# 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 EUR 3 | in % 3 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| CHF	Purchase | 230,000.00 | EUR | 212,901.26 | 19.01.2022 | LGT Bank AG | 7,909.48 | 0.01 |
| CHF	Purchase | 171,000.00 | EUR | 162,152.47 | 19.01.2022 | LGT Bank AG | 2,015.52 | 0.00 |
| CHF	Purchase | 180,000.00 | EUR | 167,916.40 | 19.01.2022 | LGT Bank AG | 4,892.01 | 0.00 |
| CHF	Purchase | 200,000.00 | EUR | 187,439.32 | 19.01.2022 | LGT Bank AG | 4,570.02 | 0.00 |
| CHF	Purchase | 18,024,500.00 | EUR | 16,638,174.06 | 19.01.2022 | LGT Bank AG | 666,187.62 | 0.57 |
| GBP	Purchase | 170,000.00 | EUR | 199,710.54 | 19.01.2022 | LGT Bank AG | -83.45 | 0.00 |
| GBP	Purchase | 100,000.00 | EUR | 118,719.44 | 19.01.2022 | LGT Bank AG | -1,291.74 | 0.00 |
| JPY	Purchase | 29,000,000.00 | EUR | 226,842.06 | 19.01.2022 | LGT Bank AG | -224.74 | 0.00 |
| JPY	Purchase | 30,000,000.00 | EUR | 228,946.27 | 19.01.2022 | LGT Bank AG | 5,485.44 | 0.00 |
| USD	Purchase | 80,000.00 | EUR | 70,370.56 | 19.01.2022 | LGT Bank AG | 528.86 | 0.00 |
| USD	Purchase | 6,494,700.00 | EUR | 5,552,933.57 | 19.01.2022 | LGT Bank AG | 202,947.32 | 0.17 |
| USD	Purchase | 202,000.00 | EUR | 173,965.76 | 19.01.2022 | LGT Bank AG | 5,055.28 | 0.00 |
| USD	Purchase | 100,000.00 | EUR | 86,181.18 | 19.01.2022 | LGT Bank AG | 2,443.10 | 0.00 |
| USD	Purchase | 330,000.00 | EUR | 286,039.21 | 19.01.2022 | LGT Bank AG | 6,420.90 | 0.01 |
| USD	Purchase | 1,590,000.00 | EUR | 1,366,040.41 | 19.01.2022 | LGT Bank AG | 43,085.59 | 0.04 |
| USD	Purchase | 123,000.00 | EUR | 106,384.07 | 19.01.2022 | LGT Bank AG | 2,623.79 | 0.00 |
| USD	Purchase | 84,000.00 | EUR | 72,168.79 | 19.01.2022 | LGT Bank AG | 2,275.60 | 0.00 |
| USD	Purchase | 300,000.00 | EUR | 265,934.11 | 19.01.2022 | LGT Bank AG | -61.28 | 0.00 |
| USD	Purchase | 81,000.00 | EUR | 69,967.04 | 19.01.2022 | LGT Bank AG | 1,818.62 | 0.00 |
| AUD	Sale | 1,005,000.00 | EUR | 623,765.66 | 19.01.2022 | LGT Bank AG | -8,505.46 | -0.01 |
| CHF	Sale | 104,000.00 | EUR | 99,280.50 | 19.01.2022 | LGT Bank AG | -564.36 | 0.00 |
| CHF	Sale | 200,000.00 | EUR | 192,051.56 | 19.01.2022 | LGT Bank AG | 42.22 | 0.00 |
| CHF	Sale | 251,000.00 | EUR | 231,539.35 | 19.01.2022 | LGT Bank AG | -9,432.37 | -0.01 |
| CHF	Sale | 205,000.00 | EUR | 189,588.89 | 19.01.2022 | LGT Bank AG | -7,220.68 | -0.01 |
| CHF	Sale | 1,608,000.00 | EUR | 1,484,191.70 | 19.01.2022 | LGT Bank AG | -59,563.39 | -0.05 |
| CHF	Sale | 214,000.00 | EUR | 199,621.65 | 19.01.2022 | LGT Bank AG | -5,828.34 | 0.00 |
| GBP	Sale | 5,097,000.00 | EUR | 5,889,571.40 | 19.01.2022 | LGT Bank AG | -95,718.47 | -0.08 |
| HKD	Sale | 16,350,000.00 | EUR | 1,795,744.65 | 19.01.2022 | LGT Bank AG | -63,004.72 | -0.05 |
| JPY	Sale | 364,126,000.00 | EUR | 2,799,250.92 | 19.01.2022 | LGT Bank AG | -46,171.74 | -0.04 |
| SEK	Sale | 1,320,000.00 | EUR | 129,683.63 | 19.01.2022 | LGT Bank AG | 534.81 | 0.00 |
| SEK	Sale | 7,673,000.00 | EUR | 750,930.47 | 19.01.2022 | LGT Bank AG | 204.03 | 0.00 |
| SGD	Sale | 840,000.00 | EUR | 529,150.19 | 19.01.2022 | LGT Bank AG | -13,765.69 | -0.01 |
| USD	Sale | 84,000.00 | EUR | 74,530.79 | 19.01.2022 | LGT Bank AG | 86.40 | 0.00 |
| USD	Sale | 101,000.00 | EUR | 86,765.88 | 19.01.2022 | LGT Bank AG | -2,744.64 | 0.00 |
| USD	Sale | 95,000.00 | EUR | 81,984.05 | 19.01.2022 | LGT Bank AG | -2,209.01 | 0.00 |
| USD	Sale | 300,000.00 | EUR | 267,082.13 | 19.01.2022 | LGT Bank AG | 1,209.30 | 0.00 |
| USD	Sale | 160,000.00 | EUR | 141,818.70 | 19.01.2022 | LGT Bank AG | 19.86 | 0.00 |
| USD	Sale | 1,030,000.00 | EUR | 884,847.80 | 19.01.2022 | LGT Bank AG | -27,982.25 | -0.02 |
| USD	Sale | 84,000.00 | EUR | 72,624.66 | 19.01.2022 | LGT Bank AG | -1,819.73 | 0.00 |
| USD	Sale | 950,000.00 | EUR | 820,527.35 | 19.01.2022 | LGT Bank AG | -21,403.28 | -0.02 |
| USD	Sale | 73,883,000.00 | EUR | 63,163,951.16 | 19.01.2022 | LGT Bank AG | -2,314,323.04 | -1.98 |
| USD	Sale | 1,000,000.00 | EUR | 856,661.66 | 19.01.2022 | LGT Bank AG | -29,581.10 | -0.03 |

Total Forward exchange transactions	-1,751,143.71	-1.50

## Exposure-increasing derivatives open at the end of the period under review
| Futures |  |
| --- | --- |
| Description | Number of contracts | Contract size | Maturity | Counterparty | Contract volume in EUR | Market value in EUR 3 | in % 3 |
| Mini S&P 500 DEC 21 | 16 | 50.00 | 17.12.2021 | CME | 3,243,652.18 | 64,992.33 | 0.06 |
| MSCI EM Asia DEC 21 | 26 | 100.00 | 20.12.2021 | EUREX | 1,628,752.04 | -114,073.60 | -0.10 |
| TOPIX DEC 21 | 6 | 10,000.00 | 10.12.2021 | JPX | 889,842.82 | -31,476.16 | -0.03 |
| Total |  |  |  |  | 5,762,247.04 |  | -0.07 |

Transactions derivative financial instruments during the period under review
Forward exchange transactions
| Maturity | Purchase | Sale | Purchase Amount | Sale Amount |
| --- | --- | --- | --- | --- |
| 14.07.2021 | AUD | EUR | 1,005,000.00 | 638,236.66 |
| 14.07.2021 | CHF | EUR | 130,000.00 | 118,605.46 |
| 14.07.2021 | CHF | EUR | 233,000.00 | 212,755.66 |
| 14.07.2021 | CHF | EUR | 180,000.00 | 164,399.33 |
| 14.07.2021 | CHF | EUR | 1,608,000.00 | 1,473,877.18 |
| 14.07.2021 | CHF | EUR | 365,000.00 | 334,092.13 |
| 14.07.2021 | CHF | EUR | 185,000.00 | 168,582.58 |
| 14.07.2021 | CHF | EUR | 112,000.00 | 102,275.54 |
| 14.07.2021 | CHF | EUR | 345,000.00 | 317,021.87 |
| 14.07.2021 | CHF | EUR | 178,000.00 | 162,797.48 |
| 14.07.2021 | CHF | EUR | 180,000.00 | 164,085.21 |
| 14.07.2021 | CHF | EUR | 17,092,500.00 | 15,508,676.42 |
| 14.07.2021 | CHF | EUR | 133,000.00 | 121,571.88 |
| 14.07.2021 | EUR | AUD | 645,158.81 | 1,005,000.00 |
| 14.07.2021 | EUR | CAD | 198,827.84 | 300,000.00 |
| 14.07.2021 | EUR | CHF | 132,877.94 | 145,000.00 |
| 14.07.2021 | EUR | CHF | 182,455.95 | 200,000.00 |
| 14.07.2021 | EUR | CHF | 224,592.93 | 246,000.00 |
| 14.07.2021 | EUR | CHF | 1,268,332.07 | 1,398,000.00 |
| 14.07.2021 | EUR | CHF | 16,608,157.65 | 18,119,500.00 |
| 14.07.2021 | EUR | CHF | 182,453.62 | 200,000.00 |
| 14.07.2021 | EUR | CHF | 310,443.60 | 340,000.00 |
| 14.07.2021 | EUR | CHF | 85,000.83 | 93,000.00 |
| 14.07.2021 | EUR | GBP | 5,548,183.81 | 4,821,000.00 |
| 14.07.2021 | EUR | GBP | 320,647.24 | 276,000.00 |
| 14.07.2021 | EUR | HKD | 1,657,755.90 | 15,525,000.00 |
| 14.07.2021 | EUR | JPY | 2,349,104.52 | 306,526,000.00 |
| 14.07.2021 | EUR | JPY | 273,107.36 | 36,000,000.00 |
| 14.07.2021 | EUR | NOK | 2,473,722.55 | 25,380,000.00 |
| 14.07.2021 | EUR | SEK | 846,556.27 | 8,573,000.00 |

| Maturity | Purchase | Sale | Purchase Amount | Sale Amount |
| --- | --- | --- | --- | --- |
| 14.07.2021 | EUR | SGD | 523,971.38 | 840,000.00 |
| 14.07.2021 | EUR | USD | 472,844.62 | 570,000.00 |
| 14.07.2021 | EUR | USD | 29,567.55 | 36,000.00 |
| 14.07.2021 | EUR | USD | 144,691.17 | 173,000.00 |
| 14.07.2021 | EUR | USD | 409,361.27 | 500,000.00 |
| 14.07.2021 | EUR | USD | 775,363.66 | 920,000.00 |
| 14.07.2021 | EUR | USD | 56,273.67 | 67,000.00 |
| 14.07.2021 | EUR | USD | 50,411.70 | 60,000.00 |
| 14.07.2021 | EUR | USD | 51,866.32 | 63,000.00 |
| 14.07.2021 | EUR | USD | 1,650,233.10 | 2,000,000.00 |
| 14.07.2021 | EUR | USD | 26,819.54 | 32,000.00 |
| 14.07.2021 | EUR | USD | 489,430.34 | 600,000.00 |
| 14.07.2021 | EUR | USD | 60,054,388.38 | 72,434,000.00 |
| 14.07.2021 | EUR | USD | 5,156,210.31 | 6,090,000.00 |
| 14.07.2021 | EUR | USD | 47,415.22 | 58,000.00 |
| 14.07.2021 | EUR | USD | 28,700.52 | 35,000.00 |
| 14.07.2021 | EUR | USD | 24,440.81 | 29,000.00 |
| 14.07.2021 | EUR | USD | 558,498.17 | 680,000.00 |
| 14.07.2021 | GBP | EUR | 5,097,000.00 | 5,948,879.55 |
| 14.07.2021 | HKD | EUR | 15,525,000.00 | 1,689,618.27 |
| 14.07.2021 | JPY | EUR | 322,526,000.00 | 2,463,534.98 |
| 14.07.2021 | JPY | EUR | 20,000,000.00 | 150,563.45 |
| 14.07.2021 | NOK | EUR | 25,380,000.00 | 2,522,587.49 |
| 14.07.2021 | SEK | EUR | 900,000.00 | 88,475.21 |
| 14.07.2021 | SEK | EUR | 7,673,000.00 | 756,692.76 |
| 14.07.2021 | SGD | EUR | 840,000.00 | 527,141.51 |
| 14.07.2021 | USD | EUR | 72,674,000.00 | 61,530,776.39 |
| 14.07.2021 | USD | EUR | 133,000.00 | 109,745.93 |
| 14.07.2021 | USD | EUR | 320,000.00 | 265,628.50 |
| 14.07.2021 | USD | EUR | 42,000.00 | 34,263.20 |
| 14.07.2021 | USD | EUR | 48,000.00 | 39,710.77 |
| 14.07.2021 | USD | EUR | 660,000.00 | 554,556.61 |
| 14.07.2021 | USD | EUR | 66,000.00 | 54,755.88 |
| 14.07.2021 | USD | EUR | 350,000.00 | 289,528.98 |
| 14.07.2021 | USD | EUR | 6,029,000.00 | 4,999,087.91 |
| 14.07.2021 | USD | EUR | 500,000.00 | 415,638.31 |
| 14.07.2021 | USD | EUR | 58,000.00 | 47,435.27 |
| 14.07.2021 | USD | EUR | 72,000.00 | 58,953.33 |
| 14.07.2021 | USD | EUR | 2,200,000.00 | 1,840,503.63 |
| 14.07.2021 | USD | EUR | 1,000,000.00 | 823,357.67 |
| 14.07.2021 | USD | EUR | 71,000.00 | 58,325.80 |
| 14.07.2021 | USD | EUR | 124,000.00 | 103,810.86 |
| 06.10.2021 | AUD | EUR | 1,005,000.00 | 625,000.00 |
| 06.10.2021 | CHF | EUR | 70,000.00 | 64,798.56 |
| 06.10.2021 | CHF | EUR | 175,000.00 | 162,066.90 |
| 06.10.2021 | CHF | EUR | 18,119,500.00 | 16,619,110.12 |
| 06.10.2021 | CHF | EUR | 360,000.00 | 331,006.18 |
| 06.10.2021 | CHF | EUR | 56,000.00 | 51,681.35 |
| 06.10.2021 | CHF | EUR | 1,608,000.00 | 1,483,394.83 |
| 06.10.2021 | CHF | EUR | 193,000.00 | 180,206.76 |
| 06.10.2021 | EUR | AUD | 637,307.81 | 1,005,000.00 |

| Maturity | Purchase | Sale | Purchase Amount | Sale Amount |
| --- | --- | --- | --- | --- |
| 06.10.2021 | EUR | CHF | 187,802.29 | 203,000.00 |
| 06.10.2021 | EUR | CHF | 290,937.44 | 315,000.00 |
| 06.10.2021 | EUR | CHF | 104,058.47 | 112,000.00 |
| 06.10.2021 | EUR | CHF | 1,474,716.59 | 1,608,000.00 |
| 06.10.2021 | EUR | CHF | 194,048.31 | 208,000.00 |
| 06.10.2021 | EUR | CHF | 16,627,767.53 | 18,024,500.00 |
| 06.10.2021 | EUR | CHF | 102,851.39 | 111,000.00 |
| 06.10.2021 | EUR | GBP | 5,938,835.93 | 5,097,000.00 |
| 06.10.2021 | EUR | HKD | 89,876.61 | 825,000.00 |
| 06.10.2021 | EUR | HKD | 1,687,030.02 | 15,525,000.00 |
| 06.10.2021 | EUR | JPY | 139,083.96 | 18,000,000.00 |
| 06.10.2021 | EUR | JPY | 313,889.38 | 41,000,000.00 |
| 06.10.2021 | EUR | JPY | 2,460,774.02 | 322,526,000.00 |
| 06.10.2021 | EUR | NOK | 2,683,552.87 | 27,480,000.00 |
| 06.10.2021 | EUR | SEK | 755,934.82 | 7,673,000.00 |
| 06.10.2021 | EUR | SGD | 526,084.39 | 840,000.00 |
| 06.10.2021 | EUR | USD | 417,695.63 | 490,000.00 |
| 06.10.2021 | EUR | USD | 504,655.45 | 600,000.00 |
| 06.10.2021 | EUR | USD | 295,547.45 | 350,000.00 |
| 06.10.2021 | EUR | USD | 61,416,326.02 | 72,674,000.00 |
| 06.10.2021 | EUR | USD | 844,842.20 | 1,000,000.00 |
| 06.10.2021 | EUR | USD | 155,082.49 | 182,000.00 |
| 06.10.2021 | EUR | USD | 58,826.84 | 70,000.00 |
| 06.10.2021 | EUR | USD | 381,970.00 | 450,000.00 |
| 06.10.2021 | EUR | USD | 109,952.38 | 130,000.00 |
| 06.10.2021 | EUR | USD | 16,150.98 | 19,000.00 |
| 06.10.2021 | EUR | USD | 44,038.57 | 52,000.00 |
| 06.10.2021 | EUR | USD | 354,337.68 | 420,000.00 |
| 06.10.2021 | EUR | USD | 601,632.78 | 704,000.00 |
| 06.10.2021 | EUR | USD | 5,566,726.66 | 6,494,700.00 |
| 06.10.2021 | GBP | EUR | 5,097,000.00 | 5,902,721.48 |
| 06.10.2021 | HKD | EUR | 16,350,000.00 | 1,799,867.90 |
| 06.10.2021 | JPY | EUR | 364,126,000.00 | 2,803,125.48 |
| 06.10.2021 | JPY | EUR | 17,400,000.00 | 133,922.22 |
| 06.10.2021 | NOK | EUR | 25,380,000.00 | 2,470,549.55 |
| 06.10.2021 | NOK | EUR | 2,100,000.00 | 201,870.63 |
| 06.10.2021 | SEK | EUR | 7,673,000.00 | 751,886.33 |
| 06.10.2021 | SGD | EUR | 840,000.00 | 530,638.03 |
| 06.10.2021 | USD | EUR | 115,000.00 | 97,025.94 |
| 06.10.2021 | USD | EUR | 1,680,000.00 | 1,431,601.41 |
| 06.10.2021 | USD | EUR | 72,500.00 | 61,960.99 |
| 06.10.2021 | USD | EUR | 73,883,000.00 | 63,326,476.39 |
| 06.10.2021 | USD | EUR | 38,000.00 | 32,395.65 |
| 06.10.2021 | USD | EUR | 70,000.00 | 59,221.81 |
| 06.10.2021 | USD | EUR | 50,000.00 | 42,284.84 |
| 06.10.2021 | USD | EUR | 12,200.00 | 10,302.86 |
| 06.10.2021 | USD | EUR | 280,000.00 | 237,691.61 |
| 06.10.2021 | USD | EUR | 750,000.00 | 634,254.84 |
| 06.10.2021 | USD | EUR | 375,000.00 | 315,171.87 |
| 06.10.2021 | USD | EUR | 6,090,000.00 | 5,147,080.57 |
| 06.10.2021 | USD | EUR | 220,000.00 | 185,340.10 |


## Transactions in exposure-increasing derivatives during the period under review
| Futures |  |
| --- | --- |
| Description | Maturity | Purchases/Contracts | Sales/Contracts |
| DAX DEC 21 | 17.12.2021 | 3 | 3 |
| EURO STOXX 50 DEC 21 | 17.12.2021 | 16 | 16 |
| EURO STOXX 50 SEP 21 | 17.09.2021 | 6 | 6 |
| Mini S&P 500 JUN 21 | 18.06.2021 | 0 | 21 |
| Mini S&P 500 SEP 21 | 17.09.2021 | 28 | 28 |
| MSCI EM Asia JUN 21 | 21.06.2021 | 0 | 42 |
| MSCI EM Asia SEP 21 | 20.09.2021 | 52 | 52 |
| TOPIX SEP 21 | 10.09.2021 | 0 | 7 |

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, 2021-11-30):
# Derivative Finanzinstrumente
## Am Ende der Berichtsperiode offene derivative Finanzinstrumente
Devisentermingeschäfte
| Währung |  | Betrag | gegen | Gegenwert | Verfall | Gegenpartei | Verkehrswert in EUR 3 | in % 3 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| CHF | Kauf | 230’000.00 | EUR | 212’901.26 | 19.01.2022 | LGT Bank AG | 7’909.48 | 0.01 |
| CHF | Kauf | 171’000.00 | EUR | 162’152.47 | 19.01.2022 | LGT Bank AG | 2’015.52 | 0.00 |
| CHF | Kauf | 180’000.00 | EUR | 167’916.40 | 19.01.2022 | LGT Bank AG | 4’892.01 | 0.00 |
| CHF | Kauf | 200’000.00 | EUR | 187’439.32 | 19.01.2022 | LGT Bank AG | 4’570.02 | 0.00 |
| CHF | Kauf | 18’024’500.00 | EUR | 16’638’174.06 | 19.01.2022 | LGT Bank AG | 666’187.62 | 0.57 |
| GBP | Kauf | 170’000.00 | EUR | 199’710.54 | 19.01.2022 | LGT Bank AG | -83.45 | 0.00 |
| GBP | Kauf | 100’000.00 | EUR | 118’719.44 | 19.01.2022 | LGT Bank AG | -1’291.74 | 0.00 |
| JPY | Kauf | 29’000’000.00 | EUR | 226’842.06 | 19.01.2022 | LGT Bank AG | -224.74 | 0.00 |
| JPY | Kauf | 30’000’000.00 | EUR | 228’946.27 | 19.01.2022 | LGT Bank AG | 5’485.44 | 0.00 |
| USD | Kauf | 80’000.00 | EUR | 70’370.56 | 19.01.2022 | LGT Bank AG | 528.86 | 0.00 |
| USD | Kauf | 6’494’700.00 | EUR | 5’552’933.57 | 19.01.2022 | LGT Bank AG | 202’947.32 | 0.17 |
| USD | Kauf | 202’000.00 | EUR | 173’965.76 | 19.01.2022 | LGT Bank AG | 5’055.28 | 0.00 |
| USD | Kauf | 100’000.00 | EUR | 86’181.18 | 19.01.2022 | LGT Bank AG | 2’443.10 | 0.00 |
| USD | Kauf | 330’000.00 | EUR | 286’039.21 | 19.01.2022 | LGT Bank AG | 6’420.90 | 0.01 |
| USD | Kauf | 1’590’000.00 | EUR | 1’366’040.41 | 19.01.2022 | LGT Bank AG | 43’085.59 | 0.04 |
| USD | Kauf | 123’000.00 | EUR | 106’384.07 | 19.01.2022 | LGT Bank AG | 2’623.79 | 0.00 |
| USD | Kauf | 84’000.00 | EUR | 72’168.79 | 19.01.2022 | LGT Bank AG | 2’275.60 | 0.00 |
| USD | Kauf | 300’000.00 | EUR | 265’934.11 | 19.01.2022 | LGT Bank AG | -61.28 | 0.00 |
| USD | Kauf | 81’000.00 | EUR | 69’967.04 | 19.01.2022 | LGT Bank AG | 1’818.62 | 0.00 |
| AUD | Verkauf | 1’005’000.00 | EUR | 623’765.66 | 19.01.2022 | LGT Bank AG | -8’505.46 | -0.01 |
| CHF | Verkauf | 104’000.00 | EUR | 99’280.50 | 19.01.2022 | LGT Bank AG | -564.36 | 0.00 |
| CHF | Verkauf | 200’000.00 | EUR | 192’051.56 | 19.01.2022 | LGT Bank AG | 42.22 | 0.00 |
| CHF | Verkauf | 251’000.00 | EUR | 231’539.35 | 19.01.2022 | LGT Bank AG | -9’432.37 | -0.01 |
| CHF | Verkauf | 205’000.00 | EUR | 189’588.89 | 19.01.2022 | LGT Bank AG | -7’220.68 | -0.01 |
| CHF | Verkauf | 1’608’000.00 | EUR | 1’484’191.70 | 19.01.2022 | LGT Bank AG | -59’563.39 | -0.05 |
| CHF | Verkauf | 214’000.00 | EUR | 199’621.65 | 19.01.2022 | LGT Bank AG | -5’828.34 | 0.00 |
| GBP | Verkauf | 5’097’000.00 | EUR | 5’889’571.40 | 19.01.2022 | LGT Bank AG | -95’718.47 | -0.08 |
| HKD | Verkauf | 16’350’000.00 | EUR | 1’795’744.65 | 19.01.2022 | LGT Bank AG | -63’004.72 | -0.05 |
| JPY | Verkauf | 364’126’000.00 | EUR | 2’799’250.92 | 19.01.2022 | LGT Bank AG | -46’171.74 | -0.04 |
| SEK | Verkauf | 1’320’000.00 | EUR | 129’683.63 | 19.01.2022 | LGT Bank AG | 534.81 | 0.00 |
| SEK | Verkauf | 7’673’000.00 | EUR | 750’930.47 | 19.01.2022 | LGT Bank AG | 204.03 | 0.00 |
| SGD | Verkauf | 840’000.00 | EUR | 529’150.19 | 19.01.2022 | LGT Bank AG | -13’765.69 | -0.01 |
| USD | Verkauf | 84’000.00 | EUR | 74’530.79 | 19.01.2022 | LGT Bank AG | 86.40 | 0.00 |
| USD | Verkauf | 101’000.00 | EUR | 86’765.88 | 19.01.2022 | LGT Bank AG | -2’744.64 | 0.00 |
| USD | Verkauf | 95’000.00 | EUR | 81’984.05 | 19.01.2022 | LGT Bank AG | -2’209.01 | 0.00 |
| USD | Verkauf | 300’000.00 | EUR | 267’082.13 | 19.01.2022 | LGT Bank AG | 1’209.30 | 0.00 |
| USD | Verkauf | 160’000.00 | EUR | 141’818.70 | 19.01.2022 | LGT Bank AG | 19.86 | 0.00 |
| USD | Verkauf | 1’030’000.00 | EUR | 884’847.80 | 19.01.2022 | LGT Bank AG | -27’982.25 | -0.02 |
| USD | Verkauf | 84’000.00 | EUR | 72’624.66 | 19.01.2022 | LGT Bank AG | -1’819.73 | 0.00 |
| USD | Verkauf | 950’000.00 | EUR | 820’527.35 | 19.01.2022 | LGT Bank AG | -21’403.28 | -0.02 |
| USD | Verkauf | 73’883’000.00 | EUR | 63’163’951.16 | 19.01.2022 | LGT Bank AG | -2’314’323.04 | -1.98 |
| USD | Verkauf | 1’000’000.00 | EUR | 856’661.66 | 19.01.2022 | LGT Bank AG | -29’581.10 | -0.03 |

Total Devisentermingeschäfte	-1’751’143.71	-1.50
Am Ende der Berichtsperiode offene engagementerhöhende Derivate
| Futures |  |
| --- | --- |
| Bezeichnung | Anzahl Kontrakte | Kontraktgrösse | Verfall | Gegenpartei | Kontraktwert in EUR | Verkehrswert in EUR 3 | in % 3 |
| Mini S&P 500 DEC 21 | 16 | 50.00 | 17.12.2021 | CME | 3’243’652.18 | 64’992.33 | 0.06 |
| MSCI EM Asia DEC 21 | 26 | 100.00 | 20.12.2021 | EUREX | 1’628’752.04 | -114’073.60 | -0.10 |
| TOPIX DEC 21 | 6 | 10’000.00 | 10.12.2021 | JPX | 889’842.82 | -31’476.16 | -0.03 |
| Total |  |  |  |  | 5’762’247.04 |  | -0.07 |

Während der Berichtsperiode getätigte derivative Finanzinstrumente
| Devisentermingeschäfte |  |
| --- | --- |
| Verfall | Kauf | Verkauf | Kauf Betrag | Verkauf Betrag |
| 14.07.2021 | AUD | EUR | 1’005’000.00 | 638’236.66 |
| 14.07.2021 | CHF | EUR | 130’000.00 | 118’605.46 |
| 14.07.2021 | CHF | EUR | 233’000.00 | 212’755.66 |
| 14.07.2021 | CHF | EUR | 180’000.00 | 164’399.33 |
| 14.07.2021 | CHF | EUR | 1’608’000.00 | 1’473’877.18 |
| 14.07.2021 | CHF | EUR | 365’000.00 | 334’092.13 |
| 14.07.2021 | CHF | EUR | 185’000.00 | 168’582.58 |
| 14.07.2021 | CHF | EUR | 112’000.00 | 102’275.54 |
| 14.07.2021 | CHF | EUR | 345’000.00 | 317’021.87 |
| 14.07.2021 | CHF | EUR | 178’000.00 | 162’797.48 |
| 14.07.2021 | CHF | EUR | 180’000.00 | 164’085.21 |
| 14.07.2021 | CHF | EUR | 17’092’500.00 | 15’508’676.42 |
| 14.07.2021 | CHF | EUR | 133’000.00 | 121’571.88 |
| 14.07.2021 | EUR | AUD | 645’158.81 | 1’005’000.00 |
| 14.07.2021 | EUR | CAD | 198’827.84 | 300’000.00 |
| 14.07.2021 | EUR | CHF | 132’877.94 | 145’000.00 |
| 14.07.2021 | EUR | CHF | 182’455.95 | 200’000.00 |
| 14.07.2021 | EUR | CHF | 224’592.93 | 246’000.00 |
| 14.07.2021 | EUR | CHF | 1’268’332.07 | 1’398’000.00 |
| 14.07.2021 | EUR | CHF | 16’608’157.65 | 18’119’500.00 |
| 14.07.2021 | EUR | CHF | 182’453.62 | 200’000.00 |
| 14.07.2021 | EUR | CHF | 310’443.60 | 340’000.00 |
| 14.07.2021 | EUR | CHF | 85’000.83 | 93’000.00 |
| 14.07.2021 | EUR | GBP | 5’548’183.81 | 4’821’000.00 |
| 14.07.2021 | EUR | GBP | 320’647.24 | 276’000.00 |
| 14.07.2021 | EUR | HKD | 1’657’755.90 | 15’525’000.00 |
| 14.07.2021 | EUR | JPY | 2’349’104.52 | 306’526’000.00 |
| 14.07.2021 | EUR | JPY | 273’107.36 | 36’000’000.00 |
| 14.07.2021 | EUR | NOK | 2’473’722.55 | 25’380’000.00 |
| 14.07.2021 | EUR | SEK | 846’556.27 | 8’573’000.00 |
| 14.07.2021 | EUR | SGD | 523’971.38 | 840’000.00 |
| 14.07.2021 | EUR | USD | 472’844.62 | 570’000.00 |

| Verfall | Kauf | Verkauf | Kauf Betrag | Verkauf Betrag |
| --- | --- | --- | --- | --- |
| 14.07.2021 | EUR | USD | 29’567.55 | 36’000.00 |
| 14.07.2021 | EUR | USD | 144’691.17 | 173’000.00 |
| 14.07.2021 | EUR | USD | 409’361.27 | 500’000.00 |
| 14.07.2021 | EUR | USD | 775’363.66 | 920’000.00 |
| 14.07.2021 | EUR | USD | 56’273.67 | 67’000.00 |
| 14.07.2021 | EUR | USD | 50’411.70 | 60’000.00 |
| 14.07.2021 | EUR | USD | 51’866.32 | 63’000.00 |
| 14.07.2021 | EUR | USD | 1’650’233.10 | 2’000’000.00 |
| 14.07.2021 | EUR | USD | 26’819.54 | 32’000.00 |
| 14.07.2021 | EUR | USD | 489’430.34 | 600’000.00 |
| 14.07.2021 | EUR | USD | 60’054’388.38 | 72’434’000.00 |
| 14.07.2021 | EUR | USD | 5’156’210.31 | 6’090’000.00 |
| 14.07.2021 | EUR | USD | 47’415.22 | 58’000.00 |
| 14.07.2021 | EUR | USD | 28’700.52 | 35’000.00 |
| 14.07.2021 | EUR | USD | 24’440.81 | 29’000.00 |
| 14.07.2021 | EUR | USD | 558’498.17 | 680’000.00 |
| 14.07.2021 | GBP | EUR | 5’097’000.00 | 5’948’879.55 |
| 14.07.2021 | HKD | EUR | 15’525’000.00 | 1’689’618.27 |
| 14.07.2021 | JPY | EUR | 322’526’000.00 | 2’463’534.98 |
| 14.07.2021 | JPY | EUR | 20’000’000.00 | 150’563.45 |
| 14.07.2021 | NOK | EUR | 25’380’000.00 | 2’522’587.49 |
| 14.07.2021 | SEK | EUR | 900’000.00 | 88’475.21 |
| 14.07.2021 | SEK | EUR | 7’673’000.00 | 756’692.76 |
| 14.07.2021 | SGD | EUR | 840’000.00 | 527’141.51 |
| 14.07.2021 | USD | EUR | 72’674’000.00 | 61’530’776.39 |
| 14.07.2021 | USD | EUR | 133’000.00 | 109’745.93 |
| 14.07.2021 | USD | EUR | 320’000.00 | 265’628.50 |
| 14.07.2021 | USD | EUR | 42’000.00 | 34’263.20 |
| 14.07.2021 | USD | EUR | 48’000.00 | 39’710.77 |
| 14.07.2021 | USD | EUR | 660’000.00 | 554’556.61 |
| 14.07.2021 | USD | EUR | 66’000.00 | 54’755.88 |
| 14.07.2021 | USD | EUR | 350’000.00 | 289’528.98 |
| 14.07.2021 | USD | EUR | 6’029’000.00 | 4’999’087.91 |
| 14.07.2021 | USD | EUR | 500’000.00 | 415’638.31 |
| 14.07.2021 | USD | EUR | 58’000.00 | 47’435.27 |
| 14.07.2021 | USD | EUR | 72’000.00 | 58’953.33 |
| 14.07.2021 | USD | EUR | 2’200’000.00 | 1’840’503.63 |
| 14.07.2021 | USD | EUR | 1’000’000.00 | 823’357.67 |
| 14.07.2021 | USD | EUR | 71’000.00 | 58’325.80 |
| 14.07.2021 | USD | EUR | 124’000.00 | 103’810.86 |
| 06.10.2021 | AUD | EUR | 1’005’000.00 | 625’000.00 |
| 06.10.2021 | CHF | EUR | 70’000.00 | 64’798.56 |
| 06.10.2021 | CHF | EUR | 175’000.00 | 162’066.90 |
| 06.10.2021 | CHF | EUR | 18’119’500.00 | 16’619’110.12 |
| 06.10.2021 | CHF | EUR | 360’000.00 | 331’006.18 |
| 06.10.2021 | CHF | EUR | 56’000.00 | 51’681.35 |
| 06.10.2021 | CHF | EUR | 1’608’000.00 | 1’483’394.83 |
| 06.10.2021 | CHF | EUR | 193’000.00 | 180’206.76 |
| 06.10.2021 | EUR | AUD | 637’307.81 | 1’005’000.00 |
| 06.10.2021 | EUR | CHF | 187’802.29 | 203’000.00 |
| 06.10.2021 | EUR | CHF | 290’937.44 | 315’000.00 |

| Verfall | Kauf | Verkauf | Kauf Betrag | Verkauf Betrag |
| --- | --- | --- | --- | --- |
| 06.10.2021 | EUR | CHF | 104’058.47 | 112’000.00 |
| 06.10.2021 | EUR | CHF | 1’474’716.59 | 1’608’000.00 |
| 06.10.2021 | EUR | CHF | 194’048.31 | 208’000.00 |
| 06.10.2021 | EUR | CHF | 16’627’767.53 | 18’024’500.00 |
| 06.10.2021 | EUR | CHF | 102’851.39 | 111’000.00 |
| 06.10.2021 | EUR | GBP | 5’938’835.93 | 5’097’000.00 |
| 06.10.2021 | EUR | HKD | 89’876.61 | 825’000.00 |
| 06.10.2021 | EUR | HKD | 1’687’030.02 | 15’525’000.00 |
| 06.10.2021 | EUR | JPY | 139’083.96 | 18’000’000.00 |
| 06.10.2021 | EUR | JPY | 313’889.38 | 41’000’000.00 |
| 06.10.2021 | EUR | JPY | 2’460’774.02 | 322’526’000.00 |
| 06.10.2021 | EUR | NOK | 2’683’552.87 | 27’480’000.00 |
| 06.10.2021 | EUR | SEK | 755’934.82 | 7’673’000.00 |
| 06.10.2021 | EUR | SGD | 526’084.39 | 840’000.00 |
| 06.10.2021 | EUR | USD | 417’695.63 | 490’000.00 |
| 06.10.2021 | EUR | USD | 504’655.45 | 600’000.00 |
| 06.10.2021 | EUR | USD | 295’547.45 | 350’000.00 |
| 06.10.2021 | EUR | USD | 61’416’326.02 | 72’674’000.00 |
| 06.10.2021 | EUR | USD | 844’842.20 | 1’000’000.00 |
| 06.10.2021 | EUR | USD | 155’082.49 | 182’000.00 |
| 06.10.2021 | EUR | USD | 58’826.84 | 70’000.00 |
| 06.10.2021 | EUR | USD | 381’970.00 | 450’000.00 |
| 06.10.2021 | EUR | USD | 109’952.38 | 130’000.00 |
| 06.10.2021 | EUR | USD | 16’150.98 | 19’000.00 |
| 06.10.2021 | EUR | USD | 44’038.57 | 52’000.00 |
| 06.10.2021 | EUR | USD | 354’337.68 | 420’000.00 |
| 06.10.2021 | EUR | USD | 601’632.78 | 704’000.00 |
| 06.10.2021 | EUR | USD | 5’566’726.66 | 6’494’700.00 |
| 06.10.2021 | GBP | EUR | 5’097’000.00 | 5’902’721.48 |
| 06.10.2021 | HKD | EUR | 16’350’000.00 | 1’799’867.90 |
| 06.10.2021 | JPY | EUR | 364’126’000.00 | 2’803’125.48 |
| 06.10.2021 | JPY | EUR | 17’400’000.00 | 133’922.22 |
| 06.10.2021 | NOK | EUR | 25’380’000.00 | 2’470’549.55 |
| 06.10.2021 | NOK | EUR | 2’100’000.00 | 201’870.63 |
| 06.10.2021 | SEK | EUR | 7’673’000.00 | 751’886.33 |
| 06.10.2021 | SGD | EUR | 840’000.00 | 530’638.03 |
| 06.10.2021 | USD | EUR | 115’000.00 | 97’025.94 |
| 06.10.2021 | USD | EUR | 1’680’000.00 | 1’431’601.41 |
| 06.10.2021 | USD | EUR | 72’500.00 | 61’960.99 |
| 06.10.2021 | USD | EUR | 73’883’000.00 | 63’326’476.39 |
| 06.10.2021 | USD | EUR | 38’000.00 | 32’395.65 |
| 06.10.2021 | USD | EUR | 70’000.00 | 59’221.81 |
| 06.10.2021 | USD | EUR | 50’000.00 | 42’284.84 |
| 06.10.2021 | USD | EUR | 12’200.00 | 10’302.86 |
| 06.10.2021 | USD | EUR | 280’000.00 | 237’691.61 |
| 06.10.2021 | USD | EUR | 750’000.00 | 634’254.84 |
| 06.10.2021 | USD | EUR | 375’000.00 | 315’171.87 |
| 06.10.2021 | USD | EUR | 6’090’000.00 | 5’147’080.57 |
| 06.10.2021 | USD | EUR | 220’000.00 | 185’340.10 |

Während der Berichtsperiode getätigte engagementerhöhende Derivate
| Futures |  |
| --- | --- |
| Bezeichnung | Verfall | Käufe/Kontrakte | Verkäufe/Kontrakte |
| DAX DEC 21 | 17.12.2021 | 3 | 3 |
| EURO STOXX 50 DEC 21 | 17.12.2021 | 16 | 16 |
| EURO STOXX 50 SEP 21 | 17.09.2021 | 6 | 6 |
| Mini S&P 500 JUN 21 | 18.06.2021 | 0 | 21 |
| Mini S&P 500 SEP 21 | 17.09.2021 | 28 | 28 |
| MSCI EM Asia JUN 21 | 21.06.2021 | 0 | 42 |
| MSCI EM Asia SEP 21 | 20.09.2021 | 52 | 52 |
| TOPIX SEP 21 | 10.09.2021 | 0 | 7 |

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