CA Indosuez (Switzerland) SA - 2018 Annual Report

66

CA Indosuez (Switzerland) SA

5.3. Trading portfolios and other financial instruments at fair value (assets and liabilities)

(in thousands of CHF)

31.12.2018 31.12.2017

Structured products

6,199

5,822

- of which established using a pricing model

5,813

5,426

Total trading portfolios

6,199

5,822

5.4. Derivative financial instruments (assets and liabilities)

TRADING INSTRUMENTS

HEDGING INSTRUMENTS

(in thousands of CHF)

Positive

replacement values

Negative

replacement values

Contract volume

Positive

replacement values

Negative

replacement values

Contract volume

Fixed-income instruments

swaps

16,241 16,331 1,067,150 28,003 61,262 4,984,188

-

-

-

-

-

options (OTC)

499

Total

16,241 16,331 1,067,649 28,003 61,262 4,984,188

Currencies/precious metals

Forward contracts

46,519 54,954 6,236,826

3,834 30,077 2,906,257

o/w internal

536

- -

40,435

- -

- -

- -

Futures

-

334

options (OTC)

48,499 48,551 6,913,105

-

-

-

Total

95,018 103,505 13,150,265 14,428 14,428 321,755 14,428 14,428 321,755

3,834 30,077 2,906,257

Equity securities/indices

options (OTC)

- - -

- - -

- - -

Total

Other

Forward contracts

-

-

117,980

o/w internal

-

-

1,291

-

-

-

-

-

-

-

-

Total

117,980

Current year

125,687 134,264 14,657,649 31,837 91,340 7,890,445

Total before netting agreements:

of which established using a pricing model

125,687 134,264 14,657,649 31,837 91,340 7,890,445

Previous year

117,825 117,474 14,025,270 73,241 71,561 7,639,548

of which established using a pricing model

117,825 117,474 14,025,270 73,241 71,561 7,639,548

Positive replacement values (cumulative)

Negative replacement values (cumulative)

Total after netting agreements

Current year

156,988

225,604

Previous year

190,876

189,020

Banks and securities dealers

Breakdown by counterparty

Central clearing houses

Other clients

Positive replacement values (after netting agreements)

–

89,064

67,924