - - - - -A. Interest rate contracts 24 1,780 718 2,522 22 21 75 2,447 1 21 1 20OTC products: 24 1,780 718 2,522 22 21 75 2,447 1 21 1 20FRAs - - - - - - - - - - - -Forward interest rate transactions - - - - - - - - - - - -Single-currency swaps 24 735 293 1,052 16 15 75 977 1 15 1 15Interest rate options bought - 523 212 735 5 - - 735 - 5 - -Interest rate options sold - 523 212 735 - 5 - 735 - - - 5Other interest rate contracts - - - - - - - - - - - -Exchange-traded products: - - - - - - - - - - - -Interest rate futures - - - - - - - - - - - -Options on interest rate futures - - - - - - - - - - - -B. Foreign exchange contracts 448 2 - 450 3 3 - 450 - 3 - 3OTC products: 448 2 - 450 3 3 - 450 - 3 - 3Forward foreign exchange transactions 139 2 - 140 2 1 - 140 - 2 - 1Cross-currency swaps - - - - - - - - - - - -Currency options bought 155 - - 155 2 - - 155 - 2 - -Currency options sold 155 - - 155 - 2 - 155 - - - 2Other foreign exchange contracts - - - - - - - - - - - -Exchange-traded products: - - - - - - - - - - - -Currency futures - - - - - - - - - - - -Options on currency futures - - - - - - - - - - - -C. Securities-related transactions - - - - - - - - - - - -OTC products: - - - - - - - - - - - -Securities swaps - - - - - - - - - - - -Equity options bought - - - - - - - - - - - -Equity options sold - - - - - - - - - - - -Other securities-related contracts - - - - - - - - - - - -Exchange-traded products: - - - - - - - - - - - -Equity and equity index futures - - - - - - - - - - - -Equity and equity index options - - - - - - - - - - - -194 <strong>2007</strong> Annual Report · <strong>UniCredit</strong> Bank
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