Table 7.0. Derivatives: trading |
Carrying amount |
Notional amount |
Financial assets held for trading |
Financial liabilities held for trading |
Total Trading |
of which: sold |
ITS part 3.26 |
ITS part 3.26 |
ITS part 3.27-28 |
ITS part 3.29 |
010 |
020 |
030 |
040 |
Interest rate |
ITS part 3.24 (a) |
010 |
|
|
|
|
|
OTC options |
ITS part 3.24 (a) |
020 |
|
|
|
|
OTC other |
ITS part 3.24 (a) |
030 |
|
|
|
|
Organized market options |
ITS part 3.24 (a) |
040 |
|
|
|
|
Organized market other |
ITS part 3.24 (a) |
050 |
|
|
|
|
of which: economic hedges |
ITS part 3.30 |
060 |
|
|
|
|
Equity |
ITS part 3.24 (b) |
070 |
|
|
|
|
|
OTC options |
ITS part 3.24 (b) |
080 |
|
|
|
|
OTC other |
ITS part 3.24 (b) |
090 |
|
|
|
|
Organized market options |
ITS part 3.24 (b) |
100 |
|
|
|
|
Organized market other |
ITS part 3.24 (b) |
110 |
|
|
|
|
of which: economic hedges |
ITS part 3.30 |
120 |
|
|
|
|
Foreign exchange |
ITS part 3.24 (c) |
130 |
|
|
|
|
|
OTC options |
ITS part 3.24 (c) |
140 |
|
|
|
|
OTC other |
ITS part 3.24 (c) |
150 |
|
|
|
|
Organized market options |
ITS part 3.24 (c) |
160 |
|
|
|
|
Organized market other |
ITS part 3.24 (c) |
170 |
|
|
|
|
of which: economic hedges |
ITS part 3.30 |
180 |
|
|
|
|
Credit |
ITS part 3.24 (d) |
190 |
|
|
|
|
|
Credit default swap |
ITS part 3.24 (d) |
200 |
|
|
|
|
Credit spread option |
ITS part 3.24 (d) |
210 |
|
|
|
|
Total return swap |
ITS part 3.24 (d) |
220 |
|
|
|
|
Other |
ITS part 3.24 (d) |
230 |
|
|
|
|
of which: economic hedges |
ITS part 3.30 |
240 |
|
|
|
|
Commodity |
ITS part 3.24 (e) |
250 |
|
|
|
|
of which: economic hedges |
ITS part 3.30 |
260 |
|
|
|
|
Other |
ITS part 3.24 (f) |
270 |
|
|
|
|
of which: economic hedges |
ITS part 3.30 |
280 |
|
|
|
|
DERIVATIVES |
CRR Annex II; ITS part 2.4 |
290 |
|
|
|
|
of which: OTC - credit institutions |
ITS part 1.20 (c), part 3.32 |
300 |
|
|
|
|
of which: OTC - other financial corporations |
ITS part 1.20 (d), part 3.32 |
310 |
|
|
|
|
of which: OTC - rest |
ITS part 3.31 (c), 32 |
320 |
|
|
|
|
|