Index
Constraints
DPM Mapeba_tF_11.01 - F 11.01
| F 11.01 | |||||
| Carrying amount | Notional amount | ||||
| Assets | Liabilities | Total hedging | Of which: sold | ||
| 0010 | 0020 | 0030 | 0040 | ||
| Interest rate | 0010 | ||||
| OTC options | 0020 | ||||
| OTC other | 0030 | ||||
| Organized market options | 0040 | ||||
| Organized market other | 0050 | ||||
| Equity | 0060 | ||||
| OTC options | 0070 | ||||
| OTC other | 0080 | ||||
| Organized market options | 0090 | ||||
| Organized market other | 0100 | ||||
| Foreign exchange | 0110 | ||||
| OTC options | 0120 | ||||
| OTC other | 0130 | ||||
| Organized market options | 0140 | ||||
| Organized market other | 0150 | ||||
| Credit | 0160 | ||||
| Credit default swap | 0170 | ||||
| Credit spread option | 0180 | ||||
| Total return swap | 0190 | ||||
| Other | 0200 | ||||
| Commodity | 0210 | ||||
| Other | 0220 | ||||
| Fair value hedges | 0230 | ||||
| Interest rate | 0240 | ||||
| OTC options | 0250 | ||||
| OTC other | 0260 | ||||
| Organized market options | 0270 | ||||
| Organized market other | 0280 | ||||
| Equity | 0290 | ||||
| OTC options | 0300 | ||||
| OTC other | 0310 | ||||
| Organized market options | 0320 | ||||
| Organized market other | 0330 | ||||
| Foreign exchange | 0340 | ||||
| OTC options | 0350 | ||||
| OTC other | 0360 | ||||
| Organized market options | 0370 | ||||
| Organized market other | 0380 | ||||
| Credit | 0390 | ||||
| Credit default swap | 0400 | ||||
| Credit spread option | 0410 | ||||
| Total return swap | 0420 | ||||
| Other | 0430 | ||||
| Commodity | 0440 | ||||
| Other | 0450 | ||||
| Cash flow hedges | 0460 | ||||
| Hedge of net investments in a foreign operation | 0470 | ||||
| Portfolio fair value hedges of interest rate risk | 0480 | ||||
| Portfolio cash flow hedges of interest rate risk | 0490 | ||||
| Derivatives-Hedge accounting | 0500 | ||||
| OTC - credit institutions | 0510 | ||||
| OTC - other financial corporations | 0520 | ||||
| OTC - rest | 0530 | ||||