F 10.00 - Derivatives: Trading





Carrying amountMarket valueNotional amount
Financial assets held for tradingFinancial liabilities held for tradingPositive value. TradingNegative value. TradingTotal TradingOf which: sold
CodeLabel010 020 022 025 030 040
010 Interest rate10623106491487711487971071110694
020 of which: economic hedges111741118014881914882511186
030 OTC options10633106591487811488071072110704
040 OTC other106401066614878814881410728
050 Organized market options10630106561487781488041071810701
060 Organized market other106371066314878514881110725
070 Equity10625106511487731487991071310696
080 of which: economic hedges111761118214882114882711188
090 OTC options10634106601487821488081072210705
100 OTC other106411066714878914881510729
110 Organized market options10631106571487791488051071910702
120 Organized market other106381066414878614881210726
130 Foreign exchange and gold10626106521487741488001071410697
140 of which: economic hedges111771118314882214882811189
150 OTC options10635106611487831488091072310706
160 OTC other106421066814879014881610730
170 Organized market options10632106581487801488061072010703
180 Organized market other106391066514878714881310727
190 Credit10622106481487701487961071010693
200 of which: economic hedges111731117914881814882411185
210 Credit default swap10628106541487761488021071610699
220 Credit spread option10629106551487771488031071710700
230 Total return swap10643106691487911488171073110708
240 Other10636106621487841488101072410707
250 Commodity10624106501487721487981071210695
260 of which: economic hedges111751118114882014882611187
270 Other10627106531487751488011071510698
280 of which: economic hedges111781118414882314882911190
290 Derivatives10621106471487691487951070910692
300 of which: OTC - credit institutions106191064514876714879310690
310 of which: OTC - other financial corporations672846728514876814879467286
320 of which: OTC - rest106181064414876614879210689




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.