# Derivative financial instruments
## Derivatives open at the end of the period under review
Forward exchange transactions
| Currency | Amount | against | Counter value | Maturity | Counterparty | Market value in CHF 3 | in % 3 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| AUD	Purchase | 700,000.00 | CHF | 472,815.00 | 11.12.2019 | LGT Bank AG | 126.00 | 0.00 |
| EUR	Purchase | 320,000.00 | CHF | 351,379.20 | 11.12.2019 | LGT Bank AG | 1,206.40 | 0.00 |
| EUR	Purchase | 38,000.00 | CHF | 41,747.56 | 11.12.2019 | LGT Bank AG | 121.98 | 0.00 |
| EUR	Purchase | 270,000.00 | CHF | 296,627.40 | 11.12.2019 | LGT Bank AG | 866.70 | 0.00 |
| EUR	Purchase | 1,400,000.00 | CHF | 1,539,762.00 | 11.12.2019 | LGT Bank AG | 2,800.00 | 0.00 |
| EUR	Purchase | 445,000.00 | CHF | 489,050.55 | 11.12.2019 | LGT Bank AG | 1,263.80 | 0.00 |
| EUR	Purchase | 34,546,000.00 | CHF | 38,017,251.17 | 11.12.2019 | LGT Bank AG | 46,568.01 | 0.01 |
| EUR	Purchase | 6,098,000.00 | CHF | 6,710,739.24 | 11.12.2019 | LGT Bank AG | 8,220.10 | 0.00 |
| EUR	Purchase | 27,000.00 | CHF | 29,667.33 | 11.12.2019 | LGT Bank AG | 82.08 | 0.00 |
| EUR	Purchase | 54,000.00 | CHF | 59,295.24 | 11.12.2019 | LGT Bank AG | 203.58 | 0.00 |
| EUR	Purchase | 22,000.00 | CHF | 24,177.78 | 11.12.2019 | LGT Bank AG | 62.48 | 0.00 |
| EUR	Purchase | 265,000.00 | CHF | 291,081.30 | 11.12.2019 | LGT Bank AG | 903.65 | 0.00 |
| EUR	Purchase | 48,000.00 | CHF | 52,724.16 | 11.12.2019 | LGT Bank AG | 163.68 | 0.00 |
| USD	Purchase | 2,200,000.00 | CHF | 2,179,848.00 | 11.12.2019 | LGT Bank AG | 17,140.20 | 0.00 |
| USD	Purchase | 600,000.00 | CHF | 592,644.00 | 11.12.2019 | LGT Bank AG | 6,534.60 | 0.00 |
| USD	Purchase | 220,000.00 | CHF | 218,781.20 | 11.12.2019 | LGT Bank AG | 917.62 | 0.00 |
| USD	Purchase | 3,000,000.00 | CHF | 2,947,500.00 | 11.12.2019 | LGT Bank AG | 48,393.00 | 0.01 |
| USD	Purchase | 12,000,000.00 | CHF | 11,977,200.00 | 11.12.2019 | LGT Bank AG | 6,372.00 | 0.00 |
| EUR	Purchase | 250,000.00 | CHF | 271,663.75 | 23.01.2020 | LGT Bank AG | 3,645.50 | 0.00 |
| USD	Purchase | 153,000.00 | CHF | 150,926.85 | 23.01.2020 | LGT Bank AG | 1,283.06 | 0.00 |
| USD	Purchase | 70,000.00 | CHF | 69,414.45 | 23.01.2020 | LGT Bank AG | 224.07 | 0.00 |
| USD	Purchase | 89,000.00 | CHF | 87,800.28 | 23.01.2020 | LGT Bank AG | 740.12 | 0.00 |
| USD	Purchase | 220,000.00 | CHF | 216,980.50 | 23.01.2020 | LGT Bank AG | 1,883.42 | 0.00 |
| USD	Purchase | 16,400,000.00 | CHF | 16,217,960.00 | 23.01.2020 | LGT Bank AG | 97,350.40 | 0.02 |
| USD	Purchase | 140,000.00 | CHF | 137,935.00 | 23.01.2020 | LGT Bank AG | 1,342.04 | 0.00 |
| USD	Purchase | 158,000.00 | CHF | 155,999.72 | 23.01.2020 | LGT Bank AG | 1,184.37 | 0.00 |
| AUD	Sale | 3,800,000.00 | CHF | 2,551,612.60 | 11.12.2019 | LGT Bank AG | -15,781.40 | 0.00 |
| EUR	Sale | 350,000.00 | CHF | 385,210.00 | 11.12.2019 | LGT Bank AG | -430.50 | 0.00 |
| EUR	Sale | 58,000.00 | CHF | 63,193.44 | 11.12.2019 | LGT Bank AG | -712.70 | 0.00 |
| EUR	Sale | 50,000.00 | CHF | 55,030.00 | 11.12.2019 | LGT Bank AG | -61.50 | 0.00 |
| EUR	Sale | 26,550,000.00 | CHF | 29,217,797.10 | 11.12.2019 | LGT Bank AG | -35,789.40 | -0.01 |
| EUR	Sale | 1,200,000.00 | CHF | 1,318,788.00 | 11.12.2019 | LGT Bank AG | -3,408.00 | 0.00 |
| EUR	Sale | 330,000.00 | CHF | 359,548.86 | 11.12.2019 | LGT Bank AG | -4,055.04 | 0.00 |
| EUR	Sale | 113,000.00 | CHF | 124,163.27 | 11.12.2019 | LGT Bank AG | -343.52 | 0.00 |
| GBP	Sale | 950,000.00 | CHF | 1,204,187.70 | 11.12.2019 | LGT Bank AG | -23,135.35 | -0.01 |
| GBP	Sale | 400,000.00 | CHF | 516,080.00 | 11.12.2019 | LGT Bank AG | -687.60 | 0.00 |
| HKD	Sale | 23,900,000.00 | CHF | 3,029,803.00 | 11.12.2019 | LGT Bank AG | -19,167.80 | 0.00 |
| JPY	Sale | 1,900,000,000.00 | CHF | 17,444,717.00 | 11.12.2019 | LGT Bank AG | 105,317.00 | 0.03 |
| USD	Sale | 220,000.00 | CHF | 217,778.00 | 11.12.2019 | LGT Bank AG | -1,920.82 | 0.00 |
| USD	Sale | 500,000.00 | CHF | 493,840.00 | 11.12.2019 | LGT Bank AG | -5,475.50 | 0.00 |
| USD	Sale | 1,200,000.00 | CHF | 1,197,084.00 | 11.12.2019 | LGT Bank AG | -1,273.20 | 0.00 |
| USD	Sale | 1,000,000.00 | CHF | 999,450.00 | 11.12.2019 | LGT Bank AG | 819.00 | 0.00 |
| USD	Sale | 240,000,000.00 | CHF | 238,680,480.00 | 11.12.2019 | LGT Bank AG | -990,960.00 | -0.24 |
| USD	Sale | 1,300,000.00 | CHF | 1,287,052.00 | 11.12.2019 | LGT Bank AG | -11,168.30 | 0.00 |

Forward exchange transactions
| Currency | Amount | against | Counter value | Maturity | Counterparty | Market value in CHF 3 | in % 3 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| USD	Sale | 1,500,000.00 | CHF | 1,477,350.00 | 11.12.2019 | LGT Bank AG | -20,596.50 | 0.00 |
| USD	Sale | 2,000,000.00 | CHF | 1,988,920.00 | 11.12.2019 | LGT Bank AG | -8,342.00 | 0.00 |
| USD	Sale | 205,000.00 | CHF | 201,709.75 | 23.01.2020 | LGT Bank AG | -2,231.63 | 0.00 |
| USD	Sale | 15,460,000.00 | CHF | 15,372,805.60 | 23.01.2020 | LGT Bank AG | -7,358.96 | 0.00 |
| USD	Sale | 65,000.00 | CHF | 64,650.82 | 23.01.2020 | LGT Bank AG | -13.52 | 0.00 |
| USD	Sale | 58,000.00 | CHF | 56,766.34 | 23.01.2020 | LGT Bank AG | -934.15 | 0.00 |
| USD	Sale | 211,000.00 | CHF | 208,474.33 | 23.01.2020 | LGT Bank AG | -1,436.07 | 0.00 |

Total open derivative financial instruments at the end of the period under review	-799,548.60	-0.19

## Transactions derivative financial instruments during the period under review
Forward exchange transactions
| Maturity | Purchase | Sale | Purchase Amount | Sale Amount |
| --- | --- | --- | --- | --- |
| 24.07.2019 | AUD | CHF | 7,700,000.00 | 5,549,621.00 |
| 24.07.2019 | CHF | AUD | 5,336,100.00 | 7,700,000.00 |
| 24.07.2019 | CHF | EUR | 1,662,675.00 | 1,500,000.00 |
| 24.07.2019 | CHF | EUR | 33,564.30 | 30,000.00 |
| 24.07.2019 | CHF | EUR | 75,081.54 | 67,000.00 |
| 24.07.2019 | CHF | EUR | 36,909.51 | 33,000.00 |
| 24.07.2019 | CHF | EUR | 777,336.00 | 700,000.00 |
| 24.07.2019 | CHF | EUR | 796,369.00 | 700,000.00 |
| 24.07.2019 | CHF | EUR | 61,216,926.00 | 53,700,000.00 |
| 24.07.2019 | CHF | EUR | 54,134.88 | 48,000.00 |
| 24.07.2019 | CHF | EUR | 70,438.82 | 62,000.00 |
| 24.07.2019 | CHF | EUR | 174,248.64 | 153,000.00 |
| 24.07.2019 | CHF | EUR | 571,516.20 | 510,000.00 |
| 24.07.2019 | CHF | EUR | 33,819,424.00 | 30,545,000.00 |
| 24.07.2019 | CHF | EUR | 6,330,969.60 | 5,718,000.00 |
| 24.07.2019 | CHF | EUR | 357,874.65 | 315,000.00 |
| 24.07.2019 | CHF | EUR | 948,687.04 | 833,000.00 |
| 24.07.2019 | CHF | EUR | 446,172.00 | 400,000.00 |
| 24.07.2019 | CHF | EUR | 1,691,820.00 | 1,500,000.00 |
| 24.07.2019 | CHF | EUR | 480,942.10 | 430,000.00 |
| 24.07.2019 | CHF | EUR | 234,950.10 | 210,000.00 |
| 24.07.2019 | CHF | EUR | 673,362.00 | 600,000.00 |
| 24.07.2019 | CHF | EUR | 347,748.70 | 310,000.00 |
| 24.07.2019 | CHF | EUR | 293,230.60 | 260,000.00 |
| 24.07.2019 | CHF | GBP | 6,679,572.00 | 5,100,000.00 |
| 24.07.2019 | CHF | HKD | 3,048,707.90 | 23,900,000.00 |
| 24.07.2019 | CHF | JPY | 848,029.80 | 93,000,000.00 |
| 24.07.2019 | CHF | JPY | 523,921.20 | 57,000,000.00 |
| 24.07.2019 | CHF | JPY | 16,914,098.60 | 1,882,000,000.00 |
| 24.07.2019 | CHF | USD | 975,150.00 | 1,000,000.00 |
| 24.07.2019 | CHF | USD | 207,310,818.00 | 207,400,000.00 |
| 24.07.2019 | CHF | USD | 1,095,875.00 | 1,100,000.00 |
| 24.07.2019 | CHF | USD | 2,445,925.00 | 2,500,000.00 |
| 24.07.2019 | CHF | USD | 9,884,412.00 | 10,200,000.00 |
| 24.07.2019 | CHF | USD | 989,950.00 | 1,000,000.00 |
| 24.07.2019 | CHF | USD | 6,621,208.00 | 6,700,000.00 |
| 24.07.2019 | CHF | USD | 677,517.40 | 670,000.00 |
| 24.07.2019 | CHF | USD | 249,895.00 | 250,000.00 |
| 24.07.2019 | CHF | USD | 186,820.26 | 186,000.00 |
| 24.07.2019 | CHF | USD | 99,469.00 | 100,000.00 |
| 24.07.2019 | CHF | USD | 709,114.00 | 700,000.00 |
| 24.07.2019 | CHF | USD | 15,133,935.00 | 15,310,000.00 |
| 24.07.2019 | CHF | USD | 818,944.40 | 830,000.00 |
| 24.07.2019 | CHF | USD | 150,562.50 | 150,000.00 |
| 24.07.2019 | CHF | USD | 292,487.33 | 290,000.00 |
| 24.07.2019 | CHF | USD | 2,182,422.00 | 2,200,000.00 |

| Maturity | Purchase | Sale | Purchase Amount | Sale Amount |
| --- | --- | --- | --- | --- |
| 24.07.2019 | EUR | CHF | 220,000.00 | 245,394.60 |
| 24.07.2019 | EUR | CHF | 180,000.00 | 200,538.00 |
| 24.07.2019 | EUR | CHF | 1,500,000.00 | 1,688,670.00 |
| 24.07.2019 | EUR | CHF | 250,000.00 | 277,762.50 |
| 24.07.2019 | EUR | CHF | 1,150,000.00 | 1,272,452.00 |
| 24.07.2019 | EUR | CHF | 800,000.00 | 897,416.00 |
| 24.07.2019 | EUR | CHF | 58,000.00 | 64,290.10 |
| 24.07.2019 | EUR | CHF | 18,000.00 | 20,191.86 |
| 24.07.2019 | EUR | CHF | 210,000.00 | 232,360.80 |
| 24.07.2019 | EUR | CHF | 480,000.00 | 534,859.20 |
| 24.07.2019 | EUR | CHF | 840,000.00 | 947,419.20 |
| 24.07.2019 | EUR | CHF | 28,543,000.00 | 32,538,449.14 |
| 24.07.2019 | EUR | CHF | 56,000,000.00 | 62,003,200.00 |
| 24.07.2019 | EUR | CHF | 820,000.00 | 909,052.00 |
| 24.07.2019 | EUR | CHF | 800,000.00 | 895,048.00 |
| 24.07.2019 | EUR | CHF | 50,000.00 | 55,552.50 |
| 24.07.2019 | EUR | CHF | 10,000.00 | 11,278.80 |
| 24.07.2019 | EUR | CHF | 5,567,000.00 | 6,346,268.66 |
| 24.07.2019 | EUR | CHF | 128,000.00 | 143,650.56 |
| 24.07.2019 | EUR | CHF | 930,000.00 | 1,043,711.10 |
| 24.07.2019 | EUR | CHF | 70,000.00 | 78,000.30 |
| 24.07.2019 | GBP | CHF | 400,000.00 | 502,876.00 |
| 24.07.2019 | GBP | CHF | 3,000,000.00 | 3,731,820.00 |
| 24.07.2019 | GBP | CHF | 1,200,000.00 | 1,468,800.00 |
| 24.07.2019 | GBP | CHF | 500,000.00 | 621,450.00 |
| 24.07.2019 | HKD | CHF | 23,900,000.00 | 3,021,963.80 |
| 24.07.2019 | JPY | CHF | 1,924,000,000.00 | 17,566,120.00 |
| 24.07.2019 | JPY | CHF | 50,000,000.00 | 460,830.00 |
| 24.07.2019 | JPY | CHF | 58,000,000.00 | 529,946.00 |
| 24.07.2019 | USD | CHF | 224,500,000.00 | 221,918,250.00 |
| 24.07.2019 | USD | CHF | 340,000.00 | 331,551.00 |
| 24.07.2019 | USD | CHF | 900,000.00 | 890,955.00 |
| 24.07.2019 | USD | CHF | 1,500,000.00 | 1,505,625.00 |
| 24.07.2019 | USD | CHF | 400,000.00 | 395,032.00 |
| 24.07.2019 | USD | CHF | 500,000.00 | 494,225.00 |
| 24.07.2019 | USD | CHF | 1,100,000.00 | 1,110,516.00 |
| 24.07.2019 | USD | CHF | 100,000.00 | 101,168.00 |
| 24.07.2019 | USD | CHF | 65,000.00 | 64,480.65 |
| 24.07.2019 | USD | CHF | 1,000,000.00 | 994,690.00 |
| 24.07.2019 | USD | CHF | 1,600,000.00 | 1,603,472.00 |
| 24.07.2019 | USD | CHF | 14,751,000.00 | 14,744,804.58 |
| 24.07.2019 | USD | CHF | 360,000.00 | 348,861.60 |
| 24.07.2019 | USD | CHF | 180,000.00 | 182,019.60 |
| 24.07.2019 | USD | CHF | 340,000.00 | 336,001.60 |
| 24.07.2019 | USD | CHF | 50,000.00 | 49,225.00 |
| 24.07.2019 | USD | CHF | 100,000.00 | 100,542.00 |
| 24.07.2019 | USD | CHF | 1,900,000.00 | 1,883,660.00 |
| 24.07.2019 | USD | CHF | 1,600,000.00 | 1,607,056.00 |
| 24.07.2019 | USD | CHF | 500,000.00 | 500,310.00 |
| 25.07.2019 | CHF | EUR | 232,768.20 | 210,000.00 |
| 25.07.2019 | CHF | EUR | 133,734.00 | 120,000.00 |

| Maturity | Purchase | Sale | Purchase Amount | Sale Amount |
| --- | --- | --- | --- | --- |
| 25.07.2019 | CHF | EUR | 55,722.50 | 50,000.00 |
| 25.07.2019 | CHF | USD | 1,212,840.00 | 1,200,000.00 |
| 25.07.2019 | CHF | USD | 99,208.00 | 100,000.00 |
| 25.07.2019 | EUR | CHF | 330,000.00 | 376,148.19 |
| 25.07.2019 | EUR | CHF | 50,000.00 | 56,992.15 |
| 25.07.2019 | USD | CHF | 100,000.00 | 101,070.00 |
| 23.09.2019 | EUR | CHF | 52,000.00 | 56,663.36 |
| 23.10.2019 | AUD | CHF | 3,800,000.00 | 2,557,780.00 |
| 23.10.2019 | AUD | CHF | 8,000,000.00 | 5,513,800.00 |
| 23.10.2019 | CHF | AUD | 7,921,812.00 | 11,800,000.00 |
| 23.10.2019 | CHF | EUR | 62,111,612.16 | 56,160,000.00 |
| 23.10.2019 | CHF | EUR | 18,464.04 | 17,000.00 |
| 23.10.2019 | CHF | EUR | 438,032.00 | 400,000.00 |
| 23.10.2019 | CHF | EUR | 319,893.20 | 290,000.00 |
| 23.10.2019 | CHF | EUR | 38,323,980.35 | 34,811,500.00 |
| 23.10.2019 | CHF | EUR | 163,152.00 | 150,000.00 |
| 23.10.2019 | CHF | EUR | 386,078.00 | 350,000.00 |
| 23.10.2019 | CHF | EUR | 6,768,113.02 | 6,147,800.00 |
| 23.10.2019 | CHF | EUR | 120,121.10 | 110,000.00 |
| 23.10.2019 | CHF | EUR | 22,841.28 | 21,000.00 |
| 23.10.2019 | CHF | EUR | 94,195.91 | 86,200.00 |
| 23.10.2019 | CHF | EUR | 78,539.30 | 71,200.00 |
| 23.10.2019 | CHF | EUR | 327,588.00 | 300,000.00 |
| 23.10.2019 | CHF | EUR | 511,958.06 | 468,500.00 |
| 23.10.2019 | CHF | EUR | 672,678.16 | 616,000.00 |
| 23.10.2019 | CHF | EUR | 1,194,732.00 | 1,100,000.00 |
| 23.10.2019 | CHF | EUR | 877,280.00 | 800,000.00 |
| 23.10.2019 | CHF | EUR | 1,965,780.00 | 1,800,000.00 |
| 23.10.2019 | CHF | GBP | 1,584,555.70 | 1,300,000.00 |
| 23.10.2019 | CHF | HKD | 2,998,852.50 | 23,900,000.00 |
| 23.10.2019 | CHF | JPY | 17,539,184.00 | 1,924,000,000.00 |
| 23.10.2019 | CHF | JPY | 601,555.50 | 65,000,000.00 |
| 23.10.2019 | CHF | JPY | 780,665.50 | 85,000,000.00 |
| 23.10.2019 | CHF | USD | 126,882.60 | 130,000.00 |
| 23.10.2019 | CHF | USD | 187,582.49 | 193,000.00 |
| 23.10.2019 | CHF | USD | 995,400.00 | 1,000,000.00 |
| 23.10.2019 | CHF | USD | 136,361.40 | 140,000.00 |
| 23.10.2019 | CHF | USD | 2,546,492.00 | 2,600,000.00 |
| 23.10.2019 | CHF | USD | 3,522,420.00 | 3,600,000.00 |
| 23.10.2019 | CHF | USD | 484,365.00 | 500,000.00 |
| 23.10.2019 | CHF | USD | 1,465,575.00 | 1,500,000.00 |
| 23.10.2019 | CHF | USD | 16,180,683.90 | 16,231,000.00 |
| 23.10.2019 | CHF | USD | 979,810.00 | 1,000,000.00 |
| 23.10.2019 | CHF | USD | 675,558.30 | 690,000.00 |
| 23.10.2019 | CHF | USD | 442,021.50 | 450,000.00 |
| 23.10.2019 | CHF | USD | 220,111,249.50 | 224,500,000.00 |
| 23.10.2019 | CHF | USD | 101,562.30 | 105,000.00 |
| 23.10.2019 | CHF | USD | 1,984,880.00 | 2,000,000.00 |
| 23.10.2019 | CHF | USD | 1,456,845.00 | 1,500,000.00 |
| 23.10.2019 | CHF | USD | 1,792,548.00 | 1,800,000.00 |
| 23.10.2019 | CHF | USD | 2,857,950.00 | 2,900,000.00 |

| Maturity | Purchase | Sale | Purchase Amount | Sale Amount |
| --- | --- | --- | --- | --- |
| 23.10.2019 | CHF | USD | 1,082,103.00 | 1,100,000.00 |
| 23.10.2019 | CHF | USD | 1,855,863.00 | 1,900,000.00 |
| 23.10.2019 | EUR | CHF | 284,000.00 | 308,458.08 |
| 23.10.2019 | EUR | CHF | 170,000.00 | 185,875.28 |
| 23.10.2019 | EUR | CHF | 1,800,000.00 | 1,971,144.00 |
| 23.10.2019 | EUR | CHF | 462,000.00 | 503,201.16 |
| 23.10.2019 | EUR | CHF | 42,200.00 | 46,292.56 |
| 23.10.2019 | EUR | CHF | 30,545,000.00 | 33,782,036.92 |
| 23.10.2019 | EUR | CHF | 480,000.00 | 526,574.40 |
| 23.10.2019 | EUR | CHF | 780,000.00 | 852,839.52 |
| 23.10.2019 | EUR | CHF | 84,000.00 | 92,150.52 |
| 23.10.2019 | EUR | CHF | 150,000.00 | 164,622.00 |
| 23.10.2019 | EUR | CHF | 83,000.00 | 90,352.97 |
| 23.10.2019 | EUR | CHF | 450,000.00 | 496,323.00 |
| 23.10.2019 | EUR | CHF | 240,000.00 | 260,071.20 |
| 23.10.2019 | EUR | CHF | 250,000.00 | 272,720.00 |
| 23.10.2019 | EUR | CHF | 233,000.00 | 255,596.34 |
| 23.10.2019 | EUR | CHF | 430,000.00 | 475,661.70 |
| 23.10.2019 | EUR | CHF | 600,000.00 | 657,960.00 |
| 23.10.2019 | EUR | CHF | 103,000.00 | 112,793.24 |
| 23.10.2019 | EUR | CHF | 48,000.00 | 52,205.28 |
| 23.10.2019 | EUR | CHF | 5,718,000.00 | 6,323,970.77 |
| 23.10.2019 | EUR | CHF | 412,000.00 | 448,499.08 |
| 23.10.2019 | EUR | CHF | 32,100,000.00 | 34,846,476.00 |
| 23.10.2019 | EUR | CHF | 26,550,000.00 | 29,228,895.00 |
| 23.10.2019 | EUR | CHF | 300,000.00 | 327,627.00 |
| 23.10.2019 | EUR | CHF | 80,000.00 | 88,206.64 |
| 23.10.2019 | EUR | CHF | 27,000.00 | 29,909.25 |
| 23.10.2019 | EUR | CHF | 53,000.00 | 57,880.77 |
| 23.10.2019 | EUR | CHF | 1,180,000.00 | 1,307,145.00 |
| 23.10.2019 | EUR | CHF | 45,000.00 | 49,089.60 |
| 23.10.2019 | GBP | CHF | 950,000.00 | 1,206,880.00 |
| 23.10.2019 | GBP | CHF | 350,000.00 | 412,658.75 |
| 23.10.2019 | HKD | CHF | 23,900,000.00 | 3,040,080.00 |
| 23.10.2019 | JPY | CHF | 1,900,000,000.00 | 17,459,100.00 |
| 23.10.2019 | JPY | CHF | 86,000,000.00 | 788,697.40 |
| 23.10.2019 | JPY | CHF | 50,000,000.00 | 467,235.00 |
| 23.10.2019 | USD | CHF | 108,000.00 | 105,491.16 |
| 23.10.2019 | USD | CHF | 2,200,000.00 | 2,186,954.00 |
| 23.10.2019 | USD | CHF | 150,000.00 | 146,913.00 |
| 23.10.2019 | USD | CHF | 245,000.00 | 241,447.50 |
| 23.10.2019 | USD | CHF | 550,000.00 | 547,519.50 |
| 23.10.2019 | USD | CHF | 240,000,000.00 | 239,592,000.00 |
| 23.10.2019 | USD | CHF | 600,000.00 | 590,208.00 |
| 23.10.2019 | USD | CHF | 93,000.00 | 89,954.25 |
| 23.10.2019 | USD | CHF | 110,000.00 | 107,486.50 |
| 23.10.2019 | USD | CHF | 15,380,000.00 | 15,079,336.38 |
| 23.10.2019 | USD | CHF | 340,000.00 | 336,447.00 |
| 23.10.2019 | USD | CHF | 1,000,000.00 | 972,780.00 |
| 23.10.2019 | USD | CHF | 120,000.00 | 116,587.20 |
| 23.10.2019 | USD | CHF | 2,600,000.00 | 2,527,018.00 |

| Maturity | Purchase | Sale | Purchase Amount | Sale Amount |
| --- | --- | --- | --- | --- |
| 23.10.2019 | USD | CHF | 150,000.00 | 145,917.00 |
| 23.10.2019 | USD | CHF | 103,000.00 | 100,920.43 |


## Transactions in exposure-increasing derivatives during the period under review
| Futures |  |
| --- | --- |
| Description | Maturity | Purchases/Contracts | Sales/Contracts |
| TOPIX DEC 19 | 13.12.2019 | 30 | 30 |
| TOPIX Sep 19 | 13.09.2019 | 30 | 30 |

1	
Purchase includes the following transactions: allotment from subscription / allotment from option rights / option rights / allotment of subscription rights from underlying stocks
/ bonus securities / changes of corporate names / conversions / purchases / share exchanges between companies / stock splits / stock dividends / optional dividends / transfers / transfers due to redenomination in euro
2	
Sale includes the following transactions: cancellations as a result of expiry / draws by lot / exercises of rights / options / repayments / reverse-splits / sales / share exchanges between companies / transfers / transfers due to redenomination in fund currency
3	
Divergences in the totals may be attributed to rounding differences

Translation (ENDE, 2019-11-30):
# Derivative Finanzinstrumente
## Am Ende der Berichtsperiode offene derivative Finanzinstrumente
Devisentermingeschäfte
| Währung |  | Betrag | gegen | Gegenwert | Verfall | Gegenpartei | Verkehrswert in CHF 3 | in % 3 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| AUD | Kauf | 700’000.00 | CHF | 472’815.00 | 11.12.2019 | LGT Bank AG | 126.00 | 0.00 |
| EUR | Kauf | 320’000.00 | CHF | 351’379.20 | 11.12.2019 | LGT Bank AG | 1’206.40 | 0.00 |
| EUR | Kauf | 38’000.00 | CHF | 41’747.56 | 11.12.2019 | LGT Bank AG | 121.98 | 0.00 |
| EUR | Kauf | 270’000.00 | CHF | 296’627.40 | 11.12.2019 | LGT Bank AG | 866.70 | 0.00 |
| EUR | Kauf | 1’400’000.00 | CHF | 1’539’762.00 | 11.12.2019 | LGT Bank AG | 2’800.00 | 0.00 |
| EUR | Kauf | 445’000.00 | CHF | 489’050.55 | 11.12.2019 | LGT Bank AG | 1’263.80 | 0.00 |
| EUR | Kauf | 34’546’000.00 | CHF | 38’017’251.17 | 11.12.2019 | LGT Bank AG | 46’568.01 | 0.01 |
| EUR | Kauf | 6’098’000.00 | CHF | 6’710’739.24 | 11.12.2019 | LGT Bank AG | 8’220.10 | 0.00 |
| EUR | Kauf | 27’000.00 | CHF | 29’667.33 | 11.12.2019 | LGT Bank AG | 82.08 | 0.00 |
| EUR | Kauf | 54’000.00 | CHF | 59’295.24 | 11.12.2019 | LGT Bank AG | 203.58 | 0.00 |
| EUR | Kauf | 22’000.00 | CHF | 24’177.78 | 11.12.2019 | LGT Bank AG | 62.48 | 0.00 |
| EUR | Kauf | 265’000.00 | CHF | 291’081.30 | 11.12.2019 | LGT Bank AG | 903.65 | 0.00 |
| EUR | Kauf | 48’000.00 | CHF | 52’724.16 | 11.12.2019 | LGT Bank AG | 163.68 | 0.00 |
| USD | Kauf | 2’200’000.00 | CHF | 2’179’848.00 | 11.12.2019 | LGT Bank AG | 17’140.20 | 0.00 |
| USD | Kauf | 600’000.00 | CHF | 592’644.00 | 11.12.2019 | LGT Bank AG | 6’534.60 | 0.00 |
| USD | Kauf | 220’000.00 | CHF | 218’781.20 | 11.12.2019 | LGT Bank AG | 917.62 | 0.00 |
| USD | Kauf | 3’000’000.00 | CHF | 2’947’500.00 | 11.12.2019 | LGT Bank AG | 48’393.00 | 0.01 |
| USD | Kauf | 12’000’000.00 | CHF | 11’977’200.00 | 11.12.2019 | LGT Bank AG | 6’372.00 | 0.00 |
| EUR | Kauf | 250’000.00 | CHF | 271’663.75 | 23.01.2020 | LGT Bank AG | 3’645.50 | 0.00 |
| USD | Kauf | 153’000.00 | CHF | 150’926.85 | 23.01.2020 | LGT Bank AG | 1’283.06 | 0.00 |
| USD | Kauf | 70’000.00 | CHF | 69’414.45 | 23.01.2020 | LGT Bank AG | 224.07 | 0.00 |
| USD | Kauf | 89’000.00 | CHF | 87’800.28 | 23.01.2020 | LGT Bank AG | 740.12 | 0.00 |
| USD | Kauf | 220’000.00 | CHF | 216’980.50 | 23.01.2020 | LGT Bank AG | 1’883.42 | 0.00 |
| USD | Kauf | 16’400’000.00 | CHF | 16’217’960.00 | 23.01.2020 | LGT Bank AG | 97’350.40 | 0.02 |
| USD | Kauf | 140’000.00 | CHF | 137’935.00 | 23.01.2020 | LGT Bank AG | 1’342.04 | 0.00 |
| USD | Kauf | 158’000.00 | CHF | 155’999.72 | 23.01.2020 | LGT Bank AG | 1’184.37 | 0.00 |
| AUD | Verkauf | 3’800’000.00 | CHF | 2’551’612.60 | 11.12.2019 | LGT Bank AG | -15’781.40 | 0.00 |
| EUR | Verkauf | 350’000.00 | CHF | 385’210.00 | 11.12.2019 | LGT Bank AG | -430.50 | 0.00 |
| EUR | Verkauf | 58’000.00 | CHF | 63’193.44 | 11.12.2019 | LGT Bank AG | -712.70 | 0.00 |
| EUR | Verkauf | 50’000.00 | CHF | 55’030.00 | 11.12.2019 | LGT Bank AG | -61.50 | 0.00 |
| EUR | Verkauf | 26’550’000.00 | CHF | 29’217’797.10 | 11.12.2019 | LGT Bank AG | -35’789.40 | -0.01 |
| EUR | Verkauf | 1’200’000.00 | CHF | 1’318’788.00 | 11.12.2019 | LGT Bank AG | -3’408.00 | 0.00 |
| EUR | Verkauf | 330’000.00 | CHF | 359’548.86 | 11.12.2019 | LGT Bank AG | -4’055.04 | 0.00 |
| EUR | Verkauf | 113’000.00 | CHF | 124’163.27 | 11.12.2019 | LGT Bank AG | -343.52 | 0.00 |
| GBP | Verkauf | 950’000.00 | CHF | 1’204’187.70 | 11.12.2019 | LGT Bank AG | -23’135.35 | -0.01 |
| GBP | Verkauf | 400’000.00 | CHF | 516’080.00 | 11.12.2019 | LGT Bank AG | -687.60 | 0.00 |
| HKD | Verkauf | 23’900’000.00 | CHF | 3’029’803.00 | 11.12.2019 | LGT Bank AG | -19’167.80 | 0.00 |
| JPY | Verkauf | 1’900’000’000.00 | CHF | 17’444’717.00 | 11.12.2019 | LGT Bank AG | 105’317.00 | 0.03 |
| USD | Verkauf | 220’000.00 | CHF | 217’778.00 | 11.12.2019 | LGT Bank AG | -1’920.82 | 0.00 |
| USD | Verkauf | 500’000.00 | CHF | 493’840.00 | 11.12.2019 | LGT Bank AG | -5’475.50 | 0.00 |
| USD | Verkauf | 1’200’000.00 | CHF | 1’197’084.00 | 11.12.2019 | LGT Bank AG | -1’273.20 | 0.00 |
| USD | Verkauf | 1’000’000.00 | CHF | 999’450.00 | 11.12.2019 | LGT Bank AG | 819.00 | 0.00 |
| USD | Verkauf | 240’000’000.00 | CHF | 238’680’480.00 | 11.12.2019 | LGT Bank AG | -990’960.00 | -0.24 |
| USD | Verkauf | 1’300’000.00 | CHF | 1’287’052.00 | 11.12.2019 | LGT Bank AG | -11’168.30 | 0.00 |

Devisentermingeschäfte
| Währung |  | Betrag | gegen | Gegenwert | Verfall | Gegenpartei | Verkehrswert in CHF 3 | in % 3 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| USD | Verkauf | 1’500’000.00 | CHF | 1’477’350.00 | 11.12.2019 | LGT Bank AG | -20’596.50 | 0.00 |
| USD | Verkauf | 2’000’000.00 | CHF | 1’988’920.00 | 11.12.2019 | LGT Bank AG | -8’342.00 | 0.00 |
| USD | Verkauf | 205’000.00 | CHF | 201’709.75 | 23.01.2020 | LGT Bank AG | -2’231.63 | 0.00 |
| USD | Verkauf | 15’460’000.00 | CHF | 15’372’805.60 | 23.01.2020 | LGT Bank AG | -7’358.96 | 0.00 |
| USD | Verkauf | 65’000.00 | CHF | 64’650.82 | 23.01.2020 | LGT Bank AG | -13.52 | 0.00 |
| USD | Verkauf | 58’000.00 | CHF | 56’766.34 | 23.01.2020 | LGT Bank AG | -934.15 | 0.00 |
| USD | Verkauf | 211’000.00 | CHF | 208’474.33 | 23.01.2020 | LGT Bank AG | -1’436.07 | 0.00 |

Total am Ende der Berichtsperiode offene derivative Finanzinstrumente	-799’548.60	-0.19

## Während der Berichtsperiode getätigte derivative Finanzinstrumente
| Devisentermingeschäfte |  |
| --- | --- |
| Verfall | Kauf | Verkauf | Kauf Betrag | Verkauf Betrag |
| 24.07.2019 | AUD | CHF | 7’700’000.00 | 5’549’621.00 |
| 24.07.2019 | CHF | AUD | 5’336’100.00 | 7’700’000.00 |
| 24.07.2019 | CHF | EUR | 1’662’675.00 | 1’500’000.00 |
| 24.07.2019 | CHF | EUR | 33’564.30 | 30’000.00 |
| 24.07.2019 | CHF | EUR | 75’081.54 | 67’000.00 |
| 24.07.2019 | CHF | EUR | 36’909.51 | 33’000.00 |
| 24.07.2019 | CHF | EUR | 777’336.00 | 700’000.00 |
| 24.07.2019 | CHF | EUR | 796’369.00 | 700’000.00 |
| 24.07.2019 | CHF | EUR | 61’216’926.00 | 53’700’000.00 |
| 24.07.2019 | CHF | EUR | 54’134.88 | 48’000.00 |
| 24.07.2019 | CHF | EUR | 70’438.82 | 62’000.00 |
| 24.07.2019 | CHF | EUR | 174’248.64 | 153’000.00 |
| 24.07.2019 | CHF | EUR | 571’516.20 | 510’000.00 |
| 24.07.2019 | CHF | EUR | 33’819’424.00 | 30’545’000.00 |
| 24.07.2019 | CHF | EUR | 6’330’969.60 | 5’718’000.00 |
| 24.07.2019 | CHF | EUR | 357’874.65 | 315’000.00 |
| 24.07.2019 | CHF | EUR | 948’687.04 | 833’000.00 |
| 24.07.2019 | CHF | EUR | 446’172.00 | 400’000.00 |
| 24.07.2019 | CHF | EUR | 1’691’820.00 | 1’500’000.00 |
| 24.07.2019 | CHF | EUR | 480’942.10 | 430’000.00 |
| 24.07.2019 | CHF | EUR | 234’950.10 | 210’000.00 |
| 24.07.2019 | CHF | EUR | 673’362.00 | 600’000.00 |
| 24.07.2019 | CHF | EUR | 347’748.70 | 310’000.00 |
| 24.07.2019 | CHF | EUR | 293’230.60 | 260’000.00 |
| 24.07.2019 | CHF | GBP | 6’679’572.00 | 5’100’000.00 |
| 24.07.2019 | CHF | HKD | 3’048’707.90 | 23’900’000.00 |
| 24.07.2019 | CHF | JPY | 848’029.80 | 93’000’000.00 |
| 24.07.2019 | CHF | JPY | 523’921.20 | 57’000’000.00 |
| 24.07.2019 | CHF | JPY | 16’914’098.60 | 1’882’000’000.00 |
| 24.07.2019 | CHF | USD | 975’150.00 | 1’000’000.00 |
| 24.07.2019 | CHF | USD | 207’310’818.00 | 207’400’000.00 |
| 24.07.2019 | CHF | USD | 1’095’875.00 | 1’100’000.00 |
| 24.07.2019 | CHF | USD | 2’445’925.00 | 2’500’000.00 |
| 24.07.2019 | CHF | USD | 9’884’412.00 | 10’200’000.00 |
| 24.07.2019 | CHF | USD | 989’950.00 | 1’000’000.00 |
| 24.07.2019 | CHF | USD | 6’621’208.00 | 6’700’000.00 |
| 24.07.2019 | CHF | USD | 677’517.40 | 670’000.00 |
| 24.07.2019 | CHF | USD | 249’895.00 | 250’000.00 |
| 24.07.2019 | CHF | USD | 186’820.26 | 186’000.00 |
| 24.07.2019 | CHF | USD | 99’469.00 | 100’000.00 |
| 24.07.2019 | CHF | USD | 709’114.00 | 700’000.00 |
| 24.07.2019 | CHF | USD | 15’133’935.00 | 15’310’000.00 |
| 24.07.2019 | CHF | USD | 818’944.40 | 830’000.00 |
| 24.07.2019 | CHF | USD | 150’562.50 | 150’000.00 |
| 24.07.2019 | CHF | USD | 292’487.33 | 290’000.00 |
| 24.07.2019 | CHF | USD | 2’182’422.00 | 2’200’000.00 |

| Verfall | Kauf | Verkauf | Kauf Betrag | Verkauf Betrag |
| --- | --- | --- | --- | --- |
| 24.07.2019 | EUR | CHF | 220’000.00 | 245’394.60 |
| 24.07.2019 | EUR | CHF | 180’000.00 | 200’538.00 |
| 24.07.2019 | EUR | CHF | 1’500’000.00 | 1’688’670.00 |
| 24.07.2019 | EUR | CHF | 250’000.00 | 277’762.50 |
| 24.07.2019 | EUR | CHF | 1’150’000.00 | 1’272’452.00 |
| 24.07.2019 | EUR | CHF | 800’000.00 | 897’416.00 |
| 24.07.2019 | EUR | CHF | 58’000.00 | 64’290.10 |
| 24.07.2019 | EUR | CHF | 18’000.00 | 20’191.86 |
| 24.07.2019 | EUR | CHF | 210’000.00 | 232’360.80 |
| 24.07.2019 | EUR | CHF | 480’000.00 | 534’859.20 |
| 24.07.2019 | EUR | CHF | 840’000.00 | 947’419.20 |
| 24.07.2019 | EUR | CHF | 28’543’000.00 | 32’538’449.14 |
| 24.07.2019 | EUR | CHF | 56’000’000.00 | 62’003’200.00 |
| 24.07.2019 | EUR | CHF | 820’000.00 | 909’052.00 |
| 24.07.2019 | EUR | CHF | 800’000.00 | 895’048.00 |
| 24.07.2019 | EUR | CHF | 50’000.00 | 55’552.50 |
| 24.07.2019 | EUR | CHF | 10’000.00 | 11’278.80 |
| 24.07.2019 | EUR | CHF | 5’567’000.00 | 6’346’268.66 |
| 24.07.2019 | EUR | CHF | 128’000.00 | 143’650.56 |
| 24.07.2019 | EUR | CHF | 930’000.00 | 1’043’711.10 |
| 24.07.2019 | EUR | CHF | 70’000.00 | 78’000.30 |
| 24.07.2019 | GBP | CHF | 400’000.00 | 502’876.00 |
| 24.07.2019 | GBP | CHF | 3’000’000.00 | 3’731’820.00 |
| 24.07.2019 | GBP | CHF | 1’200’000.00 | 1’468’800.00 |
| 24.07.2019 | GBP | CHF | 500’000.00 | 621’450.00 |
| 24.07.2019 | HKD | CHF | 23’900’000.00 | 3’021’963.80 |
| 24.07.2019 | JPY | CHF | 1’924’000’000.00 | 17’566’120.00 |
| 24.07.2019 | JPY | CHF | 50’000’000.00 | 460’830.00 |
| 24.07.2019 | JPY | CHF | 58’000’000.00 | 529’946.00 |
| 24.07.2019 | USD | CHF | 224’500’000.00 | 221’918’250.00 |
| 24.07.2019 | USD | CHF | 340’000.00 | 331’551.00 |
| 24.07.2019 | USD | CHF | 900’000.00 | 890’955.00 |
| 24.07.2019 | USD | CHF | 1’500’000.00 | 1’505’625.00 |
| 24.07.2019 | USD | CHF | 400’000.00 | 395’032.00 |
| 24.07.2019 | USD | CHF | 500’000.00 | 494’225.00 |
| 24.07.2019 | USD | CHF | 1’100’000.00 | 1’110’516.00 |
| 24.07.2019 | USD | CHF | 100’000.00 | 101’168.00 |
| 24.07.2019 | USD | CHF | 65’000.00 | 64’480.65 |
| 24.07.2019 | USD | CHF | 1’000’000.00 | 994’690.00 |
| 24.07.2019 | USD | CHF | 1’600’000.00 | 1’603’472.00 |
| 24.07.2019 | USD | CHF | 14’751’000.00 | 14’744’804.58 |
| 24.07.2019 | USD | CHF | 360’000.00 | 348’861.60 |
| 24.07.2019 | USD | CHF | 180’000.00 | 182’019.60 |
| 24.07.2019 | USD | CHF | 340’000.00 | 336’001.60 |
| 24.07.2019 | USD | CHF | 50’000.00 | 49’225.00 |
| 24.07.2019 | USD | CHF | 100’000.00 | 100’542.00 |
| 24.07.2019 | USD | CHF | 1’900’000.00 | 1’883’660.00 |
| 24.07.2019 | USD | CHF | 1’600’000.00 | 1’607’056.00 |
| 24.07.2019 | USD | CHF | 500’000.00 | 500’310.00 |
| 25.07.2019 | CHF | EUR | 232’768.20 | 210’000.00 |
| 25.07.2019 | CHF | EUR | 133’734.00 | 120’000.00 |

| Verfall | Kauf | Verkauf | Kauf Betrag | Verkauf Betrag |
| --- | --- | --- | --- | --- |
| 25.07.2019 | CHF | EUR | 55’722.50 | 50’000.00 |
| 25.07.2019 | CHF | USD | 1’212’840.00 | 1’200’000.00 |
| 25.07.2019 | CHF | USD | 99’208.00 | 100’000.00 |
| 25.07.2019 | EUR | CHF | 330’000.00 | 376’148.19 |
| 25.07.2019 | EUR | CHF | 50’000.00 | 56’992.15 |
| 25.07.2019 | USD | CHF | 100’000.00 | 101’070.00 |
| 23.09.2019 | EUR | CHF | 52’000.00 | 56’663.36 |
| 23.10.2019 | AUD | CHF | 3’800’000.00 | 2’557’780.00 |
| 23.10.2019 | AUD | CHF | 8’000’000.00 | 5’513’800.00 |
| 23.10.2019 | CHF | AUD | 7’921’812.00 | 11’800’000.00 |
| 23.10.2019 | CHF | EUR | 62’111’612.16 | 56’160’000.00 |
| 23.10.2019 | CHF | EUR | 18’464.04 | 17’000.00 |
| 23.10.2019 | CHF | EUR | 438’032.00 | 400’000.00 |
| 23.10.2019 | CHF | EUR | 319’893.20 | 290’000.00 |
| 23.10.2019 | CHF | EUR | 38’323’980.35 | 34’811’500.00 |
| 23.10.2019 | CHF | EUR | 163’152.00 | 150’000.00 |
| 23.10.2019 | CHF | EUR | 386’078.00 | 350’000.00 |
| 23.10.2019 | CHF | EUR | 6’768’113.02 | 6’147’800.00 |
| 23.10.2019 | CHF | EUR | 120’121.10 | 110’000.00 |
| 23.10.2019 | CHF | EUR | 22’841.28 | 21’000.00 |
| 23.10.2019 | CHF | EUR | 94’195.91 | 86’200.00 |
| 23.10.2019 | CHF | EUR | 78’539.30 | 71’200.00 |
| 23.10.2019 | CHF | EUR | 327’588.00 | 300’000.00 |
| 23.10.2019 | CHF | EUR | 511’958.06 | 468’500.00 |
| 23.10.2019 | CHF | EUR | 672’678.16 | 616’000.00 |
| 23.10.2019 | CHF | EUR | 1’194’732.00 | 1’100’000.00 |
| 23.10.2019 | CHF | EUR | 877’280.00 | 800’000.00 |
| 23.10.2019 | CHF | EUR | 1’965’780.00 | 1’800’000.00 |
| 23.10.2019 | CHF | GBP | 1’584’555.70 | 1’300’000.00 |
| 23.10.2019 | CHF | HKD | 2’998’852.50 | 23’900’000.00 |
| 23.10.2019 | CHF | JPY | 17’539’184.00 | 1’924’000’000.00 |
| 23.10.2019 | CHF | JPY | 601’555.50 | 65’000’000.00 |
| 23.10.2019 | CHF | JPY | 780’665.50 | 85’000’000.00 |
| 23.10.2019 | CHF | USD | 126’882.60 | 130’000.00 |
| 23.10.2019 | CHF | USD | 187’582.49 | 193’000.00 |
| 23.10.2019 | CHF | USD | 995’400.00 | 1’000’000.00 |
| 23.10.2019 | CHF | USD | 136’361.40 | 140’000.00 |
| 23.10.2019 | CHF | USD | 2’546’492.00 | 2’600’000.00 |
| 23.10.2019 | CHF | USD | 3’522’420.00 | 3’600’000.00 |
| 23.10.2019 | CHF | USD | 484’365.00 | 500’000.00 |
| 23.10.2019 | CHF | USD | 1’465’575.00 | 1’500’000.00 |
| 23.10.2019 | CHF | USD | 16’180’683.90 | 16’231’000.00 |
| 23.10.2019 | CHF | USD | 979’810.00 | 1’000’000.00 |
| 23.10.2019 | CHF | USD | 675’558.30 | 690’000.00 |
| 23.10.2019 | CHF | USD | 442’021.50 | 450’000.00 |
| 23.10.2019 | CHF | USD | 220’111’249.50 | 224’500’000.00 |
| 23.10.2019 | CHF | USD | 101’562.30 | 105’000.00 |
| 23.10.2019 | CHF | USD | 1’984’880.00 | 2’000’000.00 |
| 23.10.2019 | CHF | USD | 1’456’845.00 | 1’500’000.00 |
| 23.10.2019 | CHF | USD | 1’792’548.00 | 1’800’000.00 |
| 23.10.2019 | CHF | USD | 2’857’950.00 | 2’900’000.00 |

| Verfall | Kauf | Verkauf | Kauf Betrag | Verkauf Betrag |
| --- | --- | --- | --- | --- |
| 23.10.2019 | CHF | USD | 1’082’103.00 | 1’100’000.00 |
| 23.10.2019 | CHF | USD | 1’855’863.00 | 1’900’000.00 |
| 23.10.2019 | EUR | CHF | 284’000.00 | 308’458.08 |
| 23.10.2019 | EUR | CHF | 170’000.00 | 185’875.28 |
| 23.10.2019 | EUR | CHF | 1’800’000.00 | 1’971’144.00 |
| 23.10.2019 | EUR | CHF | 462’000.00 | 503’201.16 |
| 23.10.2019 | EUR | CHF | 42’200.00 | 46’292.56 |
| 23.10.2019 | EUR | CHF | 30’545’000.00 | 33’782’036.92 |
| 23.10.2019 | EUR | CHF | 480’000.00 | 526’574.40 |
| 23.10.2019 | EUR | CHF | 780’000.00 | 852’839.52 |
| 23.10.2019 | EUR | CHF | 84’000.00 | 92’150.52 |
| 23.10.2019 | EUR | CHF | 150’000.00 | 164’622.00 |
| 23.10.2019 | EUR | CHF | 83’000.00 | 90’352.97 |
| 23.10.2019 | EUR | CHF | 450’000.00 | 496’323.00 |
| 23.10.2019 | EUR | CHF | 240’000.00 | 260’071.20 |
| 23.10.2019 | EUR | CHF | 250’000.00 | 272’720.00 |
| 23.10.2019 | EUR | CHF | 233’000.00 | 255’596.34 |
| 23.10.2019 | EUR | CHF | 430’000.00 | 475’661.70 |
| 23.10.2019 | EUR | CHF | 600’000.00 | 657’960.00 |
| 23.10.2019 | EUR | CHF | 103’000.00 | 112’793.24 |
| 23.10.2019 | EUR | CHF | 48’000.00 | 52’205.28 |
| 23.10.2019 | EUR | CHF | 5’718’000.00 | 6’323’970.77 |
| 23.10.2019 | EUR | CHF | 412’000.00 | 448’499.08 |
| 23.10.2019 | EUR | CHF | 32’100’000.00 | 34’846’476.00 |
| 23.10.2019 | EUR | CHF | 26’550’000.00 | 29’228’895.00 |
| 23.10.2019 | EUR | CHF | 300’000.00 | 327’627.00 |
| 23.10.2019 | EUR | CHF | 80’000.00 | 88’206.64 |
| 23.10.2019 | EUR | CHF | 27’000.00 | 29’909.25 |
| 23.10.2019 | EUR | CHF | 53’000.00 | 57’880.77 |
| 23.10.2019 | EUR | CHF | 1’180’000.00 | 1’307’145.00 |
| 23.10.2019 | EUR | CHF | 45’000.00 | 49’089.60 |
| 23.10.2019 | GBP | CHF | 950’000.00 | 1’206’880.00 |
| 23.10.2019 | GBP | CHF | 350’000.00 | 412’658.75 |
| 23.10.2019 | HKD | CHF | 23’900’000.00 | 3’040’080.00 |
| 23.10.2019 | JPY | CHF | 1’900’000’000.00 | 17’459’100.00 |
| 23.10.2019 | JPY | CHF | 86’000’000.00 | 788’697.40 |
| 23.10.2019 | JPY | CHF | 50’000’000.00 | 467’235.00 |
| 23.10.2019 | USD | CHF | 108’000.00 | 105’491.16 |
| 23.10.2019 | USD | CHF | 2’200’000.00 | 2’186’954.00 |
| 23.10.2019 | USD | CHF | 150’000.00 | 146’913.00 |
| 23.10.2019 | USD | CHF | 245’000.00 | 241’447.50 |
| 23.10.2019 | USD | CHF | 550’000.00 | 547’519.50 |
| 23.10.2019 | USD | CHF | 240’000’000.00 | 239’592’000.00 |
| 23.10.2019 | USD | CHF | 600’000.00 | 590’208.00 |
| 23.10.2019 | USD | CHF | 93’000.00 | 89’954.25 |
| 23.10.2019 | USD | CHF | 110’000.00 | 107’486.50 |
| 23.10.2019 | USD | CHF | 15’380’000.00 | 15’079’336.38 |
| 23.10.2019 | USD | CHF | 340’000.00 | 336’447.00 |
| 23.10.2019 | USD | CHF | 1’000’000.00 | 972’780.00 |
| 23.10.2019 | USD | CHF | 120’000.00 | 116’587.20 |
| 23.10.2019 | USD | CHF | 2’600’000.00 | 2’527’018.00 |

| Verfall | Kauf | Verkauf | Kauf Betrag | Verkauf Betrag |
| --- | --- | --- | --- | --- |
| 23.10.2019 | USD | CHF | 150’000.00 | 145’917.00 |
| 23.10.2019 | USD | CHF | 103’000.00 | 100’920.43 |

Während der Berichtsperiode getätigte engagementerhöhende Derivate
| Futures |  |
| --- | --- |
| Bezeichnung | Verfall | Käufe/Kontrakte | Verkäufe/Kontrakte |
| TOPIX DEC 19 | 13.12.2019 | 30 | 30 |
| TOPIX Sep 19 | 13.09.2019 | 30 | 30 |

1	
Kauf umfasst die Transaktionen: Gratistitel / Käufe / Konversionen / Namensänderungen / "Splits" / Stock- / Wahldividenden / Titelaufteilungen / Überträge / Umbuchungen in Folge Redenominierung in Euro / Umtausch zwischen Gesellschaften / Zuteilungen aus Bezugs- / Optionsrechten / Zuteilung von Bezugsrechten auf Basistiteln
2	
Verkauf umfasst die Transaktionen: Auslosungen / Ausbuchung in Folge Verfall / Ausübung von Bezugs- / Optionsrechten / "Reverse Splits" / Überträge / Umbuchungen in Folge Redenominierung in Fondswährung / Umtausch zwischen Gesellschaften / Verkäufe / Rückzahlungen
3	
Allfällige Abweichungen in den Totalisierungen sind auf Rundungsdifferenzen zurückzuführen