26. Nominal amounts of instruments underlying hedging instruments and other derivative instruments
Annual report
2018
2018
Nominal values of underlying instruments (buy and sell together)
| 31.12.2018 | up to 1 month | 1 to 3 months | 3 months to 1 year |
1 to 5 years | over 5 years | Total |
| FX transactions | 30 897 | 24 573 | 62 337 | 63 036 | 22 654 | 203 497 |
| FX Swap | 22 811 | 6 905 | 4 142 | 5 048 | – | 38 906 |
| Purchase of currencies | 11 408 | 3 461 | 2 093 | 2 575 | – | 19 537 |
| Sale of currencies | 11 403 | 3 444 | 2 049 | 2 473 | – | 19 369 |
| Forward | 4 513 | 10 600 | 20 762 | 12 309 | 5 | 48 189 |
| Purchase of currencies | 2 251 | 5 292 | 10 324 | 6 137 | 4 | 24 008 |
| Sale of currencies | 2 262 | 5 308 | 10 438 | 6 172 | 1 | 24 181 |
| Options | 3 573 | 7 068 | 27 893 | 8 925 | 122 | 47 581 |
| Purchase | 1 809 | 3 363 | 12 759 | 4 502 | 61 | 22 494 |
| Sale | 1 764 | 3 705 | 15 134 | 4 423 | 61 | 25 087 |
| Cross Currency (CIRS) | – | – | 9 540 | 36 754 | 22 527 | 68 821 |
| Purchase | – | – | 4 717 | 20 680 | 13 377 | 38 774 |
| Sale | – | – | 4 823 | 16 074 | 9 150 | 30 047 |
| Interest rate transactions | 21 512 | 13 904 | 115 141 | 195 374 | 35 386 | 381 317 |
| Interest rate swap (IRS) | 21 512 | 13 904 | 94 288 | 192 674 | 35 386 | 357 764 |
| Purchase | 10 756 | 6 952 | 47 144 | 96 337 | 17 693 | 178 882 |
| Sale | 10 756 | 6 952 | 47 144 | 96 337 | 17 693 | 178 882 |
| Forward Rate Agreement (FRA) | – | – | 20 853 | 2 700 | – | 23 553 |
| Purchase | – | – | 11 120 | 1 200 | – | 12 320 |
| Sale | – | – | 9 733 | 1 500 | – | 11 233 |
| Interest rate futures | – | – | – | – | – | – |
| Purchase | – | – | – | – | – | – |
| Sale | – | – | – | – | – | – |
| Other transactions | 265 | 457 | 1 229 | 1 177 | – | 3 128 |
| Other (including on stock exchange indices) | 265 | 457 | 1 229 | 1 177 | – | 3 128 |
| Purchase | 126 | 229 | 620 | 590 | – | 1 565 |
| Sale | 139 | 228 | 609 | 587 | – | 1 563 |
| Total | 52 674 | 38 934 | 178 707 | 259 587 | 58 040 | 587 942 |
| 31.12.2017 | up to 1 month | 1 to 3 months | 3 months to 1 year |
1 to 5 years | over 5 years | Total |
| FX transactions | 39 903 | 21 228 | 43 666 | 51 685 | 26 359 | 182 841 |
| FX Swap | 32 246 | 7 167 | 2 435 | 1 227 | – | 43 075 |
| Purchase of currencies | 16 102 | 3 512 | 1 218 | 627 | – | 21 459 |
| Sale of currencies | 16 144 | 3 655 | 1 217 | 600 | – | 21 616 |
| Forward | 5 557 | 5 482 | 9 859 | 6 294 | 4 | 27 196 |
| Purchase of currencies | 2 776 | 2 742 | 4 904 | 3 097 | 3 | 13 522 |
| Sale of currencies | 2 781 | 2 740 | 4 955 | 3 197 | 1 | 13 674 |
| Options | 2 100 | 8 579 | 29 007 | 3 620 | – | 43 306 |
| Purchase | 973 | 4 381 | 15 380 | 1 839 | – | 22 573 |
| Sale | 1 127 | 4 198 | 13 627 | 1 781 | – | 20 733 |
| Cross Currency (CIRS) | – | – | 2 365 | 40 544 | 26 355 | 69 264 |
| Purchase | – | – | 1 178 | 21 676 | 15 486 | 38 340 |
| Sale | – | – | 1 187 | 18 868 | 10 869 | 30 924 |
| Interest rate transactions | 13 965 | 22 058 | 82 054 | 162 454 | 29 028 | 309 559 |
| Interest rate swap (IRS) | 12 302 | 21 058 | 73 654 | 161 954 | 29 028 | 297 996 |
| Purchase | 6 151 | 10 529 | 36 827 | 80 977 | 14 514 | 148 998 |
| Sale | 6 151 | 10 529 | 36 827 | 80 977 | 14 514 | 148 998 |
| Forward Rate Agreement (FRA) | 1 663 | 1 000 | 8 400 | 500 | – | 11 563 |
| Purchase | 1 352 | – | 3 300 | 250 | – | 4 902 |
| Sale | 311 | 1 000 | 5 100 | 250 | – | 6 661 |
| Other transactions | 2 182 | 1 415 | 1 746 | 1 203 | 131 | 6 677 |
| Other (including on stock exchange indices) | 2 182 | 1 415 | 1 746 | 1 203 | 131 | 6 677 |
| Purchase | 623 | 708 | 841 | 608 | 65 | 2 845 |
| Sale | 1 559 | 707 | 905 | 595 | 66 | 3 832 |
| Total | 56 050 | 44 701 | 127 466 | 215 342 | 55 518 | 499 077 |