Letno poročilo 2007 - UniCredit Banka Slovenija dd

Total volume of derivative transactions 31. 12. 2007Notional amounts Market value Notional amounts Market value(positive)< 1 year 1-5 years > 5 years Total positive negative BankingbookTrading bookBankingbookTrading bookin EUR mioMarket value(negative)BankingbookTrading bookTOTAL 558 4,961 612 6,131 56 52 170 5,962 2 54 - 52of which OTC-products 558 4,961 612 6,131 56 52 170 5,962 2 54 - 52of which: exchange-traded products - - - - - - - - - - - -A. Interest rate contracts 262 3,500 612 4,374 36 32 170 4,205 2 34 - 32OTC products: 262 3,500 612 4,374 36 32 170 4,205 2 34 - 32FRAs - - - - - - - - - - - -Forward interest rate transactions - - - - - - - - - - - -Single-currency swaps 171 2,088 269 2,527 26 22 170 2,358 2 24 - 22Interest rate options bought 46 706 172 923 10 - - 923 - 10 - -Interest rate options sold 46 706 172 923 - 10 - 923 - - - 10Other interest rate contracts - - - - - - - - - - - -Exchange-traded products: - - - - - - - - - - - -Interest rate futures - - - - - - - - - - - -Options on interest rate futures - - - - - - - - - - - -B. Foreign exchange contracts 254 1,454 - 1,708 19 18 - 1,708 - 19 - 18OTC products: 254 1,454 - 1,708 19 18 - 1,708 - 19 - 18Forward foreign exchange transactions 85 45 - 130 2 1 - 130 - 2 - 1Cross-currency swaps 6 83 - 89 - - - 89 - - - -Currency options bought 81 661 - 743 17 - - 743 - 17 - -Currency options sold 82 665 - 746 - 17 - 746 - - - 17Other foreign exchange contracts - - - - - - - - - - - -Exchange-traded products: - - - - - - - - - - - -Currency futures - - - - - - - - - - - -Options on currency futures - - - - - - - - - - - -C. Securities-related transactions 30 - - 30 - 1 - 30 - - - 1OTC products: 30 - - 30 - 1 - 30 - - - 1Securities swaps - - - - - - - - - - - -Equity options bought 15 - - 15 - - - 15 - - - -Equity options sold 15 - - 15 - 1 - 15 - - - 1Other securities-related contracts - - - - - - - - - - - -Exchange-traded products: - - - - - - - - - - - -Equity and equity index futures - - - - - - - - - - - -Equity and equity index options - - - - - - - - - - - -D. Credit- and other derivatives 12 7 - 19 1 1 - 19 - 1 - 1OTC products: 12 7 - 19 1 1 - 19 - 1 - 1Credit default swaps - - - - - - - - - - - -Total return swaps - - - - - - - - - - - -Other credit derivatives - - - - - - - - - - - -Other derivatives (commodities) 12 7 - 19 1 1 - 19 - 1 - 1UniCredit Bank · 2007 Annual Report 195