# 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 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| AUD	Purchase | 1,050,000.00 | EUR | 624,004.56 | 31.07.2020 | LGT Bank AG | 1,596.09 | 0.00 |
| CHF	Purchase | 1,200.00 | EUR | 1,123.84 | 31.07.2020 | LGT Bank AG | -0.43 | 0.00 |
| CHF	Purchase | 133,800.00 | EUR | 126,938.95 | 31.07.2020 | LGT Bank AG | -1,678.81 | 0.00 |
| CHF	Purchase | 35,300,000.00 | EUR | 33,489,872.40 | 31.07.2020 | LGT Bank AG | -442,914.83 | -0.39 |
| NOK	Purchase | 24,000,000.00 | EUR | 2,159,292.83 | 31.07.2020 | LGT Bank AG | 59,284.35 | 0.05 |
| NZD	Purchase | 1,100,000.00 | EUR | 613,829.01 | 31.07.2020 | LGT Bank AG | -2,364.61 | 0.00 |
| USD	Purchase | 22,625,000.00 | EUR | 20,640,611.60 | 31.07.2020 | LGT Bank AG | -331,007.96 | -0.29 |
| USD	Purchase | 210,000.00 | EUR | 188,591.13 | 31.07.2020 | LGT Bank AG | -82.10 | 0.00 |
| CHF	Sale | 750,000.00 | EUR | 712,744.83 | 31.07.2020 | LGT Bank AG | 10,614.00 | 0.01 |
| CHF	Sale | 2,300,000.00 | EUR | 2,186,436.49 | 31.07.2020 | LGT Bank AG | 33,235.29 | 0.03 |
| CHF	Sale | 2,400.00 | EUR | 2,280.78 | 31.07.2020 | LGT Bank AG | 33.96 | 0.00 |
| CZK	Sale | 50,000,000.00 | EUR | 1,851,694.11 | 31.07.2020 | LGT Bank AG | -4,182.24 | 0.00 |
| GBP	Sale | 6,060,000.00 | EUR | 6,941,978.35 | 31.07.2020 | LGT Bank AG | 210,300.07 | 0.18 |
| HUF	Sale | 550,000,000.00 | EUR | 1,568,636.40 | 31.07.2020 | LGT Bank AG | -16,404.82 | -0.01 |
| JPY	Sale | 74,295,000.00 | EUR | 644,044.14 | 31.07.2020 | LGT Bank AG | 24,225.40 | 0.02 |
| PLN	Sale | 9,000,000.00 | EUR | 1,978,728.67 | 31.07.2020 | LGT Bank AG | -38,860.67 | -0.03 |
| RUB	Sale | 35,000,000.00 | EUR | 429,549.05 | 31.07.2020 | LGT Bank AG | -11,418.85 | -0.01 |
| THB	Sale | 50,000,000.00 | EUR | 1,416,711.53 | 31.07.2020 | LGT Bank AG | 6,101.88 | 0.01 |
| USD	Sale | 51,000,000.00 | EUR | 47,196,002.22 | 31.07.2020 | LGT Bank AG | 1,415,238.22 | 1.24 |
| USD	Sale | 400,000.00 | EUR | 367,964.97 | 31.07.2020 | LGT Bank AG | 8,900.15 | 0.01 |
| ZAR	Sale | 9,000,000.00 | EUR | 443,448.05 | 31.07.2020 | LGT Bank AG | -12,257.13 | -0.01 |

Total Forward exchange transactions	908,356.96	0.80
Exposure-decreasing 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 |
| Bund JUN 20 | -45 | 100,000.00 | 10.06.2020 | EUREX | -7,760,700.00 | 91,100.00 | 0.08 |
| CAN 10Y BD SEP 20 | -26 | 100,000.00 | 30.09.2020 | MSE | -2,598,230.91 | 8,624.69 | 0.01 |
| US 10yr Note SEP 20 | -225 | 100,000.00 | 30.09.2020 | CBOT | -28,122,470.30 | 18,958.97 | 0.02 |
| 10yr JGB JUN 20 | -3 | 100,000,000.00 | 22.06.2020 | JPX | -3,810,596.91 | 33,966.56 | 0.03 |
| 10yr Lg Gilt SEP 20 | -18 | 100,000.00 | 30.09.2020 | ICE | -2,750,971.83 | -5,204.11 | 0.00 |
| Total |  |  |  |  | -45,042,969.95 |  | 0.13 |

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 |
| AUST 10yr Bd JUN 20 | 8 | 100,000.00 | 15.06.2020 | SFE | 710,971.69 | 1,151.95 | 0.00 |
| Euro OAT JUN 20 | 2 | 100,000.00 | 10.06.2020 | EUREX | 336,880.00 | -6,980.00 | -0.01 |
| Total |  |  |  |  | 1,047,851.69 |  | -0.01 |

Exposure-decreasing derivatives open at the end of the period under review
| Credit Default Swaps |  |
| --- | --- |
| Description | Number of contracts | Maturity | Counterparty | Market value | in % 3 |
|  |  |  |  | in EUR 3 |  |
| CDS - USD, CDS HD USD SR 5Y 12/24 (15798559), 20.12.2019- | 20,000,000 | 20.12.2024 | LGT Bank AG | -617,293.14 | -0.54 |
| 20.12.2024 |  |  |  |  |  |
| Total |  |  |  |  | -0.54 |

Transactions derivative financial instruments during the period under review
Forward exchange transactions
| Maturity | Purchase | Sale | Purchase Amount | Sale Amount |
| --- | --- | --- | --- | --- |
| 08.08.2019 | EUR | ZAR | 428,076.96 | 7,000,000.00 |
| 09.08.2019 | AUD | EUR | 2,550,000.00 | 1,595,070.92 |
| 09.08.2019 | CAD | EUR | 1,540,000.00 | 1,015,516.30 |
| 09.08.2019 | CHF | EUR | 273,700.00 | 240,994.62 |
| 09.08.2019 | CHF | EUR | 40,650,000.00 | 35,792,587.90 |
| 09.08.2019 | CHF | EUR | 2,000.00 | 1,796.96 |
| 09.08.2019 | EUR | AUD | 969,027.46 | 1,600,000.00 |
| 09.08.2019 | EUR | CHF | 253,633.85 | 275,700.00 |
| 09.08.2019 | EUR | CHF | 3,681,626.93 | 4,200,000.00 |
| 09.08.2019 | EUR | CHF | 36,522,539.10 | 39,700,000.00 |
| 09.08.2019 | EUR | CHF | 395,583.53 | 450,000.00 |
| 09.08.2019 | EUR | CHF | 446,213.43 | 500,000.00 |
| 09.08.2019 | EUR | CZK | 1,936,177.62 | 50,000,000.00 |
| 09.08.2019 | EUR | GBP | 5,255,661.97 | 4,550,000.00 |
| 09.08.2019 | EUR | HUF | 1,700,916.95 | 550,000,000.00 |
| 09.08.2019 | EUR | JPY | 3,363,632.72 | 420,000,000.00 |
| 09.08.2019 | EUR | PLN | 2,087,743.21 | 9,000,000.00 |
| 09.08.2019 | EUR | RUB | 1,083,130.25 | 80,000,000.00 |
| 09.08.2019 | EUR | THB | 1,385,271.79 | 50,000,000.00 |
| 09.08.2019 | EUR | TRY | 1,310,979.84 | 8,500,000.00 |
| 09.08.2019 | EUR | USD | 71,566,193.86 | 80,900,000.00 |
| 09.08.2019 | EUR | USD | 2,022,326.48 | 2,300,000.00 |
| 09.08.2019 | EUR | USD | 619,984.77 | 700,000.00 |
| 09.08.2019 | EUR | USD | 707,952.07 | 800,000.00 |
| 09.08.2019 | EUR | USD | 28,430,493.27 | 31,700,000.00 |
| 09.08.2019 | GBP | EUR | 300,000.00 | 334,228.32 |
| 09.08.2019 | GBP | EUR | 1,600,000.00 | 1,807,174.48 |
| 09.08.2019 | JPY | EUR | 140,000,000.00 | 1,185,636.86 |
| 09.08.2019 | NOK | EUR | 9,000,000.00 | 926,507.38 |
| 09.08.2019 | NOK | EUR | 8,000,000.00 | 802,574.66 |
| 09.08.2019 | NZD | EUR | 2,800,000.00 | 1,655,531.25 |
| 09.08.2019 | TRY | EUR | 15,700,000.00 | 2,199,156.76 |
| 09.08.2019 | USD | EUR | 3,000,000.00 | 2,705,300.77 |
| 09.08.2019 | USD | EUR | 300,000.00 | 269,186.25 |
| 09.08.2019 | USD | EUR | 1,000,000.00 | 882,885.27 |
| 09.08.2019 | USD | EUR | 31,400,000.00 | 27,940,666.13 |
| 19.09.2019 | ARS | EUR | 204,150,000.00 | 3,000,000.00 |
| 08.11.2019 | AUD | EUR | 990,000.00 | 592,161.93 |
| 08.11.2019 | CAD | EUR | 1,500,000.00 | 1,002,603.43 |
| 08.11.2019 | CHF | EUR | 275,700.00 | 253,949.25 |
| 08.11.2019 | CHF | EUR | 400,000.00 | 368,578.67 |
| 08.11.2019 | CHF | EUR | 39,700,000.00 | 36,567,954.68 |
| 08.11.2019 | CHF | EUR | 1,900.00 | 1,740.28 |
| 08.11.2019 | EUR | CHF | 506,217.27 | 550,000.00 |
| 08.11.2019 | EUR | CHF | 452,550.12 | 500,000.00 |
| 08.11.2019 | EUR | CHF | 3,934,342.23 | 4,300,000.00 |

| Maturity | Purchase | Sale | Purchase Amount | Sale Amount |
| --- | --- | --- | --- | --- |
| 08.11.2019 | EUR | CHF | 35,403,445.15 | 39,050,000.00 |
| 08.11.2019 | EUR | CHF | 251,677.24 | 277,600.00 |
| 08.11.2019 | EUR | CZK | 1,932,026.14 | 50,000,000.00 |
| 08.11.2019 | EUR | GBP | 2,890,580.17 | 2,670,000.00 |
| 08.11.2019 | EUR | GBP | 451,569.20 | 400,000.00 |
| 08.11.2019 | EUR | GBP | 3,854,377.35 | 3,335,000.00 |
| 08.11.2019 | EUR | HUF | 1,688,458.01 | 550,000,000.00 |
| 08.11.2019 | EUR | JPY | 2,362,496.01 | 281,000,000.00 |
| 08.11.2019 | EUR | PLN | 2,074,358.85 | 9,000,000.00 |
| 08.11.2019 | EUR | RUB | 1,079,865.50 | 80,000,000.00 |
| 08.11.2019 | EUR | SEK | 276,669.82 | 3,000,000.00 |
| 08.11.2019 | EUR | THB | 1,443,418.01 | 50,000,000.00 |
| 08.11.2019 | EUR | TRY | 1,240,463.93 | 8,000,000.00 |
| 08.11.2019 | EUR | USD | 2,265,539.33 | 2,500,000.00 |
| 08.11.2019 | EUR | USD | 71,908,532.35 | 81,000,000.00 |
| 08.11.2019 | EUR | USD | 28,036,546.04 | 31,300,000.00 |
| 08.11.2019 | EUR | USD | 589,922.31 | 650,000.00 |
| 08.11.2019 | EUR | USD | 269,708.98 | 300,000.00 |
| 08.11.2019 | EUR | ZAR | 414,125.22 | 7,000,000.00 |
| 08.11.2019 | GBP | EUR | 200,000.00 | 228,128.21 |
| 08.11.2019 | NOK | EUR | 17,000,000.00 | 1,696,234.36 |
| 08.11.2019 | NOK | EUR | 7,000,000.00 | 697,238.93 |
| 08.11.2019 | NZD | EUR | 2,800,000.00 | 1,598,410.72 |
| 08.11.2019 | TRY | EUR | 7,200,000.00 | 1,123,898.40 |
| 08.11.2019 | USD | EUR | 3,500,000.00 | 3,141,831.24 |
| 08.11.2019 | USD | EUR | 200,000.00 | 180,354.03 |
| 08.11.2019 | USD | EUR | 3,000,000.00 | 2,720,903.34 |
| 08.11.2019 | USD | EUR | 2,000,000.00 | 1,797,171.25 |
| 08.11.2019 | USD | EUR | 31,700,000.00 | 28,235,000.71 |
| 08.11.2019 | USD | EUR | 2,000,000.00 | 1,789,810.07 |
| 08.11.2019 | USD | EUR | 350,000.00 | 318,996.71 |
| 16.01.2020 | USD | BRL | 1,000,000.00 | 4,138,500.00 |
| 16.01.2020 | USD | CLP | 1,000,000.00 | 712,840,000.00 |
| 16.01.2020 | USD | COP | 1,000,000.00 | 3,454,000,000.00 |
| 16.01.2020 | USD | PEN | 1,000,000.00 | 3,380,500.00 |
| 07.02.2020 | AUD | EUR | 1,000,000.00 | 620,176.96 |
| 07.02.2020 | CAD | EUR | 1,590,000.00 | 1,083,277.47 |
| 07.02.2020 | CHF | EUR | 600,000.00 | 559,049.62 |
| 07.02.2020 | CHF | EUR | 277,600.00 | 251,882.77 |
| 07.02.2020 | CHF | EUR | 800,000.00 | 739,460.38 |
| 07.02.2020 | CHF | EUR | 500,000.00 | 466,243.94 |
| 07.02.2020 | CHF | EUR | 39,050,000.00 | 35,432,356.41 |
| 07.02.2020 | EUR | CHF | 3,635,187.16 | 4,000,000.00 |
| 07.02.2020 | EUR | CHF | 366,072.41 | 400,000.00 |
| 07.02.2020 | EUR | CHF | 36,202,697.64 | 38,650,000.00 |
| 07.02.2020 | EUR | CHF | 260,022.48 | 277,600.00 |
| 07.02.2020 | EUR | CZK | 1,950,813.74 | 50,000,000.00 |
| 07.02.2020 | EUR | GBP | 7,039,473.15 | 6,080,000.00 |
| 07.02.2020 | EUR | HUF | 1,657,600.10 | 550,000,000.00 |
| 07.02.2020 | EUR | JPY | 2,283,543.26 | 276,000,000.00 |
| 07.02.2020 | EUR | NZD | 996,775.14 | 1,700,000.00 |

| Maturity | Purchase | Sale | Purchase Amount | Sale Amount |
| --- | --- | --- | --- | --- |
| 07.02.2020 | EUR | PLN | 2,095,916.11 | 9,000,000.00 |
| 07.02.2020 | EUR | RUB | 1,111,721.01 | 80,000,000.00 |
| 07.02.2020 | EUR | SEK | 568,542.54 | 6,000,000.00 |
| 07.02.2020 | EUR | SEK | 280,941.89 | 3,000,000.00 |
| 07.02.2020 | EUR | SEK | 653,864.93 | 7,000,000.00 |
| 07.02.2020 | EUR | THB | 1,479,355.59 | 50,000,000.00 |
| 07.02.2020 | EUR | TRY | 121,406.19 | 800,000.00 |
| 07.02.2020 | EUR | USD | 64,526,999.17 | 72,000,000.00 |
| 07.02.2020 | EUR | USD | 1,974,386.82 | 2,200,000.00 |
| 07.02.2020 | EUR | USD | 1,078,942.64 | 1,200,000.00 |
| 07.02.2020 | EUR | USD | 1,268,115.94 | 1,400,000.00 |
| 07.02.2020 | EUR | USD | 252,056.74 | 280,000.00 |
| 07.02.2020 | EUR | USD | 2,154,824.11 | 2,400,000.00 |
| 07.02.2020 | EUR | USD | 25,601,157.11 | 28,320,000.00 |
| 07.02.2020 | EUR | USD | 267,991.14 | 300,000.00 |
| 07.02.2020 | EUR | ZAR | 418,605.71 | 7,000,000.00 |
| 07.02.2020 | NOK | EUR | 24,000,000.00 | 2,346,762.52 |
| 07.02.2020 | NZD | EUR | 2,800,000.00 | 1,604,408.92 |
| 07.02.2020 | RUB | EUR | 45,000,000.00 | 625,791.80 |
| 07.02.2020 | USD | EUR | 31,300,000.00 | 27,862,840.05 |
| 07.02.2020 | USD | EUR | 1,200,000.00 | 1,080,788.98 |
| 07.02.2020 | USD | EUR | 1,200,000.00 | 1,069,089.94 |
| 07.02.2020 | USD | EUR | 1,000,000.00 | 898,311.17 |
| 07.02.2020 | USD | EUR | 2,700,000.00 | 2,422,371.95 |
| 07.02.2020 | USD | EUR | 1,800,000.00 | 1,615,798.92 |
| 07.02.2020 | USD | EUR | 1,500,000.00 | 1,360,994.80 |
| 16.03.2020 | USD | BRL | 1,000,000.00 | 4,151,500.00 |
| 16.03.2020 | USD | CLP | 2,000,000.00 | 1,543,500,000.00 |
| 16.03.2020 | USD | COP | 1,000,000.00 | 3,290,150,000.00 |
| 16.03.2020 | USD | PEN | 500,000.00 | 1,669,500.00 |
| 20.03.2020 | ARS | USD | 174,800,000.00 | 2,000,000.00 |
| 20.03.2020 | USD | ARS | 2,155,363.75 | 174,800,000.00 |
| 08.05.2020 | AUD | EUR | 1,050,000.00 | 642,386.50 |
| 08.05.2020 | CAD | EUR | 1,590,000.00 | 1,080,912.05 |
| 08.05.2020 | CHF | EUR | 2,400.00 | 2,260.84 |
| 08.05.2020 | CHF | EUR | 38,650,000.00 | 36,231,544.41 |
| 08.05.2020 | CHF | EUR | 7,395.30 | 7,000.00 |
| 08.05.2020 | CHF | EUR | 277,600.00 | 260,229.67 |
| 08.05.2020 | CHF | EUR | 2,000.00 | 1,893.22 |
| 08.05.2020 | CHF | EUR | 3,900.00 | 3,688.69 |
| 08.05.2020 | CHF | EUR | 600,000.00 | 568,343.28 |
| 08.05.2020 | EUR | CAD | 922,102.13 | 1,400,000.00 |
| 08.05.2020 | EUR | CHF | 126,848.69 | 133,800.00 |
| 08.05.2020 | EUR | CHF | 264,612.77 | 280,000.00 |
| 08.05.2020 | EUR | CHF | 126,077.11 | 133,000.00 |
| 08.05.2020 | EUR | CHF | 426,789.08 | 450,000.00 |
| 08.05.2020 | EUR | CHF | 375,151.82 | 400,000.00 |
| 08.05.2020 | EUR | CHF | 3,116.29 | 3,300.00 |
| 08.05.2020 | EUR | CHF | 617,166.73 | 650,000.00 |
| 08.05.2020 | EUR | CHF | 3,603.29 | 3,800.00 |
| 08.05.2020 | EUR | CHF | 7,131.65 | 7,500.00 |

| Maturity | Purchase | Sale | Purchase Amount | Sale Amount |
| --- | --- | --- | --- | --- |
| 08.05.2020 | EUR | CHF | 5,413.87 | 5,700.00 |
| 08.05.2020 | EUR | CHF | 424,949.24 | 450,000.00 |
| 08.05.2020 | EUR | CHF | 2,560.73 | 2,700.00 |
| 08.05.2020 | EUR | CHF | 33,466,059.92 | 35,300,000.00 |
| 08.05.2020 | EUR | CHF | 1,896,469.82 | 2,000,000.00 |
| 08.05.2020 | EUR | CHF | 1,866,716.45 | 2,000,000.00 |
| 08.05.2020 | EUR | CHF | 3,310.61 | 3,500.00 |
| 08.05.2020 | EUR | HUF | 1,633,137.85 | 550,000,000.00 |
| 08.05.2020 | EUR | JPY | 2,232,825.85 | 270,000,000.00 |
| 08.05.2020 | EUR | PLN | 2,101,610.53 | 9,000,000.00 |
| 08.05.2020 | EUR | RUB | 498,789.37 | 35,000,000.00 |
| 08.05.2020 | EUR | SEK | 1,514,021.73 | 16,000,000.00 |
| 08.05.2020 | EUR | THB | 1,459,002.04 | 50,000,000.00 |
| 08.05.2020 | EUR | TRY | 118,337.94 | 800,000.00 |
| 08.05.2020 | EUR | USD | 20,675,317.55 | 22,625,000.00 |
| 08.05.2020 | EUR | USD | 1,808,481.78 | 2,000,000.00 |
| 08.05.2020 | EUR | USD | 323,594.67 | 350,000.00 |
| 08.05.2020 | EUR | USD | 460,235.64 | 500,000.00 |
| 08.05.2020 | EUR | USD | 640,051.57 | 695,000.00 |
| 08.05.2020 | EUR | USD | 223,715.65 | 250,000.00 |
| 08.05.2020 | EUR | USD | 60,293,706.17 | 66,800,000.00 |
| 08.05.2020 | EUR | USD | 287,526.81 | 315,000.00 |
| 08.05.2020 | EUR | USD | 4,670,060.24 | 5,000,000.00 |
| 08.05.2020 | EUR | ZAR | 424,855.25 | 7,000,000.00 |
| 08.05.2020 | NOK | EUR | 24,000,000.00 | 2,357,123.92 |
| 08.05.2020 | NZD | EUR | 1,100,000.00 | 645,312.68 |
| 08.05.2020 | USD | EUR | 1,000,000.00 | 873,085.65 |
| 08.05.2020 | USD | EUR | 4,600,000.00 | 4,302,282.08 |
| 08.05.2020 | USD | EUR | 28,320,000.00 | 25,460,299.19 |
| 08.05.2020 | USD | EUR | 3,000,000.00 | 2,767,017.16 |
| 08.05.2020 | USD | EUR | 4,400,000.00 | 3,941,063.19 |
| 08.05.2020 | USD | EUR | 280,000.00 | 256,577.08 |
| 08.05.2020 | USD | EUR | 1,200,000.00 | 1,085,061.60 |
| 08.05.2020 | USD | EUR | 330,000.00 | 301,397.39 |
| 08.05.2020 | USD | EUR | 1,500,000.00 | 1,363,264.56 |
| 08.05.2020 | USD | EUR | 2,000,000.00 | 1,783,601.04 |
| 08.05.2020 | USD | EUR | 180,000.00 | 165,829.84 |
| 08.05.2020 | USD | EUR | 625,000.00 | 571,977.67 |
| 11.05.2020 | EUR | CZK | 1,980,998.26 | 50,000,000.00 |
| 11.05.2020 | EUR | GBP | 7,178,767.85 | 6,080,000.00 |
| 12.05.2020 | EUR | JPY | 2,227,526.03 | 257,825,000.00 |

Transactions in exposure-decreasing derivatives during the period under review
| Futures |  |
| --- | --- |
| Description | Maturity | Purchases/Contracts | Sales/Contracts |
| AUST 10yr Bd Jun 19 | 17.06.2019 | 23 | 0 |
| AUST 10yr Bd JUN 20 | 15.06.2020 | 5 | 5 |
| AUST 10yr Bd Sep 19 | 16.09.2019 | 23 | 23 |
| Bund DEC 19 | 10.12.2019 | 45 | 45 |
| Bund Jun 19 | 06.06.2019 | 120 | 0 |
| Bund MAR 20 | 10.03.2020 | 45 | 45 |
| Bund Sep 19 | 06.09.2019 | 110 | 110 |
| CAN 10Y BD Dec 19 | 18.12.2019 | 18 | 18 |
| CAN 10Y BD JUN 20 | 30.06.2020 | 26 | 26 |
| CAN 10Y BD MAR 20 | 31.03.2020 | 15 | 15 |
| CAN 10Y BD Sep 19 | 19.09.2019 | 25 | 9 |
| US 10yr Note Dec 19 | 19.12.2019 | 455 | 455 |
| US 10yr Note JUN 20 | 30.06.2020 | 360 | 360 |
| US 10yr Note MAR 20 | 31.03.2020 | 390 | 390 |
| US 10yr Note Sep 19 | 19.09.2019 | 290 | 0 |
| US 30yr Bd Dec 19 | 19.12.2019 | 20 | 20 |
| US 30yr Bd MAR 20 | 31.03.2020 | 20 | 20 |
| US 30yr Bd Sep 19 | 19.09.2019 | 20 | 0 |
| 10yr JGB DEC 19 | 20.12.2019 | 5 | 5 |
| 10yr JGB Jun 19 | 20.06.2019 | 5 | 0 |
| 10yr JGB MAR 20 | 23.03.2020 | 4 | 4 |
| 10yr JGB Sep 19 | 20.09.2019 | 5 | 5 |
| 10yr Lg Gilt Dec 19 | 27.12.2019 | 21 | 21 |
| 10yr Lg Gilt JUN 20 | 30.06.2020 | 18 | 18 |
| 10yr Lg Gilt MAR 20 | 31.03.2020 | 18 | 18 |
| 10yr Lg Gilt Sep 19 | 26.09.2019 | 11 | 11 |

Transactions in exposure-increasing derivatives during the period under review
| Futures |  |
| --- | --- |
| Description | Maturity | Purchases/Contracts | Sales/Contracts |
| AUST 10yr Bd DEC 19 | 16.12.2019 | 12 | 12 |
| AUST 10yr Bd MAR 20 | 16.03.2020 | 13 | 13 |
| AUST 10yr Bd Sep 19 | 16.09.2019 | 12 | 12 |
| EURO BONO Jun 19 | 06.06.2019 | 0 | 28 |
| EURO BONO Sep 19 | 06.09.2019 | 28 | 28 |
| Euro-BTP Jun 19 | 06.06.2019 | 0 | 3 |
| Euro-BTP Sep 19 | 06.09.2019 | 3 | 3 |
| Euro OAT DEC 19 | 10.12.2019 | 11 | 11 |
| Euro OAT Jun 19 | 06.06.2019 | 0 | 4 |
| Euro OAT MAR 20 | 10.03.2020 | 11 | 11 |
| Euro OAT Sep 19 | 06.09.2019 | 4 | 4 |
| US 5yr Note Dec 19 | 31.12.2019 | 77 | 77 |

| Description | Maturity | Purchases/Contracts | Sales/Contracts |
| --- | --- | --- | --- |
| US 5yr Note MAR 20 | 03.04.2020 | 77 | 77 |
| US 5yr Note Sep 19 | 30.09.2019 | 0 | 77 |

Transactions in exposure-decreasing derivatives during the period under review
| Options |  |
| --- | --- |
| Description | Maturity | Purchases/Contracts | Sales/Contracts |
| FX OTC Call Option - USD/TRY GBLO 12: | 07.08.2019 | 2,550,000 | 0 |
| FX OTC Put Option - EUR/CHF USNY 10:0 | 23.03.2020 | 10,000,000 | 10,000,000 |
| FX OTC Put Option - EUR/JPY USNY 10:0 | 08.05.2020 | 1,500,000 | 1,500,000 |
| FX OTC Put Option - USD/TRY GBLO 12:0 | 07.08.2019 | 0 | 2,550,000 |

Transactions in exposure-increasing derivatives during the period under review
| Options |  |
| --- | --- |
| Description | Maturity | Purchases/Contracts | Sales/Contracts |
| FX OTC Call Option - USD/TRY GBLO 12: | 07.08.2019 | 2,550,000 | 2,550,000 |
| FX OTC Put Option - EUR/CHF USNY 10:0 | 23.03.2020 | 5,000,000 | 5,000,000 |
| FX OTC Put Option - USD/TRY GBLO 12:0 | 07.08.2019 | 2,550,000 | 2,550,000 |
| US 10yr126.5 C Aug19 | 26.07.2019 | 150 | 150 |
| US 10yr 126.5C Sep19 | 23.08.2019 | 150 | 150 |

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
| LGT Sustainable Strategy 3 Years UCITS under the laws of Liechtenstein |  |
| --- | --- |
| 3-Year Comparison As of: | 31.05.2020 | 31.05.2019 | 31.05.2018 |
| Net asset value (EUR) B | 455,594,563 | 491,913,734 | 567,020,551 |
| Units outstanding at the end of the period (EUR) B | 257,886 | 288,750 | 331,215 |
| Net asset value per unit at the end of the period (EUR) B | 1,766.65 | 1,703.60 | 1,711.94 |
| Net asset value per unit at the beginning of the period (EUR) B | 1,703.60 | 1,711.94 | 1,710.08 |
| Percent change in asset value vs previous year (EUR) B | 3.70% | -0.49% | 0.11% |
|  |  |  |  |
| Net asset value (CHF) B | 129,636,070 | 138,937,255 | 169,199,742 |
| Units outstanding at the end of the period (CHF) B | 126,539 | 138,777 | 166,626 |
| Net asset value per unit at the end of the period (CHF) B | 1,024.47 | 1,001.15 | 1,015.44 |
| Net asset value per unit at the beginning of the period (CHF) B | 1,001.15 | 1,015.44 | 1,006.36 |
| Percent change in asset value vs previous year (CHF) B | 2.33% | -1.41% | 0.90% |
|  |  |  |  |
| Net asset value (USD) B | 82,552,493 | 74,223,327 | 92,878,518 |
| Units outstanding at the end of the period (USD) B | 74,376 | 71,002 | 89,214 |
| Net asset value per unit at the end of the period (USD) B | 1,109.93 | 1,045.37 | 1,041.08 |
| Net asset value per unit at the beginning of the period (USD) B | 1,045.37 | 1,041.08 | 1,016.21 |
| Percent change in asset value vs previous year (USD) B | 6.18% | 0.41% | 2.45% |
|  |  |  |  |
| Net asset value (EUR) I1 | 67,395,157 | 76,530,197 | 92,469,398 |
| Units outstanding at the end of the period (EUR) I1 | 50,227 | 59,652 | 72,337 |
| Net asset value per unit at the end of the period (EUR) I1 | 1,341.80 | 1,282.94 | 1,278.31 |
| Net asset value per unit at the beginning of the period (EUR) I1 | 1,282.94 | 1,278.31 | 1,266.12 |
| Percent change in asset value vs previous year (EUR) I1 | 4.59% | 0.36% | 0.96% |
|  |  |  |  |
| Net asset value (CHF) I1 | 8,050,143 | 7,800,186 | 8,002,594 |
| Units outstanding at the end of the period (CHF) I1 | 7,653 | 7,653 | 7,807 |
| Net asset value per unit at the end of the period (CHF) I1 | 1,051.95 | 1,019.29 | 1,025.10 |
| Net asset value per unit at the beginning of the period (CHF) I1 | 1,019.29 | 1,025.10 | 1,007.36 |
| Percent change in asset value vs previous year (CHF) I1 | 3.20% | -0.57% | 1.76% |
|  |  |  |  |
| Net asset value (EUR) C | 298,959 | 286,275 | 21,141 |
| Units outstanding at the end of the period (EUR) C | 258 | 258 | 19 |
| Net asset value per unit at the end of the period (EUR) C | 1,158.76 | 1,109.59 | 1,107.24 |
| Net asset value per unit at the beginning of the period (EUR) C | 1,109.59 | 1,107.24 | 1,098.29 |
| Percent change in asset value vs previous year (EUR) C | 4.43% | 0.21% | 0.81% |

| As of: | 31.05.2020 | 31.05.2019 | 31.05.2018 |
| --- | --- | --- | --- |
| Net asset value (EUR) IM | 400,905 | 312,826 | 118,730 |
| Units outstanding at the end of the period (EUR) IM | 325 | 267 | 102 |
| Net asset value per unit at the end of the period (EUR) IM | 1,235.45 | 1,173.82 | 1,162.24 |
| Net asset value per unit at the beginning of the period (EUR) IM | 1,173.82 | 1,162.24 | 1,143.93 |
| Percent change in asset value vs previous year (EUR) IM | 5.25% | 1.00% | 1.60% |

As no comparative index exists, the fund is not measured against a benchmark.
The historical performance is no indication for current or future performance. The performance data do not take into consideration the commissions and fees charged on the issuance and redemption of units.
| Additional information to the 3-Year Comparison |  |  |  |
| --- | --- | --- | --- |
| As of: | 31.12.2019 | 31.12.2018 | 31.12.2017 |
| Percent change in asset value vs previous year (EUR) B | 9.93% | -6.59% | 4.04% |
| Percent change in asset value vs previous year (CHF) B | 8.74% | -7.82% | 3.47%  1 |
| Percent change in asset value vs previous year (USD) B | 11.85% | -6.01% | 5.50%  1 |
| Percent change in asset value vs previous year (EUR) I1 | 10.86% | -5.79% | 4.93% |
| Percent change in asset value vs previous year (CHF) I1 | 9.66% | -7.04% | 4.09%  1 |
| Percent change in asset value vs previous year (EUR) C | 10.70% | -5.93% | 4.78% |
| Percent change in asset value vs previous year (EUR) IM | 11.57% | -5.20% | 5.59% |
| 1  Since launching 18.04.2017 |  |  |  |

As no comparative index exists, the fund is not measured against a benchmark.
The historical performance is no indication for current or future performance. The performance data do not take into consideration the commissions and fees charged on the issuance and redemption of units.

Translation (ENDE, 2020-05-31):
# Derivative Finanzinstrumente
Am Ende der Berichtsperiode offene derivative Finanzinstrumente
Devisentermingeschäfte
| Währung |  | Betrag | gegen | Gegenwert | Verfall | Gegenpartei | Verkehrswert in USD 3 | in % 3 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| CHF | Kauf | 500’000.00 | USD | 519’512.90 | 22.07.2020 | LGT Bank AG | 1’803.19 | 0.00 |
| CHF | Kauf | 235’000.00 | USD | 241’533.48 | 22.07.2020 | LGT Bank AG | 3’485.08 | 0.00 |
| CHF | Kauf | 12’750.00 | USD | 13’322.05 | 22.07.2020 | LGT Bank AG | -28.49 | 0.00 |
| CHF | Kauf | 3’640’000.00 | USD | 3’779’265.95 | 22.07.2020 | LGT Bank AG | 15’915.21 | 0.00 |
| CHF | Kauf | 72’500.00 | USD | 74’779.27 | 22.07.2020 | LGT Bank AG | 811.56 | 0.00 |
| CHF | Kauf | 3’145’930.00 | USD | 3’256’588.89 | 22.07.2020 | LGT Bank AG | 23’458.99 | 0.00 |
| CHF | Kauf | 1’850’000.00 | USD | 1’907’511.47 | 22.07.2020 | LGT Bank AG | 21’358.08 | 0.00 |
| CHF | Kauf | 295’000.00 | USD | 308’235.64 | 22.07.2020 | LGT Bank AG | -659.14 | 0.00 |
| CHF | Kauf | 2’850’000.00 | USD | 2’939’598.98 | 22.07.2020 | LGT Bank AG | 31’902.75 | 0.00 |
| CHF | Kauf | 44’500.00 | USD | 45’883.38 | 22.07.2020 | LGT Bank AG | 513.75 | 0.00 |
| CHF | Kauf | 135’489’300.00 | USD | 140’255’170.70 | 22.07.2020 | LGT Bank AG | 1’010’334.54 | 0.14 |
| CHF | Kauf | 11’500.00 | USD | 11’819.72 | 22.07.2020 | LGT Bank AG | 170.55 | 0.00 |
| CHF | Kauf | 83’400.00 | USD | 86’590.87 | 22.07.2020 | LGT Bank AG | 364.65 | 0.00 |
| EUR | Kauf | 1’100’000.00 | USD | 1’199’704.00 | 22.07.2020 | LGT Bank AG | 25’468.30 | 0.00 |
| EUR | Kauf | 560’000.00 | USD | 608’246.80 | 22.07.2020 | LGT Bank AG | 15’477.28 | 0.00 |
| EUR | Kauf | 5’000’000.00 | USD | 5’420’400.00 | 22.07.2020 | LGT Bank AG | 148’565.00 | 0.02 |
| EUR | Kauf | 5’200’000.00 | USD | 5’672’420.00 | 22.07.2020 | LGT Bank AG | 119’303.60 | 0.02 |
| EUR | Kauf | 212’222’500.00 | USD | 231’316’158.33 | 22.07.2020 | LGT Bank AG | 5’055’776.61 | 0.68 |
| EUR | Kauf | 1’000’000.00 | USD | 1’099’910.00 | 22.07.2020 | LGT Bank AG | 13’883.00 | 0.00 |
| EUR | Kauf | 670’500.00 | USD | 726’875.64 | 22.07.2020 | LGT Bank AG | 19’922.57 | 0.00 |
| JPY | Kauf | 66’600’000.00 | USD | 622’872.32 | 22.07.2020 | LGT Bank AG | -3’990.18 | 0.00 |
| JPY | Kauf | 176’000’000.00 | USD | 1’639’038.93 | 22.07.2020 | LGT Bank AG | -3’554.58 | 0.00 |
| JPY | Kauf | 210’000’000.00 | USD | 1’966’844.62 | 22.07.2020 | LGT Bank AG | -15’414.43 | 0.00 |
| CHF | Verkauf | 54’000.00 | USD | 55’792.62 | 22.07.2020 | LGT Bank AG | -509.52 | 0.00 |
| CHF | Verkauf | 2’430’000.00 | USD | 2’510’667.75 | 22.07.2020 | LGT Bank AG | -22’928.47 | 0.00 |
| CHF | Verkauf | 9’500.00 | USD | 9’870.75 | 22.07.2020 | LGT Bank AG | -34.26 | 0.00 |
| CHF | Verkauf | 3’600’000.00 | USD | 3’711’722.86 | 22.07.2020 | LGT Bank AG | -41’753.02 | -0.01 |
| CHF | Verkauf | 7’465’051.00 | USD | 7’727’636.07 | 22.07.2020 | LGT Bank AG | -55’666.38 | -0.01 |
| CHF | Verkauf | 83’000.00 | USD | 85’575.83 | 22.07.2020 | LGT Bank AG | -962.64 | 0.00 |
| EUR | Verkauf | 3’650’000.00 | USD | 3’967’258.00 | 22.07.2020 | LGT Bank AG | -98’086.45 | -0.01 |
| EUR | Verkauf | 45’920’000.00 | USD | 50’051’422.40 | 22.07.2020 | LGT Bank AG | -1’093’952.16 | -0.15 |
| EUR | Verkauf | 6’300’000.00 | USD | 6’886’971.00 | 22.07.2020 | LGT Bank AG | -129’924.90 | -0.02 |
| EUR | Verkauf | 550’000.00 | USD | 604’950.50 | 22.07.2020 | LGT Bank AG | -7’635.65 | 0.00 |
| EUR | Verkauf | 1’250’000.00 | USD | 1’363’300.00 | 22.07.2020 | LGT Bank AG | -28’941.25 | 0.00 |
| EUR | Verkauf | 5’600’000.00 | USD | 6’078’016.00 | 22.07.2020 | LGT Bank AG | -159’224.80 | -0.02 |
| EUR | Verkauf | 1’250’000.00 | USD | 1’356’700.00 | 22.07.2020 | LGT Bank AG | -35’541.25 | 0.00 |
| GBP | Verkauf | 9’840’000.00 | USD | 12’224’330.40 | 22.07.2020 | LGT Bank AG | 47’802.72 | 0.01 |
| HKD | Verkauf | 55’820’000.00 | USD | 7’193’929.36 | 22.07.2020 | LGT Bank AG | 174.29 | 0.00 |
| JPY | Verkauf | 129’775’000.00 | USD | 1’209’222.80 | 22.07.2020 | LGT Bank AG | 3’285.41 | 0.00 |
| JPY | Verkauf | 440’000’000.00 | USD | 4’093’594.46 | 22.07.2020 | LGT Bank AG | 4’883.60 | 0.00 |
| JPY | Verkauf | 128’650’000.00 | USD | 1’197’579.71 | 22.07.2020 | LGT Bank AG | 2’096.41 | 0.00 |
| JPY | Verkauf | 1’177’335’000.00 | USD | 10’851’713.94 | 22.07.2020 | LGT Bank AG | -88’700.62 | -0.01 |

Total Devisentermingeschäfte	4’779’248.950.64
Am Ende der Berichtsperiode offene engagementerhöhende Derivate
| Futures |  |
| --- | --- |
| Bezeichnung | Anzahl Kontrakte | Kontraktgrösse | Verfall | Gegenpartei | Kontraktwert in USD | Verkehrswert in USD 3 | in % 3 |
| EURO STOXX 50 JUN 20 | 272 | 10.00 | 19.06.2020 | EUREX | 9’218’024.51 | 1’066’754.72 | 0.14 |
| Mini S&P 500 JUN 20 | 34 | 50.00 | 19.06.2020 | CME | 5’171’400.00 | 994’840.00 | 0.13 |
| TOPIX JUN 20 | 58 | 10’000.00 | 12.06.2020 | JPX | 8’395’958.75 | 1’315’019.62 | 0.18 |
| Total |  |  |  |  | 22’785’383.26 |  | 0.45 |

Am Ende der Berichtsperiode offene engagementerhöhende Derivate
| Optionen |  |
| --- | --- |
| Bezeichnung | Anzahl Kontrakte | Verfall | Gegenpartei | Verkehrswert in USD 3 | Anteil am Nettover- |
|  |  |  |  |  | mögen |
|  |  |  |  |  | in % 3 |
| SPX 2930 P 18 Jun 20 | -73 | 19.06.2020 | OCC | -345’801.00 | -0.05 |
| Total |  |  |  |  | -0.05 |

Während der Berichtsperiode getätigte derivative Finanzinstrumente
| Devisentermingeschäfte |  |
| --- | --- |
| Verfall | Kauf | Verkauf | Kauf Betrag | Verkauf Betrag |
| 06.06.2019 | USD | EUR | 2’128’000.00 | 1’900’000.00 |
| 05.07.2019 | USD | JPY | 1’458’371.79 | 158’000’000.00 |
| 24.07.2019 | CHF | USD | 380’000.00 | 375’612.84 |
| 24.07.2019 | CHF | USD | 2’240’000.00 | 2’262’740.54 |
| 24.07.2019 | CHF | USD | 150’800’000.00 | 150’999’319.10 |
| 24.07.2019 | CHF | USD | 18’250.00 | 18’396.99 |
| 24.07.2019 | CHF | USD | 400’000.00 | 407’207.57 |
| 24.07.2019 | CHF | USD | 466’000.00 | 480’878.38 |
| 24.07.2019 | CHF | USD | 16’800.00 | 16’606.04 |
| 24.07.2019 | CHF | USD | 13’150.00 | 13’386.95 |
| 24.07.2019 | CHF | USD | 625’000.00 | 630’033.97 |
| 24.07.2019 | CHF | USD | 55’000.00 | 55’654.50 |
| 24.07.2019 | CHF | USD | 790’000.00 | 790’941.22 |
| 24.07.2019 | CHF | USD | 2’000’000.00 | 2’023’799.89 |
| 24.07.2019 | CHF | USD | 43’700.00 | 44’143.64 |
| 24.07.2019 | CHF | USD | 323’000.00 | 328’222.01 |
| 24.07.2019 | CHF | USD | 9’550.00 | 9’854.91 |
| 24.07.2019 | CHF | USD | 174’000.00 | 176’813.10 |
| 24.07.2019 | CHF | USD | 25’253’051.00 | 25’533’924.17 |
| 24.07.2019 | CHF | USD | 800’000.00 | 790’763.88 |
| 24.07.2019 | CHF | USD | 2’855’000.00 | 2’858’773.58 |
| 24.07.2019 | CHF | USD | 950’000.00 | 940’128.65 |
| 24.07.2019 | EUR | USD | 440’000.00 | 493’838.40 |
| 24.07.2019 | EUR | USD | 28’703’000.00 | 32’176’063.00 |
| 24.07.2019 | EUR | USD | 13’760’000.00 | 15’711’305.60 |
| 24.07.2019 | EUR | USD | 940’000.00 | 1’055’018.40 |
| 24.07.2019 | EUR | USD | 3’100’000.00 | 3’521’321.00 |
| 24.07.2019 | EUR | USD | 2’710’000.00 | 3’053’682.20 |
| 24.07.2019 | EUR | USD | 220’490’000.00 | 251’247’914.02 |
| 24.07.2019 | EUR | USD | 3’600’000.00 | 4’087’800.00 |
| 24.07.2019 | EUR | USD | 1’125’000.00 | 1’263’375.00 |
| 24.07.2019 | EUR | USD | 665’000.00 | 759’303.65 |
| 24.07.2019 | EUR | USD | 1’750’000.00 | 1’968’015.00 |
| 24.07.2019 | EUR | USD | 595’000.00 | 674’997.75 |
| 24.07.2019 | EUR | USD | 175’000.00 | 196’987.00 |
| 24.07.2019 | EUR | USD | 917’000.00 | 1’031’230.69 |
| 24.07.2019 | GBP | USD | 1’200’000.00 | 1’577’976.00 |
| 24.07.2019 | GBP | USD | 10’580’000.00 | 13’124’490.00 |
| 24.07.2019 | HKD | USD | 66’020’000.00 | 8’449’154.06 |
| 24.07.2019 | JPY | USD | 150’000’000.00 | 1’386’513.84 |
| 24.07.2019 | JPY | USD | 3’490’700’000.00 | 32’243’672.64 |
| 24.07.2019 | JPY | USD | 77’000’000.00 | 713’379.10 |
| 24.07.2019 | JPY | USD | 156’400’000.00 | 1’429’642.22 |
| 24.07.2019 | NOK | USD | 141’285’000.00 | 16’735’289.03 |
| 24.07.2019 | USD | CHF | 16’673.17 | 16’670.00 |
| 24.07.2019 | USD | CHF | 3’150’131.45 | 3’115’480.00 |

| Verfall | Kauf | Verkauf | Kauf Betrag | Verkauf Betrag |
| --- | --- | --- | --- | --- |
| 24.07.2019 | USD | CHF | 22’821.18 | 22’700.00 |
| 24.07.2019 | USD | CHF | 2’970’564.41 | 2’970’000.00 |
| 24.07.2019 | USD | CHF | 125’470.51 | 125’000.00 |
| 24.07.2019 | USD | CHF | 395’843.64 | 400’000.00 |
| 24.07.2019 | USD | CHF | 5’005.96 | 5’000.00 |
| 24.07.2019 | USD | CHF | 12’365.01 | 12’400.00 |
| 24.07.2019 | USD | CHF | 151’178’463.09 | 149’515’500.00 |
| 24.07.2019 | USD | CHF | 25’834’101.01 | 25’800’000.00 |
| 24.07.2019 | USD | CHF | 1’994’355.97 | 2’000’000.00 |
| 24.07.2019 | USD | CHF | 1’066’975.58 | 1’050’000.00 |
| 24.07.2019 | USD | CHF | 1’291’859.78 | 1’285’000.00 |
| 24.07.2019 | USD | CHF | 13’034.98 | 13’200.00 |
| 24.07.2019 | USD | CHF | 764’910.24 | 764’000.00 |
| 24.07.2019 | USD | CHF | 172’318.45 | 174’500.00 |
| 24.07.2019 | USD | EUR | 10’023’158.75 | 8’875’000.00 |
| 24.07.2019 | USD | EUR | 400’021.10 | 355’000.00 |
| 24.07.2019 | USD | EUR | 245’659’303.00 | 219’143’000.00 |
| 24.07.2019 | USD | EUR | 641’010.60 | 570’000.00 |
| 24.07.2019 | USD | EUR | 33’957’040.40 | 29’800’000.00 |
| 24.07.2019 | USD | EUR | 1’124’520.00 | 1’000’000.00 |
| 24.07.2019 | USD | EUR | 590’352.00 | 525’000.00 |
| 24.07.2019 | USD | EUR | 199’432.98 | 177’000.00 |
| 24.07.2019 | USD | EUR | 2’674’299.43 | 2’365’000.00 |
| 24.07.2019 | USD | EUR | 1’374’622.80 | 1’220’000.00 |
| 24.07.2019 | USD | EUR | 16’237’650.00 | 14’300’000.00 |
| 24.07.2019 | USD | EUR | 726’982.40 | 640’000.00 |
| 24.07.2019 | USD | GBP | 15’431’658.64 | 11’780’000.00 |
| 24.07.2019 | USD | HKD | 8’430’317.53 | 66’020’000.00 |
| 24.07.2019 | USD | JPY | 906’308.09 | 98’000’000.00 |
| 24.07.2019 | USD | JPY | 33’959’871.57 | 3’776’100’000.00 |
| 24.07.2019 | USD | NOK | 16’464’864.23 | 141’285’000.00 |
| 23.10.2019 | CHF | USD | 23’350.00 | 23’943.32 |
| 23.10.2019 | CHF | USD | 3’115’480.00 | 3’176’150.83 |
| 23.10.2019 | CHF | USD | 74’500.00 | 76’589.36 |
| 23.10.2019 | CHF | USD | 27’300.00 | 27’679.49 |
| 23.10.2019 | CHF | USD | 750’000.00 | 778’137.45 |
| 23.10.2019 | CHF | USD | 878’000.00 | 891’614.96 |
| 23.10.2019 | CHF | USD | 9’000.00 | 9’337.65 |
| 23.10.2019 | CHF | USD | 15’700’000.00 | 15’873’818.31 |
| 23.10.2019 | CHF | USD | 1’150’000.00 | 1’165’985.66 |
| 23.10.2019 | CHF | USD | 8’685’051.00 | 8’709’437.42 |
| 23.10.2019 | CHF | USD | 22’700.00 | 22’936.94 |
| 23.10.2019 | CHF | USD | 310’000.00 | 313’235.73 |
| 23.10.2019 | CHF | USD | 149’515’500.00 | 152’427’163.68 |
| 23.10.2019 | CHF | USD | 10’000.00 | 10’138.80 |
| 23.10.2019 | CHF | USD | 2’140’000.00 | 2’173’184.53 |
| 23.10.2019 | CHF | USD | 140’000.00 | 145’252.32 |
| 23.10.2019 | CHF | USD | 169’000.00 | 171’345.72 |
| 23.10.2019 | CHF | USD | 3’800.00 | 3’850.09 |
| 23.10.2019 | EUR | USD | 950’000.00 | 1’068’759.50 |
| 23.10.2019 | EUR | USD | 1’220’000.00 | 1’333’496.60 |

| Verfall | Kauf | Verkauf | Kauf Betrag | Verkauf Betrag |
| --- | --- | --- | --- | --- |
| 23.10.2019 | EUR | USD | 27’653’000.00 | 30’520’616.10 |
| 23.10.2019 | EUR | USD | 700’000.00 | 770’728.00 |
| 23.10.2019 | EUR | USD | 1’473’000.00 | 1’651’012.05 |
| 23.10.2019 | EUR | USD | 700’000.00 | 770’371.00 |
| 23.10.2019 | EUR | USD | 118’000.00 | 130’919.82 |
| 23.10.2019 | EUR | USD | 480’000.00 | 529’046.40 |
| 23.10.2019 | EUR | USD | 1’550’000.00 | 1’709’402.00 |
| 23.10.2019 | EUR | USD | 500’000.00 | 564’045.00 |
| 23.10.2019 | EUR | USD | 219’143’000.00 | 247’417’268.15 |
| 23.10.2019 | GBP | USD | 10’340’000.00 | 13’193’840.00 |
| 23.10.2019 | GBP | USD | 240’000.00 | 295’972.80 |
| 23.10.2019 | HKD | USD | 56’520’000.00 | 7’205’874.85 |
| 23.10.2019 | JPY | USD | 116’650’000.00 | 1’106’200.98 |
| 23.10.2019 | JPY | USD | 84’000’000.00 | 796’034.99 |
| 23.10.2019 | JPY | USD | 3’400’835’000.00 | 31’297’947.73 |
| 23.10.2019 | JPY | USD | 101’500’000.00 | 940’337.22 |
| 23.10.2019 | JPY | USD | 113’215’000.00 | 1’059’837.30 |
| 23.10.2019 | NOK | USD | 141’285’000.00 | 16’501’399.61 |
| 23.10.2019 | USD | CHF | 502.42 | 500.00 |
| 23.10.2019 | USD | CHF | 4’518.12 | 4’500.00 |
| 23.10.2019 | USD | CHF | 13’602.84 | 13’500.00 |
| 23.10.2019 | USD | CHF | 3’157’470.92 | 3’148’630.00 |
| 23.10.2019 | USD | CHF | 25’744’828.72 | 25’253’051.00 |
| 23.10.2019 | USD | CHF | 637’556.60 | 635’000.00 |
| 23.10.2019 | USD | CHF | 767’932.75 | 760’000.00 |
| 23.10.2019 | USD | CHF | 147’770’256.72 | 147’356’500.00 |
| 23.10.2019 | USD | CHF | 72’100.98 | 71’000.00 |
| 23.10.2019 | USD | CHF | 720’372.04 | 711’000.00 |
| 23.10.2019 | USD | CHF | 1’736’864.96 | 1’680’000.00 |
| 23.10.2019 | USD | CHF | 15’413.39 | 15’000.00 |
| 23.10.2019 | USD | CHF | 668’229.30 | 650’000.00 |
| 23.10.2019 | USD | CHF | 34’116.99 | 33’000.00 |
| 23.10.2019 | USD | CHF | 801’055.98 | 795’000.00 |
| 23.10.2019 | USD | CHF | 762’668.44 | 759’000.00 |
| 23.10.2019 | USD | CHF | 655’582.73 | 638’000.00 |
| 23.10.2019 | USD | CHF | 205’081.93 | 200’000.00 |
| 23.10.2019 | USD | EUR | 22’850.12 | 20’500.00 |
| 23.10.2019 | USD | EUR | 32’406’318.47 | 28’703’000.00 |
| 23.10.2019 | USD | EUR | 948’442.40 | 860’000.00 |
| 23.10.2019 | USD | EUR | 2’812’525.00 | 2’500’000.00 |
| 23.10.2019 | USD | EUR | 76’444.20 | 70’000.00 |
| 23.10.2019 | USD | EUR | 806’584.35 | 715’000.00 |
| 23.10.2019 | USD | EUR | 5’777’782.50 | 5’250’000.00 |
| 23.10.2019 | USD | EUR | 726’686.40 | 660’000.00 |
| 23.10.2019 | USD | EUR | 1’339’284.00 | 1’200’000.00 |
| 23.10.2019 | USD | EUR | 838’287.60 | 760’000.00 |
| 23.10.2019 | USD | EUR | 234’374’557.95 | 212’353’500.00 |
| 23.10.2019 | USD | EUR | 873’648.00 | 800’000.00 |
| 23.10.2019 | USD | EUR | 672’355.95 | 595’000.00 |
| 23.10.2019 | USD | GBP | 13’176’808.10 | 10’580’000.00 |
| 23.10.2019 | USD | HKD | 8’453’695.85 | 66’020’000.00 |

| Verfall | Kauf | Verkauf | Kauf Betrag | Verkauf Betrag |
| --- | --- | --- | --- | --- |
| 23.10.2019 | USD | JPY | 1’202’597.99 | 128’500’000.00 |
| 23.10.2019 | USD | JPY | 954’116.54 | 100’000’000.00 |
| 23.10.2019 | USD | JPY | 32’457’618.29 | 3’490’700’000.00 |
| 23.10.2019 | USD | JPY | 900’240.37 | 97’000’000.00 |
| 23.10.2019 | USD | NOK | 15’658’838.26 | 141’285’000.00 |
| 24.10.2019 | HKD | USD | 9’500’000.00 | 1’212’477.03 |
| 11.12.2019 | CHF | USD | 1’850’000.00 | 1’882’951.65 |
| 11.12.2019 | CHF | USD | 1’440’000.00 | 1’445’144.72 |
| 11.12.2019 | CHF | USD | 147’356’500.00 | 148’329’243.18 |
| 11.12.2019 | CHF | USD | 33’400.00 | 33’519.33 |
| 11.12.2019 | CHF | USD | 6’835’051.00 | 6’911’072.80 |
| 11.12.2019 | CHF | USD | 38’900.00 | 39’198.69 |
| 11.12.2019 | CHF | USD | 3’148’630.00 | 3’169’415.02 |
| 11.12.2019 | CHF | USD | 56’200.00 | 56’621.83 |
| 11.12.2019 | CHF | USD | 2’600’000.00 | 2’619’515.39 |
| 11.12.2019 | CHF | USD | 4’500.00 | 4’574.94 |
| 11.12.2019 | EUR | USD | 535’000.00 | 598’194.20 |
| 11.12.2019 | EUR | USD | 3’930’000.00 | 4’371’849.90 |
| 11.12.2019 | EUR | USD | 6’185’000.00 | 6’836’521.72 |
| 11.12.2019 | EUR | USD | 212’353’500.00 | 235’155’594.12 |
| 11.12.2019 | EUR | USD | 1’277’000.00 | 1’407’586.02 |
| 11.12.2019 | EUR | USD | 32’653’000.00 | 36’218’707.60 |
| 11.12.2019 | GBP | USD | 10’340’000.00 | 13’580’556.00 |
| 11.12.2019 | HKD | USD | 56’520’000.00 | 7’220’973.02 |
| 11.12.2019 | JPY | USD | 3’400’835’000.00 | 31’203’183.78 |
| 11.12.2019 | USD | CHF | 1’074’625.66 | 1’060’000.00 |
| 11.12.2019 | USD | CHF | 610’687.02 | 600’000.00 |
| 11.12.2019 | USD | CHF | 3’198’512.90 | 3’161’730.00 |
| 11.12.2019 | USD | CHF | 72’627.91 | 71’500.00 |
| 11.12.2019 | USD | CHF | 26’463.10 | 26’000.00 |
| 11.12.2019 | USD | CHF | 8’742’383.55 | 8’685’051.00 |
| 11.12.2019 | USD | CHF | 233’830.14 | 230’000.00 |
| 11.12.2019 | USD | CHF | 1’410’821.00 | 1’400’000.00 |
| 11.12.2019 | USD | CHF | 3’463’792.70 | 3’410’000.00 |
| 11.12.2019 | USD | CHF | 22’709.07 | 22’400.00 |
| 11.12.2019 | USD | CHF | 146’379’868.49 | 144’696’500.00 |
| 11.12.2019 | USD | EUR | 1’109’210.00 | 1’000’000.00 |
| 11.12.2019 | USD | EUR | 2’012’490.00 | 1’800’000.00 |
| 11.12.2019 | USD | EUR | 30’622’323.83 | 27’653’000.00 |
| 11.12.2019 | USD | EUR | 240’408’562.60 | 216’740’500.00 |
| 11.12.2019 | USD | EUR | 5’421’718.00 | 4’850’000.00 |
| 11.12.2019 | USD | EUR | 4’472’200.00 | 4’000’000.00 |
| 11.12.2019 | USD | EUR | 987’196.90 | 890’000.00 |
| 11.12.2019 | USD | GBP | 13’213’889.26 | 10’340’000.00 |
| 11.12.2019 | USD | HKD | 7’208’809.44 | 56’520’000.00 |
| 11.12.2019 | USD | JPY | 31’389’696.00 | 3’400’835’000.00 |
| 16.12.2019 | CHF | USD | 118’500.00 | 119’980.56 |
| 16.12.2019 | CHF | USD | 144’696’500.00 | 146’432’308.59 |
| 16.12.2019 | CHF | USD | 3’161’730.00 | 3’199’658.75 |
| 16.12.2019 | CHF | USD | 5’325’000.00 | 5’391’531.50 |
| 16.12.2019 | USD | CHF | 152’290’630.39 | 150’021’500.00 |

| Verfall | Kauf | Verkauf | Kauf Betrag | Verkauf Betrag |
| --- | --- | --- | --- | --- |
| 16.12.2019 | USD | CHF | 3’329’844.69 | 3’280’230.00 |
| 23.12.2019 | CHF | USD | 3’280’230.00 | 3’331’535.65 |
| 23.12.2019 | CHF | USD | 150’021’500.00 | 152’367’966.69 |
| 23.12.2019 | USD | CHF | 30’497.72 | 30’000.00 |
| 23.12.2019 | USD | CHF | 1’779’033.83 | 1’750’000.00 |
| 23.12.2019 | USD | CHF | 151’066’225.17 | 148’271’500.00 |
| 23.12.2019 | USD | CHF | 3’311’492.61 | 3’250’230.00 |
| 22.01.2020 | CHF | USD | 35’600.00 | 36’374.41 |
| 22.01.2020 | CHF | USD | 16’700.00 | 17’201.60 |
| 22.01.2020 | CHF | USD | 566’000.00 | 583’363.82 |
| 22.01.2020 | CHF | USD | 148’271’500.00 | 151’473’653.02 |
| 22.01.2020 | CHF | USD | 3’250’230.00 | 3’320’423.76 |
| 22.01.2020 | CHF | USD | 9’890.00 | 10’155.78 |
| 22.01.2020 | CHF | USD | 1’590’000.00 | 1’624’587.47 |
| 22.01.2020 | CHF | USD | 18’370.00 | 18’933.56 |
| 22.01.2020 | CHF | USD | 7’735’051.00 | 8’032’244.03 |
| 22.01.2020 | CHF | USD | 670’000.00 | 690’124.02 |
| 22.01.2020 | EUR | USD | 7’500’000.00 | 8’329’200.00 |
| 22.01.2020 | EUR | USD | 2’600’000.00 | 2’896’067.20 |
| 22.01.2020 | EUR | USD | 3’250’000.00 | 3’611’822.50 |
| 22.01.2020 | EUR | USD | 985’000.00 | 1’098’353.80 |
| 22.01.2020 | EUR | USD | 34’600’000.00 | 38’572’080.00 |
| 22.01.2020 | EUR | USD | 1’530’000.00 | 1’711’029.60 |
| 22.01.2020 | EUR | USD | 216’740’500.00 | 241’137’677.64 |
| 22.01.2020 | GBP | USD | 11’540’000.00 | 15’005’462.00 |
| 22.01.2020 | HKD | USD | 56’520’000.00 | 7’272’165.82 |
| 22.01.2020 | JPY | USD | 3’240’835’000.00 | 29’502’366.86 |
| 22.01.2020 | JPY | USD | 160’000’000.00 | 1’463’452.56 |
| 22.01.2020 | USD | CHF | 6’934’646.39 | 6’835’051.00 |
| 22.01.2020 | USD | CHF | 924’185.95 | 900’000.00 |
| 22.01.2020 | USD | CHF | 3’446’199.38 | 3’318’690.00 |
| 22.01.2020 | USD | CHF | 571’493.53 | 553’000.00 |
| 22.01.2020 | USD | CHF | 128’769.91 | 125’400.00 |
| 22.01.2020 | USD | CHF | 156’198’442.37 | 150’419’100.00 |
| 22.01.2020 | USD | CHF | 12’504.65 | 12’100.00 |
| 22.01.2020 | USD | EUR | 993’947.55 | 890’000.00 |
| 22.01.2020 | USD | EUR | 777’770.00 | 700’000.00 |
| 22.01.2020 | USD | EUR | 399’240.24 | 357’000.00 |
| 22.01.2020 | USD | EUR | 793’017.16 | 707’000.00 |
| 22.01.2020 | USD | EUR | 1’786’872.00 | 1’600’000.00 |
| 22.01.2020 | USD | EUR | 36’328’552.29 | 32’653’000.00 |
| 22.01.2020 | USD | EUR | 256’736’767.80 | 230’298’500.00 |
| 22.01.2020 | USD | GBP | 1’580’832.00 | 1’200’000.00 |
| 22.01.2020 | USD | GBP | 13’601’339.40 | 10’340’000.00 |
| 22.01.2020 | USD | HKD | 7’217’854.31 | 56’520’000.00 |
| 22.01.2020 | USD | JPY | 31’299’589.62 | 3’400’835’000.00 |
| 22.04.2020 | CHF | USD | 70’600.00 | 72’704.06 |
| 22.04.2020 | CHF | USD | 3’340’000.00 | 3’441’844.17 |
| 22.04.2020 | CHF | USD | 185’000.00 | 189’188.64 |
| 22.04.2020 | CHF | USD | 9’200.00 | 9’408.30 |
| 22.04.2020 | CHF | USD | 750’000.00 | 794’012.09 |

| Verfall | Kauf | Verkauf | Kauf Betrag | Verkauf Betrag |
| --- | --- | --- | --- | --- |
| 22.04.2020 | CHF | USD | 700’000.00 | 719’683.34 |
| 22.04.2020 | CHF | USD | 1’500’000.00 | 1’556’056.95 |
| 22.04.2020 | CHF | USD | 3’150’000.00 | 3’243’877.82 |
| 22.04.2020 | CHF | USD | 800’000.00 | 818’113.02 |
| 22.04.2020 | CHF | USD | 1’200’000.00 | 1’227’747.08 |
| 22.04.2020 | CHF | USD | 66’150.00 | 67’679.56 |
| 22.04.2020 | CHF | USD | 3’318’690.00 | 3’468’403.64 |
| 22.04.2020 | CHF | USD | 11’000.00 | 11’295.03 |
| 22.04.2020 | CHF | USD | 6’185’051.00 | 6’379’629.71 |
| 22.04.2020 | CHF | USD | 150’419’100.00 | 157’204’847.23 |
| 22.04.2020 | CHF | USD | 3’360’000.00 | 3’445’447.09 |
| 22.04.2020 | CHF | USD | 80’000.00 | 82’034.45 |
| 22.04.2020 | CHF | USD | 77’000.00 | 79’347.90 |
| 22.04.2020 | CHF | USD | 22’300.00 | 23’259.45 |
| 22.04.2020 | CHF | USD | 414’000.00 | 425’103.71 |
| 22.04.2020 | CHF | USD | 25’000.00 | 25’702.98 |
| 22.04.2020 | CHF | USD | 34’500.00 | 35’789.31 |
| 22.04.2020 | EUR | USD | 1’580’000.00 | 1’733’560.20 |
| 22.04.2020 | EUR | USD | 2’070’000.00 | 2’250’711.00 |
| 22.04.2020 | EUR | USD | 4’800’000.00 | 5’282’640.00 |
| 22.04.2020 | EUR | USD | 8’740’000.00 | 9’521’793.00 |
| 22.04.2020 | EUR | USD | 6’090’000.00 | 6’760’375.02 |
| 22.04.2020 | EUR | USD | 2’290’000.00 | 2’552’731.70 |
| 22.04.2020 | EUR | USD | 6’400’000.00 | 7’142’336.00 |
| 22.04.2020 | EUR | USD | 5’190’000.00 | 5’642’204.70 |
| 22.04.2020 | EUR | USD | 835’000.00 | 927’643.25 |
| 22.04.2020 | EUR | USD | 1’000’000.00 | 1’077’050.00 |
| 22.04.2020 | EUR | USD | 840’000.00 | 927’444.00 |
| 22.04.2020 | EUR | USD | 45’920’000.00 | 49’905’856.00 |
| 22.04.2020 | EUR | USD | 1’040’000.00 | 1’189’968.00 |
| 22.04.2020 | EUR | USD | 5’100’000.00 | 5’515’140.00 |
| 22.04.2020 | EUR | USD | 484’000.00 | 522’066.60 |
| 22.04.2020 | EUR | USD | 1’080’000.00 | 1’205’625.60 |
| 22.04.2020 | EUR | USD | 230’298’500.00 | 258’200’314.77 |
| 22.04.2020 | EUR | USD | 1’200’000.00 | 1’302’420.00 |
| 22.04.2020 | GBP | USD | 9’840’000.00 | 12’215’376.00 |
| 22.04.2020 | GBP | USD | 1’700’000.00 | 2’135’557.00 |
| 22.04.2020 | HKD | USD | 56’520’000.00 | 7’290’081.26 |
| 22.04.2020 | JPY | USD | 112’000’000.00 | 1’041’482.62 |
| 22.04.2020 | JPY | USD | 20’000’000.00 | 195’493.87 |
| 22.04.2020 | JPY | USD | 65’000’000.00 | 595’882.00 |
| 22.04.2020 | JPY | USD | 93’000’000.00 | 883’274.76 |
| 22.04.2020 | JPY | USD | 1’950’000’000.00 | 17’556’337.84 |
| 22.04.2020 | JPY | USD | 281’000’000.00 | 2’603’418.72 |
| 22.04.2020 | JPY | USD | 66’500’000.00 | 617’914.89 |
| 22.04.2020 | JPY | USD | 66’000’000.00 | 626’187.74 |
| 22.04.2020 | JPY | USD | 1’177’335’000.00 | 10’818’110.82 |
| 22.04.2020 | USD | CHF | 545’225.63 | 524’000.00 |
| 22.04.2020 | USD | CHF | 59’472.79 | 56’900.00 |
| 22.04.2020 | USD | CHF | 1’197’478.99 | 1’140’000.00 |
| 22.04.2020 | USD | CHF | 78’018.25 | 74’800.00 |

| Verfall | Kauf | Verkauf | Kauf Betrag | Verkauf Betrag |
| --- | --- | --- | --- | --- |
| 22.04.2020 | USD | CHF | 77’813.18 | 73’500.00 |
| 22.04.2020 | USD | CHF | 8’324.06 | 8’000.00 |
| 22.04.2020 | USD | CHF | 164’724.16 | 159’000.00 |
| 22.04.2020 | USD | CHF | 3’244’899.43 | 3’145’930.00 |
| 22.04.2020 | USD | CHF | 4’149’086.93 | 3’850’000.00 |
| 22.04.2020 | USD | CHF | 2’299’475.30 | 2’200’000.00 |
| 22.04.2020 | USD | CHF | 6’002’731.40 | 5’670’000.00 |
| 22.04.2020 | USD | CHF | 186’840.22 | 180’000.00 |
| 22.04.2020 | USD | CHF | 4’480’697.36 | 4’400’000.00 |
| 22.04.2020 | USD | CHF | 65’092.17 | 60’400.00 |
| 22.04.2020 | USD | CHF | 26’943.28 | 25’650.00 |
| 22.04.2020 | USD | CHF | 8’083’996.72 | 7’735’051.00 |
| 22.04.2020 | USD | CHF | 82’973.88 | 80’600.00 |
| 22.04.2020 | USD | CHF | 7’428’127.43 | 7’170’000.00 |
| 22.04.2020 | USD | CHF | 8’054.89 | 7’760.00 |
| 22.04.2020 | USD | CHF | 139’751’727.69 | 135’489’300.00 |
| 22.04.2020 | USD | CHF | 98’473.51 | 96’700.00 |
| 22.04.2020 | USD | CHF | 3’675’145.92 | 3’570’000.00 |
| 22.04.2020 | USD | EUR | 3’146’685.00 | 2’850’000.00 |
| 22.04.2020 | USD | EUR | 4’119’120.00 | 3’600’000.00 |
| 22.04.2020 | USD | EUR | 38’791’963.00 | 34’600’000.00 |
| 22.04.2020 | USD | EUR | 819’298.40 | 740’000.00 |
| 22.04.2020 | USD | EUR | 6’403’565.00 | 5’900’000.00 |
| 22.04.2020 | USD | EUR | 19’110’256.00 | 17’600’000.00 |
| 22.04.2020 | USD | EUR | 7’593’202.50 | 7’050’000.00 |
| 22.04.2020 | USD | EUR | 1’287’513.15 | 1’155’000.00 |
| 22.04.2020 | USD | EUR | 1’060’119.25 | 950’000.00 |
| 22.04.2020 | USD | EUR | 4’348’520.00 | 4’000’000.00 |
| 22.04.2020 | USD | EUR | 3’347’970.00 | 3’000’000.00 |
| 22.04.2020 | USD | EUR | 4’038’994.00 | 3’700’000.00 |
| 22.04.2020 | USD | EUR | 2’875’102.02 | 2’590’000.00 |
| 22.04.2020 | USD | EUR | 230’643’413.00 | 212’222’500.00 |
| 22.04.2020 | USD | EUR | 12’554’592.00 | 11’400’000.00 |
| 22.04.2020 | USD | EUR | 2’588’760.00 | 2’400’000.00 |
| 22.04.2020 | USD | EUR | 12’502’784.00 | 11’200’000.00 |
| 22.04.2020 | USD | GBP | 15’048’413.88 | 11’540’000.00 |
| 22.04.2020 | USD | HKD | 7’267’845.57 | 56’520’000.00 |
| 22.04.2020 | USD | JPY | 29’650’606.40 | 3’240’835’000.00 |
| 22.04.2020 | USD | JPY | 4’595’165.89 | 500’000’000.00 |
| 22.04.2020 | USD | JPY | 882’136.73 | 90’000’000.00 |

Während der Berichtsperiode getätigte engagementreduzierende Derivate
| Futures |  |
| --- | --- |
| Bezeichnung | Verfall | Käufe/Kontrakte | Verkäufe/Kontrakte |
| SX5E MAR 20 | 20.03.2020 | 196 | 196 |

Während der Berichtsperiode getätigte engagementerhöhende Derivate
| Futures |  |  |  |
| --- | --- | --- | --- |
| Bezeichnung | Verfall | Käufe/Kontrakte | Verkäufe/Kontrakte |
| Mini S&P 500 DEC 19 | 20.12.2019 | 157 | 157 |
| Mini S&P 500 Jun 19 | 21.06.2019 | 0 | 95 |
| Mini S&P 500 MAR 20 | 20.03.2020 | 233 | 233 |
| Mini S&P 500 Sep 19 | 20.09.2019 | 203 | 203 |
| MSCI EM DEC 19 | 20.12.2019 | 151 | 151 |
| SX5E MAR 20 | 20.03.2020 | 110 | 110 |
| TOPIX DEC 19 | 13.12.2019 | 56 | 56 |
| TOPIX Sep 19 | 13.09.2019 | 56 | 56 |

Während der Berichtsperiode getätigte engagementerhöhende Derivate
| Optionen |  |
| --- | --- |
| Bezeichnung | Verfall | Käufe/Kontrakte | Verkäufe/Kontrakte |
| SPX 2845 P 14 May 20 | 15.05.2020 | 78 | 78 |
| SPX 2930 P 16 Apr 20 | 17.04.2020 | 39 | 39 |
| SPX 3030 P 16 Apr 20 | 17.04.2020 | 39 | 39 |

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
| LGT GIM Growth OGAW nach liechtensteinischem Recht |  |
| --- | --- |
| Dreijahresvergleich Per: | 31.05.2020 | 31.05.2019 | 31.05.2018 |
| Nettovermögen (USD) B | 275’219’172 | 314’147’939 | 410’630’966 |
| Anzahl Anteile im Umlauf (USD) B | 18’972 | 22’311 | 28’821 |
| Nettoinventarwert pro Anteil am Ende der Periode (USD) B | 14’506.22 | 14’080.29 | 14’247.40 |
| Nettoinventarwert pro Anteil zu Beginn der Periode (USD) B | 14’080.29 | 14’247.40 | 13’658.93 |
| Veränderung Inventarwert in Prozent gg. Vorjahr (USD) B | 3.03% | -1.17% | 4.31% |
|  |  |  |  |
| Nettovermögen (CHF) B | 155’489’790 | 172’274’888 | 205’353’526 |
| Anzahl Anteile im Umlauf (CHF) B | 12’440 | 13’665 | 15’819 |
| Nettoinventarwert pro Anteil am Ende der Periode (CHF) B | 12’498.80 | 12’607.24 | 12’981.05 |
| Nettoinventarwert pro Anteil zu Beginn der Periode (CHF) B | 12’607.24 | 12’981.05 | 12’623.32 |
| Veränderung Inventarwert in Prozent gg. Vorjahr (CHF) B | -0.86% | -2.88% | 2.83% |
|  |  |  |  |
| Nettovermögen (CZK) B | 103’305’205 | 55’202’950 | n.a. |
| Anzahl Anteile im Umlauf (CZK) B | 456 | 249 | n.a. |
| Nettoinventarwert pro Anteil am Ende der Periode (CZK) B | 226’409.96 | 222’140.20 | n.a. |
| Nettoinventarwert pro Anteil zu Beginn der Periode (CZK) B | 222’140.20 | 220’914.91  1 | n.a. |
| Veränderung Inventarwert in Prozent gg. Vorjahr (CZK) B | 1.92% | 0.55%  1 | n.a. |
|  |  |  |  |
| Nettovermögen (EUR) B | 306’091’456 | 326’978’779 | 376’291’873 |
| Anzahl Anteile im Umlauf (EUR) B | 21’379 | 22’978 | 25’928 |
| Nettoinventarwert pro Anteil am Ende der Periode (EUR) B | 14’317.20 | 14’230.22 | 14’512.81 |
| Nettoinventarwert pro Anteil zu Beginn der Periode (EUR) B | 14’230.22 | 14’512.81 | 14’282.70 |
| Veränderung Inventarwert in Prozent gg. Vorjahr (EUR) B | 0.61% | -1.95% | 1.61% |
|  |  |  |  |
| Nettovermögen (USD) IM | 24’735’989 | 22’665’219 | 23’384’031 |
| Anzahl Anteile im Umlauf (USD) IM | 1’440 | 1’382 | 1’433 |
| Nettoinventarwert pro Anteil am Ende der Periode (USD) IM | 17’182.90 | 16’400.30 | 16’318.24 |
| Nettoinventarwert pro Anteil zu Beginn der Periode (USD) IM | 16’400.30 | 16’318.24 | 15’383.88 |
| Veränderung Inventarwert in Prozent gg. Vorjahr (USD) IM | 4.77% | 0.50% | 6.07% |
|  |  |  |  |
| Nettovermögen (CHF) IM | 6’183’784 | 6’354’533 | 5’510’032 |
| Anzahl Anteile im Umlauf (CHF) IM | 542 | 561 | 481 |
| Nettoinventarwert pro Anteil am Ende der Periode (CHF) IM | 11’409.15 | 11’319.75 | 11’460.59 |
| Nettoinventarwert pro Anteil zu Beginn der Periode (CHF) IM | 11’319.75 | 11’460.59 | 10’955.34 |
| Veränderung Inventarwert in Prozent gg. Vorjahr (CHF) IM | 0.79% | -1.23% | 4.61% |
| 1  Seit Lancierung am 10.09.2018 |  |  |  |

Der Fonds verzichtet auf einen Benchmark, da kein vergleichbarer Index existiert.
Die historische Performance stellt keinen Indikator für die laufende oder zukünftige Performance dar. Die Performancedaten lassen die bei der Ausgabe und Rücknahme der Anteile erhobenen Kommissionen und Kosten unberücksichtigt.
| Ergänzende Angaben zum Dreijahresvergleich |  |
| --- | --- |
| Per: | 31.12.2019 | 31.12.2018 | 31.12.2017 |
| Veränderung Inventarwert in Prozent gg. Vorjahr (USD) B | 17.10% | -8.22% | 11.20% |
| Veränderung Inventarwert in Prozent gg. Vorjahr (CHF) B | 13.94% | -10.06% | 8.26% |
| Veränderung Inventarwert in Prozent gg. Vorjahr (CZK) B | 16.41% | -6.34%  1 | n.a. |
| Veränderung Inventarwert in Prozent gg. Vorjahr (EUR) B | 15.37% | -8.80% | 6.03% |
| Veränderung Inventarwert in Prozent gg. Vorjahr (USD) IM | 19.08% | -6.66% | 13.08% |
| Veränderung Inventarwert in Prozent gg. Vorjahr (CHF) IM | 15.85% | -8.51% | 10.10% |
| 1  Seit Lancierung am 10.09.2018 |  |  |  |

Der Fonds verzichtet auf einen Benchmark, da kein vergleichbarer Index existiert.
Die historische Performance stellt keinen Indikator für die laufende oder zukünftige Performance dar. Die Performancedaten lassen die bei der Ausgabe und Rücknahme der Anteile erhobenen Kommissionen und Kosten unberücksichtigt.