F 10.00 - Derivatives: Trading





Carrying amountFair valueNotional amount
Financial assets Held for trading and tradingFinancial liabilities Held for trading and tradingPositive valueNegative valueTotal TradingOf which: sold
of which: Financial assets measured at a cost-based method / LOCOM of which: Financial liabilities measured at a cost-based method / LOCOM
CodeLabel00100011001600200022002500300040
0010Interest rate10623153245153278106491519281520461071110694
0020of which: economic hedges151011153246153279151034151929152047151103
0030OTC options150999153231153264151022151914152032151091151079
0040OTC other151006153238153271151029151921152039151098
0050Organized market options150996153228153261151019151911152029151088151076
0060Organized market other151003153235153268151026151918152036151095
0070Equity10625153249153282106511519321520501071310696
0080of which: economic hedges151013153250153283151036151933152051151105
0090OTC options151000153232153265151023151915152033151092151080
0100OTC other151007153239153272151030151922152040151099
0110Organized market options150997153229153262151020151912152030151089151077
0120Organized market other151004153236153269151027151919152037151096
0130Foreign exchange and gold10626153251153284106521519341520521071410697
0140of which: economic hedges151014153252153285151037151935152053151106
0150OTC options151001153233153266151024151916152034151093151081
0160OTC other151008153240153273151031151923152041151100
0170Organized market options150998153230153263151021151913152031151090151078
0180Organized market other151005153237153270151028151920152038151097
0190Credit10622153242153275106481519251520431071010693
0195of which: economic hedges with use of the fair value option151009153243153276151032151926152044151101
0201of which: other economic hedges151010153244153277151033151927152045151102
0210Credit default swap150994153226153259151017151909152027151086151074
0220Credit spread option150995153227153260151018151910152028151087151075
0230Total return swap150993153225153258151016151908152026151085151073
0240Other151002153234153267151025151917152035151094151082
0250Commodity10624153247153280106501519301520481071210695
0260of which: economic hedges151012153248153281151035151931152049151104
0270Other10627153253153286106531519361520541071510698
0280of which: economic hedges151015153254153287151038151937152055151107
0290Derivatives10621153241153274106471519241520421070910692
0300OTC - credit institutions106191532231532561064515190615202410690
0310OTC - other financial corporations672841532241532576728515190715202567286
0320OTC - rest106181532221532551064415190515202310689




Dimensions
MetricDetails the data type (e.g. monetary, percentage, string) of the data point. In XBRL, it is the "primary item". Generally, it indicates the "metrics" of the Main category provided (i.e. answers the question: how is measured?). It should be defined for each data point. In the case of monetary values, when the data point is referred to a (change during a) period of time, the member name shall finish in "(flow)". When the member name has other terminations, the data point is a measurement at a date (i.e. "stock").
Metric - Details the data type (e.g. monetary, percentage, string) of the data point. In XBRL, it is the "primary item". Generally, it indicates the "metrics" of the Main category provided (i.e. answers the question: how is measured?). It should be defined for each data point. In the case of monetary values, when the data point is referred to a (change during a) period of time, the member name shall finish in "(flow)". When the member name has other terminations, the data point is a measurement at a date (i.e. "stock").
BaseDefines the basic conceptual meaning of a data point. Identifies the framework in which a data point is included. For FINREP, it indicates in which group of element of the financial statement should be included the data point (e.g. assets, liabilities, equity, income, expenses). For COREP, it indicates whether the data point should be computed in the numerator (own funds) or the denominator (exposures) of the Pillar I solvency ratio. It determines whether the data point has a "debit" or a "credit" attribute.
Base items - Defines the basic conceptual meaning of a data point. Identifies the framework in which a data point is included. For FINREP, it indicates in which group of element of the financial statement should be included the data point (e.g. assets, liabilities, equity, income, expenses). For COREP, it indicates whether the data point should be computed in the numerator (own funds) or the denominator (exposures) of the Pillar I solvency ratio. It may determine whether the data point has a "debit" or a "credit" attribute.
Main categorySpecifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
Main category - Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
Counterparty sectorDefines the sector of the counterparty of financial instruments (e.g. Central banks or Credit institutions).
Counterparty - Party other than the reporting institution in a contract or transaction.
Type of riskIndicates the type of risk arising from exposures or transactions (e.g. credit risk or market risk).
Type of risk - Indicates the type of risk arising from exposures or transactions (e.g. credit risk or market risk).
Accounting portfolioAccounting portfolios shall mean financial instruments aggregated by valuation rules (e.g. "Available-for-sale financial assets"). Accounting portfolios only comprise financial assets and financial liabilities.
Portfolio - Defined the portfolios reported. It comprises both accounting portfolios (e.g. Available-for-sale) and prudential portfolios (e.g. trading book).
Derivatives Purchased/SoldFor derivatives, it indicates whether the reporting institution has sold or purchased them.
Main category - Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
Type of marketDefines the type of market on which reported instruments are traded.
Type of market - Defines the type of market on which reported instruments are traded. It includes the fair value hierarchy.
Type of hedgeDefines the type of hedging
Main category - Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.
InstrumentDefines instrument or product type of the main category item
Main category - Specifies the nature of the item reported (i.e. answers the question: what is reported?). For financial instruments, defines the instrument (e.g. deposits, debt securities issued...) or range of instruments reported. It should be defined for each data point.