# Derivatives using the commitment approach I
## Total exposure from derivatives, which are booked in the CHF hedged class
in amount in CHF
as % of net assets class CHF hedged
engagement increasing positions	–0.00
engagement reducing positions	117 579 102	9G.70
Currency forward exchange transactions | Safeguarding Class CHF hedged
| Currency | Expiry | Amount of foreign currency | Equivalent value purchase CHF | Value at 31. 12. 2021 CHF | Income CHF | Income EUR |
| --- | --- | --- | --- | --- | --- | --- |
| EUR/CHF | 1G.03.2022 | -51 103 G99 | 54 800 000 | -52 92G 210 | 1 873 790 | 1 808 41G |
| EUR/CHF | 15.0G.2022 | -G2 451 9G0 | G5 000 000 | -G4 G52 892 | 347 108 | 334 998 |

(Unrealized) result from currency forward exchange transactions	2 220 8U8	2 143 414

## Total exposure from derivatives, which are booked in the USD hedged R class
in amount in CHF
as % of net assets class USD hedged R
engagement increasing positions	–0.00
engagement reducing positions	1 017 203	9G.5G
Currency forward exchange transactions | Safeguarding Class USD hedged R
| Currency | Expiry | Amount of foreign currency | Equivalent value purchase USD | Value at 31. 12. 2021 USD | Income USD | Income EUR |
| --- | --- | --- | --- | --- | --- | --- |
| EUR/USD | 1G.03.2022 | -893 0G5 | 1 039 000 | -1 017 203 | 21 797 | 19 1G8 |

(Unrealized) result from currency forward exchange transactions	21 7U7	1U 1G8

## Total exposure from derivatives, which are booked in the CHF hedged R class
in amount in CHF
as % of net assets class CHF hedged R
engagement increasing positions	–0.00
engagement reducing positions	47 074	9G.87
Currency forward exchange transactions | Safeguarding Class CHF hedged R
| Currency | Expiry | Amount of foreign currency | Equivalent value purchase CHF | Value at 31. 12. 2021 CHF | Income CHF | Income EUR |
| --- | --- | --- | --- | --- | --- | --- |
| EUR/CHF | 1G.03.2022 | -45 453 | 47 950 | -47 074 | 87G | 84G |

(Unrealized) result from currency forward exchange transactions	87G	84G
Identity of the contracting parties in OTC derivative transactions:
Currency forward exchange transactions: Bank J. Safra Sarasin AG, Basel (Custodian Bank).

Translation (ENDE, 2021-12-31):
# Derivate unter Anwendung des Commitment-Ansatzes I
## Engagement aus Derivaten, die in der Anteilsklasse CHF hedged gebucht sind
betragsmässig in CHF
in % des Nettofondsvermögens der Klasse CHF hedged
engagementerhöhende Positionen	–0.00
engagementreduzierende Positionen	117 579 102	9G.70
Devisentermingeschäfte | Absicherung Klasse CHF hedged
|  | Gegenwert Einstand | Wert per 31. 12. 2021 | Erfolg | Erfolg |
| --- | --- | --- | --- | --- |
| Währung | Verfall | Betrag FW | CHF | CHF | CHF | EUR |
| EUR/CHF | 1G.03.2022 | -51 103 G99 | 54 800 000 | -52 92G 210 | 1 873 790 | 1 808 41G |
| EUR/CHF | 15.0G.2022 | -G2 451 9G0 | G5 000 000 | -G4 G52 892 | 347 108 | 334 998 |

Erfolg Devisentermingeschäfte	2 220 8U8	2 143 414

## Engagement aus Derivaten, die in der Anteilsklasse USD hedged R gebucht sind
betragsmässig in CHF
in % des Nettofondsvermögens der Klasse USD hedged R
engagementerhöhende Positionen	–0.00
engagementreduzierende Positionen	1 017 203	9G.5G
Devisentermingeschäfte | Absicherung Klasse USD hedged R
|  | Gegenwert Einstand | Wert per 31. 12. 2021 | Erfolg | Erfolg |
| --- | --- | --- | --- | --- |
| Währung | Verfall | Betrag FW | USD | USD | USD | EUR |
| EUR/USD | 1G.03.2022 | -893 0G5 | 1 039 000 | -1 017 203 | 21 797 | 19 1G8 |

Erfolg Devisentermingeschäfte	21 7U7	1U 1G8

## Engagement aus Derivaten, die in der Anteilsklasse CHF hedged R gebucht sind
betragsmässig in CHF
in % des Nettofondsvermögens der Klasse CHF hedged R
engagementerhöhende Positionen	–0.00
engagementreduzierende Positionen	47 074	9G.87
Devisentermingeschäfte | Absicherung Klasse CHF hedged R
|  | Gegenwert Einstand | Wert per 31. 12. 2021 | Erfolg | Erfolg |
| --- | --- | --- | --- | --- |
| Währung | Verfall | Betrag FW | CHF | CHF | CHF | EUR |
| EUR/CHF | 1G.03.2022 | -45 453 | 47 950 | -47 074 | 87G | 84G |

Erfolg Devisentermingeschäfte	87G	84G
Identität der Vertragspartner bei OTC Derivat-Geschäften: Devisentermingeschäfte: Bank J. Safra Sarasin AG, Basel (Depotbank)