Letno poročilo 2009.pdf - UniCredit Banka Slovenija dd

Total volume of derivative transactions 31. 12. 2008Notional amountsRemaining maturity Market value Notional amounts< 1 year 1-5 years > 5 years Total (positive) (negative)BankingbookTradingbookMarket value(positive)BankingbookTradingbookin Million EURMarket value(negative)BankingbookTradingbookTOTAL 1,280 3,752 453 5,486 112 107 318 5,168 2 110 6 101Of which OTC-products 1,280 3,752 453 5,486 112 107 318 5,168 2 110 6 101Of which: exchange-traded products - - - - - - - - - - - -A. Interest rate contracts 849 2,851 453 4,154 28 35 318 3,836 2 26 6 29OTC products: 849 2,851 453 4,154 28 35 318 3,836 2 26 6 29FRAs - - - - - - - - - - - -Forward interest rate transactions - - - - - - - - - - - -Single-currency swaps 526 1,921 269 2,716 21 28 318 2,398 2 19 6 22Interest rate options bought 162 465 92 719 7 - - 719 - 7 - -Interest rate options sold 162 465 92 719 - 7 - 719 - - - 7Other interest rate contracts - - - - - - - - - - - -Exchange-traded products - - - - - - - - - - - -Interest rate futures - - - - - - - - - - - -Options on interest rate futures - - - - - - - - - - - -B. Foreign exchange contracts 395 890 - 1,285 77 66 - 1,285 - 77 - 66OTC products: 395 890 - 1,285 77 66 - 1,285 - 77 - 66Forward foreign exchangetransactions182 - - 182 17 6 - 182 - 17 - 6Cross-currency swaps 31 48 - 79 3 3 - 79 - 3 - 3Currency options bought 91 421 - 512 57 - - 512 - 57 - -Currency options sold 91 421 - 512 - 57 - 512 - - - 57Other foreign exchange contracts - - - - - - - - - - - -Exchange-traded products - - - - - - - - - - - -Currency futures - - - - - - - - - - - -Options on currency futures - - - - - - - - - - - -C. Securities-relatedtransactions- - - - - - - - - - - -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 - - - - - - - - - - - -D. Credit and other derivatives 36 11 - 47 7 6 - 47 - 7 - 6OTC products: 36 11 - 47 7 6 - 47 - 7 - 6Credit default swaps - - - - - - - - - - - -Total return swaps - - - - - - - - - - - -Other credit derivatives - - - - - - - - - - - -Other derivatives (commodities) 36 11 - 47 7 6 - 47 - 7 - 6UniCredit Bank · 2009 Annual Report 219