# 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 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| CAD	Purchase | 198,000.00 | EUR | 135,322.25 | 11.12.2019 | LGT Bank AG | -200.30 | 0.00 |
| CHF	Purchase | 280,000.00 | EUR | 255,016.08 | 11.12.2019 | LGT Bank AG | -893.39 | 0.00 |
| CHF	Purchase | 71,000.00 | EUR | 64,531.37 | 11.12.2019 | LGT Bank AG | -93.12 | 0.00 |
| CHF	Purchase | 90,000.00 | EUR | 82,075.15 | 11.12.2019 | LGT Bank AG | -392.86 | 0.00 |
| CHF	Purchase | 128,000.00 | EUR | 116,430.32 | 11.12.2019 | LGT Bank AG | -259.95 | 0.00 |
| CHF	Purchase | 58,000.00 | EUR | 52,531.00 | 11.12.2019 | LGT Bank AG | 108.70 | 0.00 |
| CHF	Purchase | 14,449,000.00 | EUR | 13,124,191.60 | 11.12.2019 | LGT Bank AG | -10,553.38 | -0.01 |
| CHF	Purchase | 100,000.00 | EUR | 90,742.45 | 11.12.2019 | LGT Bank AG | 15.65 | 0.00 |
| HKD	Purchase | 600,000.00 | EUR | 69,086.22 | 11.12.2019 | LGT Bank AG | 382.85 | 0.00 |
| JPY	Purchase | 12,000,000.00 | EUR | 99,388.76 | 11.12.2019 | LGT Bank AG | 3.83 | 0.00 |
| JPY	Purchase | 10,000,000.00 | EUR | 83,118.61 | 11.12.2019 | LGT Bank AG | -291.45 | 0.00 |
| NOK	Purchase | 2,080,000.00 | EUR | 204,295.23 | 11.12.2019 | LGT Bank AG | 397.99 | 0.00 |
| USD	Purchase | 120,000.00 | EUR | 107,947.65 | 11.12.2019 | LGT Bank AG | 813.02 | 0.00 |
| USD	Purchase | 1,300,000.00 | EUR | 1,166,295.84 | 11.12.2019 | LGT Bank AG | 11,944.77 | 0.01 |
| USD	Purchase | 1,070,000.00 | EUR | 957,168.93 | 11.12.2019 | LGT Bank AG | 12,613.73 | 0.01 |
| USD	Purchase | 300,000.00 | EUR | 269,145.19 | 11.12.2019 | LGT Bank AG | 2,756.49 | 0.00 |
| USD	Purchase | 20,000.00 | EUR | 18,092.67 | 23.01.2020 | LGT Bank AG | -25.06 | 0.00 |
| USD	Purchase | 34,000.00 | EUR | 30,724.74 | 23.01.2020 | LGT Bank AG | -9.80 | 0.00 |
| USD	Purchase | 20,000.00 | EUR | 18,035.86 | 23.01.2020 | LGT Bank AG | 31.75 | 0.00 |
| USD	Purchase | 4,362,000.00 | EUR | 3,957,898.56 | 23.01.2020 | LGT Bank AG | -17,351.85 | -0.02 |
| USD	Purchase | 44,000.00 | EUR | 39,715.67 | 23.01.2020 | LGT Bank AG | 33.08 | 0.00 |
| USD	Purchase | 35,000.00 | EUR | 31,295.55 | 23.01.2020 | LGT Bank AG | 322.78 | 0.00 |
| USD	Purchase | 32,000.00 | EUR | 28,795.75 | 23.01.2020 | LGT Bank AG | 112.43 | 0.00 |
| USD	Purchase | 27,000.00 | EUR | 24,072.75 | 23.01.2020 | LGT Bank AG | 318.53 | 0.00 |
| AUD	Sale | 200,000.00 | EUR | 123,315.21 | 11.12.2019 | LGT Bank AG | 677.44 | 0.00 |
| AUD	Sale | 835,000.00 | EUR | 508,611.68 | 11.12.2019 | LGT Bank AG | -3,401.00 | 0.00 |
| CHF	Sale | 130,000.00 | EUR | 118,161.41 | 11.12.2019 | LGT Bank AG | 175.88 | 0.00 |
| CHF	Sale | 150,000.00 | EUR | 136,246.71 | 11.12.2019 | LGT Bank AG | 109.56 | 0.00 |
| CHF	Sale | 100,000.00 | EUR | 91,025.77 | 11.12.2019 | LGT Bank AG | 267.67 | 0.00 |
| CHF	Sale | 67,000.00 | EUR | 60,875.89 | 11.12.2019 | LGT Bank AG | 67.96 | 0.00 |
| CHF	Sale | 1,040,000.00 | EUR | 946,495.69 | 11.12.2019 | LGT Bank AG | 2,611.42 | 0.00 |
| CHF	Sale | 400,000.00 | EUR | 363,844.75 | 11.12.2019 | LGT Bank AG | 812.34 | 0.00 |
| CHF	Sale | 90,000.00 | EUR | 81,915.74 | 11.12.2019 | LGT Bank AG | 233.45 | 0.00 |
| CHF	Sale | 330,000.00 | EUR | 303,547.36 | 11.12.2019 | LGT Bank AG | 4,045.62 | 0.00 |
| GBP	Sale | 2,991,000.00 | EUR | 3,458,651.14 | 11.12.2019 | LGT Bank AG | -48,362.16 | -0.05 |
| GBP	Sale | 170,000.00 | EUR | 199,401.79 | 11.12.2019 | LGT Bank AG | 73.05 | 0.00 |
| GBP	Sale | 65,000.00 | EUR | 75,733.39 | 11.12.2019 | LGT Bank AG | -480.54 | 0.00 |
| HKD	Sale | 11,525,000.00 | EUR | 1,325,656.76 | 11.12.2019 | LGT Bank AG | -8,728.34 | -0.01 |
| HKD	Sale | 3,500,000.00 | EUR | 400,732.77 | 11.12.2019 | LGT Bank AG | -4,503.48 | 0.00 |
| JPY	Sale | 35,000,000.00 | EUR | 289,931.91 | 11.12.2019 | LGT Bank AG | 36.85 | 0.00 |
| JPY	Sale | 667,326,000.00 | EUR | 5,547,343.44 | 11.12.2019 | LGT Bank AG | 20,071.66 | 0.02 |
| JPY	Sale | 10,000,000.00 | EUR | 82,690.42 | 11.12.2019 | LGT Bank AG | -136.74 | 0.00 |
| SEK	Sale | 6,673,000.00 | EUR | 615,615.00 | 11.12.2019 | LGT Bank AG | -16,723.45 | -0.02 |
| SGD	Sale | 690,000.00 | EUR | 453,912.73 | 11.12.2019 | LGT Bank AG | -3,471.64 | 0.00 |

Forward exchange transactions
| Currency | Amount | against | Counter value | Maturity | Counterparty | Market value in EUR 3 | in % 3 |
| --- | --- | --- | --- | --- | --- | --- | --- |
| USD	Sale | 52,852,000.00 | EUR | 47,674,931.51 | 11.12.2019 | LGT Bank AG | -226,893.86 | -0.23 |
| USD	Sale | 660,000.00 | EUR | 598,346.39 | 11.12.2019 | LGT Bank AG | 162.69 | 0.00 |
| USD	Sale | 450,000.00 | EUR | 407,114.92 | 11.12.2019 | LGT Bank AG | -737.60 | 0.00 |
| USD	Sale | 200,000.00 | EUR | 178,927.69 | 11.12.2019 | LGT Bank AG | -2,340.10 | 0.00 |
| USD	Sale | 37,000.00 | EUR | 33,439.68 | 23.01.2020 | LGT Bank AG | 14.59 | 0.00 |
| USD	Sale | 18,000.00 | EUR | 16,167.86 | 23.01.2020 | LGT Bank AG | -92.99 | 0.00 |
| USD	Sale | 35,000.00 | EUR | 31,710.65 | 23.01.2020 | LGT Bank AG | 92.32 | 0.00 |
| USD	Sale | 43,000.00 | EUR | 38,339.11 | 23.01.2020 | LGT Bank AG | -506.26 | 0.00 |

Total Forward exchange transactions	-287,141.22	-0.30
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 |
| SX5E DEC 19 | -68 | 10.00 | 20.12.2019 | EUREX | -2,517,360.00 | -115,972.16 | -0.12 |
| Total |  |  |  |  | -2,517,360.00 | -115,972.16 | -0.12 |

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 19 | 28 | 50.00 | 20.12.2019 | CME | 3,991,881.00 | 207,673.05 | 0.21 |
| MSCI EM DEC 19 | 20 | 50.00 | 20.12.2019 | ICE US | 941,453.56 | -6,345.56 | -0.01 |
| Total |  |  |  |  | 4,933,334.56 | 201,327.49 | 0.21 |

Exposure-decreasing derivatives open at the end of the period under review
| Options |  |
| --- | --- |
| Description | Number of contracts | Maturity | Counterparty | Market value in EUR 3 | in % 3 |
| SPX 2750 P 18 Jun 20 | 6 | 19.06.2020 | OCC | 26,991.96 | 0.03 |
| SPX 2850 P 17 Sep 20 | 5 | 18.09.2020 | OCC | 41,494.70 | 0.04 |
| SX5E 3250 P 19 Jun 20 | 42 | 19.06.2020 | EUREX | 24,486.00 | 0.03 |
| SX5E 3350 P 18 Dec 20 | 41 | 18.12.2020 | EUREX | 58,015.00 | 0.06 |
| Total |  |  |  | 150,987.66 | 0.16 |

Total open derivative financial instruments at the end of the period under review	-50,798.23	-0.05

## Transactions derivative financial instruments during the period under review
Forward exchange transactions
| Maturity | Purchase | Sale | Purchase Amount | Sale Amount |
| --- | --- | --- | --- | --- |
| 24.07.2019 | AUD | EUR | 2,250,000.00 | 1,415,975.99 |
| 24.07.2019 | AUD | EUR | 623,000.00 | 380,332.13 |
| 24.07.2019 | AUD | EUR | 1,015,000.00 | 634,176.82 |
| 24.07.2019 | CAD | EUR | 198,000.00 | 130,678.84 |
| 24.07.2019 | CHF | EUR | 110,000.00 | 98,026.11 |
| 24.07.2019 | CHF | EUR | 150,000.00 | 133,300.16 |
| 24.07.2019 | CHF | EUR | 95,000.00 | 84,937.46 |
| 24.07.2019 | CHF | EUR | 330,000.00 | 294,046.89 |
| 24.07.2019 | CHF | EUR | 130,000.00 | 114,168.28 |
| 24.07.2019 | CHF | EUR | 230,000.00 | 206,296.53 |
| 24.07.2019 | CHF | EUR | 522,000.00 | 456,353.54 |
| 24.07.2019 | CHF | EUR | 180,000.00 | 162,154.86 |
| 24.07.2019 | CHF | EUR | 165,000.00 | 149,121.54 |
| 24.07.2019 | CHF | EUR | 13,747,000.00 | 12,071,690.76 |
| 24.07.2019 | CHF | EUR | 86,000.00 | 76,791.20 |
| 24.07.2019 | CHF | EUR | 2,372,000.00 | 2,135,974.79 |
| 24.07.2019 | CHF | EUR | 40,000.00 | 35,742.37 |
| 24.07.2019 | CHF | EUR | 150,000.00 | 131,848.43 |
| 24.07.2019 | CHF | EUR | 70,000.00 | 62,069.94 |
| 24.07.2019 | CHF | EUR | 30,000.00 | 26,406.36 |
| 24.07.2019 | EUR | AUD | 2,459,677.55 | 3,888,000.00 |
| 24.07.2019 | EUR | CAD | 135,125.91 | 198,000.00 |
| 24.07.2019 | EUR | CHF | 13,188,653.76 | 14,646,000.00 |
| 24.07.2019 | EUR | CHF | 99,242.72 | 111,000.00 |
| 24.07.2019 | EUR | CHF | 106,944.25 | 120,000.00 |
| 24.07.2019 | EUR | CHF | 54,335.78 | 62,000.00 |
| 24.07.2019 | EUR | CHF | 129,566.09 | 145,000.00 |
| 24.07.2019 | EUR | CHF | 160,436.97 | 178,000.00 |
| 24.07.2019 | EUR | CHF | 147,295.13 | 165,000.00 |
| 24.07.2019 | EUR | CHF | 206,667.90 | 235,000.00 |
| 24.07.2019 | EUR | CHF | 78,895.46 | 90,000.00 |
| 24.07.2019 | EUR | CHF | 213,280.25 | 240,000.00 |
| 24.07.2019 | EUR | CHF | 2,036,980.37 | 2,330,000.00 |
| 24.07.2019 | EUR | CHF | 75,213.92 | 85,000.00 |
| 24.07.2019 | EUR | GBP | 4,213,812.21 | 3,669,000.00 |
| 24.07.2019 | EUR | HKD | 1,532,672.18 | 13,685,000.00 |
| 24.07.2019 | EUR | HKD | 283,846.80 | 2,500,000.00 |
| 24.07.2019 | EUR | JPY | 155,535.00 | 19,000,000.00 |
| 24.07.2019 | EUR | JPY | 139,396.82 | 17,000,000.00 |
| 24.07.2019 | EUR | JPY | 5,725,135.47 | 725,326,000.00 |
| 24.07.2019 | EUR | NOK | 187,424.25 | 1,800,000.00 |
| 24.07.2019 | EUR | NOK | 2,122,156.44 | 20,430,000.00 |
| 24.07.2019 | EUR | NOK | 20,582.46 | 200,000.00 |
| 24.07.2019 | EUR | NOK | 152,507.22 | 1,500,000.00 |
| 24.07.2019 | EUR | SEK | 1,001,532.02 | 10,463,000.00 |
| 24.07.2019 | EUR | SGD | 389,793.90 | 600,000.00 |

| Maturity | Purchase | Sale | Purchase Amount | Sale Amount |
| --- | --- | --- | --- | --- |
| 24.07.2019 | EUR | USD | 46,460,809.94 | 52,942,000.00 |
| 24.07.2019 | EUR | USD | 1,882,975.28 | 2,150,000.00 |
| 24.07.2019 | EUR | USD | 26,641.56 | 30,000.00 |
| 24.07.2019 | EUR | USD | 23,059.46 | 26,000.00 |
| 24.07.2019 | EUR | USD | 489,071.48 | 550,000.00 |
| 24.07.2019 | EUR | USD | 309,542.76 | 350,000.00 |
| 24.07.2019 | EUR | USD | 420,713.11 | 480,000.00 |
| 24.07.2019 | EUR | USD | 241,399.59 | 275,000.00 |
| 24.07.2019 | EUR | USD | 574,438.38 | 650,000.00 |
| 24.07.2019 | EUR | USD | 493,309.49 | 560,000.00 |
| 24.07.2019 | EUR | USD | 23,975.70 | 27,000.00 |
| 24.07.2019 | EUR | USD | 819,022.46 | 930,000.00 |
| 24.07.2019 | EUR | USD | 67,004.97 | 75,000.00 |
| 24.07.2019 | EUR | USD | 71,471.97 | 80,000.00 |
| 24.07.2019 | EUR | USD | 4,238,965.67 | 4,754,000.00 |
| 24.07.2019 | EUR | USD | 70,747.50 | 80,000.00 |
| 24.07.2019 | EUR | USD | 32,966.25 | 37,000.00 |
| 24.07.2019 | EUR | USD | 141,671.91 | 160,000.00 |
| 24.07.2019 | EUR | USD | 28,456.59 | 32,000.00 |
| 24.07.2019 | EUR | USD | 495,851.67 | 560,000.00 |
| 24.07.2019 | EUR | USD | 222,695.33 | 250,000.00 |
| 24.07.2019 | EUR | USD | 551,326.74 | 620,000.00 |
| 24.07.2019 | EUR | USD | 11,590.17 | 13,000.00 |
| 24.07.2019 | EUR | USD | 86,255.96 | 97,000.00 |
| 24.07.2019 | EUR | USD | 484,193.29 | 550,000.00 |
| 24.07.2019 | GBP | EUR | 93,000.00 | 104,251.32 |
| 24.07.2019 | GBP | EUR | 3,166,000.00 | 3,500,276.40 |
| 24.07.2019 | GBP | EUR | 250,000.00 | 282,949.47 |
| 24.07.2019 | GBP | EUR | 160,000.00 | 185,647.15 |
| 24.07.2019 | HKD | EUR | 1,350,000.00 | 152,339.25 |
| 24.07.2019 | HKD | EUR | 2,800,000.00 | 319,041.05 |
| 24.07.2019 | HKD | EUR | 12,035,000.00 | 1,372,761.49 |
| 24.07.2019 | JPY | EUR | 30,000,000.00 | 245,861.33 |
| 24.07.2019 | JPY | EUR | 703,326,000.00 | 5,791,074.52 |
| 24.07.2019 | JPY | EUR | 28,000,000.00 | 228,150.51 |
| 24.07.2019 | NOK | EUR | 610,000.00 | 62,968.12 |
| 24.07.2019 | NOK | EUR | 1,390,000.00 | 142,058.96 |
| 24.07.2019 | NOK | EUR | 3,729,000.00 | 380,587.88 |
| 24.07.2019 | NOK | EUR | 18,201,000.00 | 1,890,571.04 |
| 24.07.2019 | SEK | EUR | 10,463,000.00 | 994,770.87 |
| 24.07.2019 | SGD | EUR | 600,000.00 | 393,107.51 |
| 24.07.2019 | USD | EUR | 445,000.00 | 395,724.40 |
| 24.07.2019 | USD | EUR | 4,435,000.00 | 3,892,064.75 |
| 24.07.2019 | USD | EUR | 30,000.00 | 26,818.69 |
| 24.07.2019 | USD | EUR | 38,000.00 | 33,790.39 |
| 24.07.2019 | USD | EUR | 33,000.00 | 29,088.99 |
| 24.07.2019 | USD | EUR | 45,000.00 | 39,964.12 |
| 24.07.2019 | USD | EUR | 50,000.00 | 44,187.57 |
| 24.07.2019 | USD | EUR | 101,000.00 | 89,968.91 |
| 24.07.2019 | USD | EUR | 50,000.00 | 44,485.57 |
| 24.07.2019 | USD | EUR | 197,000.00 | 173,491.85 |

| Maturity | Purchase | Sale | Purchase Amount | Sale Amount |
| --- | --- | --- | --- | --- |
| 24.07.2019 | USD | EUR | 24,000.00 | 21,035.66 |
| 24.07.2019 | USD | EUR | 30,000.00 | 26,539.28 |
| 24.07.2019 | USD | EUR | 31,000.00 | 27,308.20 |
| 24.07.2019 | USD | EUR | 160,000.00 | 140,907.09 |
| 24.07.2019 | USD | EUR | 700,000.00 | 620,017.71 |
| 24.07.2019 | USD | EUR | 4,950,000.00 | 4,401,565.00 |
| 24.07.2019 | USD | EUR | 190,000.00 | 167,482.04 |
| 24.07.2019 | USD | EUR | 740,000.00 | 659,371.99 |
| 24.07.2019 | USD | EUR | 400,000.00 | 356,856.10 |
| 24.07.2019 | USD | EUR | 20,000.00 | 17,794.23 |
| 24.07.2019 | USD | EUR | 350,000.00 | 310,182.49 |
| 24.07.2019 | USD | EUR | 20,000.00 | 17,764.20 |
| 24.07.2019 | USD | EUR | 53,002,000.00 | 47,259,919.75 |
| 24.07.2019 | USD | EUR | 27,000.00 | 23,646.67 |
| 24.07.2019 | USD | EUR | 170,000.00 | 151,563.78 |
| 24.07.2019 | USD | EUR | 40,000.00 | 35,634.74 |
| 23.10.2019 | AUD | EUR | 180,000.00 | 111,795.69 |
| 23.10.2019 | AUD | EUR | 835,000.00 | 509,581.35 |
| 23.10.2019 | CAD | EUR | 198,000.00 | 134,366.01 |
| 23.10.2019 | CHF | EUR | 340,000.00 | 313,219.71 |
| 23.10.2019 | CHF | EUR | 14,646,000.00 | 13,203,218.32 |
| 23.10.2019 | CHF | EUR | 75,000.00 | 69,060.77 |
| 23.10.2019 | CHF | EUR | 240,000.00 | 219,434.59 |
| 23.10.2019 | CHF | EUR | 85,000.00 | 77,181.51 |
| 23.10.2019 | CHF | EUR | 2,100,000.00 | 1,922,196.80 |
| 23.10.2019 | CHF | EUR | 62,000.00 | 55,969.31 |
| 23.10.2019 | CHF | EUR | 85,000.00 | 77,023.45 |
| 23.10.2019 | CHF | EUR | 242,000.00 | 222,116.16 |
| 23.10.2019 | CHF | EUR | 84,000.00 | 76,573.87 |
| 23.10.2019 | CHF | EUR | 30,000.00 | 27,704.67 |
| 23.10.2019 | CHF | EUR | 40,000.00 | 36,559.73 |
| 23.10.2019 | CHF | EUR | 155,000.00 | 141,842.67 |
| 23.10.2019 | CHF | EUR | 100,000.00 | 91,533.18 |
| 23.10.2019 | CHF | EUR | 130,000.00 | 119,420.53 |
| 23.10.2019 | CHF | EUR | 76,000.00 | 69,034.43 |
| 23.10.2019 | CHF | EUR | 150,000.00 | 136,177.94 |
| 23.10.2019 | CHF | EUR | 62,000.00 | 56,983.20 |
| 23.10.2019 | CHF | EUR | 120,000.00 | 109,880.05 |
| 23.10.2019 | CHF | EUR | 108,000.00 | 98,306.94 |
| 23.10.2019 | EUR | AUD | 631,267.59 | 1,015,000.00 |
| 23.10.2019 | EUR | CAD | 135,709.39 | 198,000.00 |
| 23.10.2019 | EUR | CHF | 366,045.61 | 400,000.00 |
| 23.10.2019 | EUR | CHF | 105,729.63 | 115,000.00 |
| 23.10.2019 | EUR | CHF | 87,367.57 | 95,000.00 |
| 23.10.2019 | EUR | CHF | 100,758.93 | 109,000.00 |
| 23.10.2019 | EUR | CHF | 2,138,333.60 | 2,372,000.00 |
| 23.10.2019 | EUR | CHF | 13,117,566.95 | 14,449,000.00 |
| 23.10.2019 | EUR | CHF | 118,952.85 | 130,000.00 |
| 23.10.2019 | EUR | CHF | 76,732.11 | 85,000.00 |
| 23.10.2019 | EUR | CHF | 100,873.01 | 110,000.00 |
| 23.10.2019 | EUR | CHF | 146,933.23 | 160,000.00 |

| Maturity | Purchase | Sale | Purchase Amount | Sale Amount |
| --- | --- | --- | --- | --- |
| 23.10.2019 | EUR | CHF | 132,683.03 | 145,000.00 |
| 23.10.2019 | EUR | CHF | 387,586.17 | 420,000.00 |
| 23.10.2019 | EUR | CHF | 313,760.23 | 340,000.00 |
| 23.10.2019 | EUR | GBP | 99,163.17 | 90,000.00 |
| 23.10.2019 | EUR | GBP | 88,263.20 | 80,000.00 |
| 23.10.2019 | EUR | GBP | 3,489,270.44 | 3,166,000.00 |
| 23.10.2019 | EUR | HKD | 1,363,715.27 | 12,035,000.00 |
| 23.10.2019 | EUR | HKD | 96,242.03 | 850,000.00 |
| 23.10.2019 | EUR | JPY | 253,089.80 | 30,000,000.00 |
| 23.10.2019 | EUR | JPY | 84,856.15 | 10,000,000.00 |
| 23.10.2019 | EUR | JPY | 211,733.42 | 25,000,000.00 |
| 23.10.2019 | EUR | JPY | 5,788,200.67 | 703,326,000.00 |
| 23.10.2019 | EUR | NOK | 204,871.61 | 2,080,000.00 |
| 23.10.2019 | EUR | NOK | 1,924,507.20 | 19,200,000.00 |
| 23.10.2019 | EUR | SEK | 994,009.06 | 10,463,000.00 |
| 23.10.2019 | EUR | SGD | 390,813.54 | 600,000.00 |
| 23.10.2019 | EUR | SGD | 58,532.40 | 90,000.00 |
| 23.10.2019 | EUR | USD | 374,471.00 | 415,000.00 |
| 23.10.2019 | EUR | USD | 374,715.62 | 420,000.00 |
| 23.10.2019 | EUR | USD | 321,133.24 | 360,000.00 |
| 23.10.2019 | EUR | USD | 284,126.22 | 320,000.00 |
| 23.10.2019 | EUR | USD | 53,723.97 | 60,000.00 |
| 23.10.2019 | EUR | USD | 333,012.32 | 370,000.00 |
| 23.10.2019 | EUR | USD | 28,004.63 | 31,000.00 |
| 23.10.2019 | EUR | USD | 716,731.70 | 810,000.00 |
| 23.10.2019 | EUR | USD | 3,985,381.45 | 4,362,000.00 |
| 23.10.2019 | EUR | USD | 28,444.95 | 32,000.00 |
| 23.10.2019 | EUR | USD | 469,788.60 | 517,000.00 |
| 23.10.2019 | EUR | USD | 26,522.38 | 30,000.00 |
| 23.10.2019 | EUR | USD | 373,991.56 | 420,000.00 |
| 23.10.2019 | EUR | USD | 18,666.50 | 21,000.00 |
| 23.10.2019 | EUR | USD | 11,046.98 | 12,000.00 |
| 23.10.2019 | EUR | USD | 23,434.19 | 26,000.00 |
| 23.10.2019 | EUR | USD | 683,593.75 | 770,000.00 |
| 23.10.2019 | EUR | USD | 46,924,274.16 | 53,002,000.00 |
| 23.10.2019 | EUR | USD | 69,359.84 | 78,000.00 |
| 23.10.2019 | GBP | EUR | 100,000.00 | 110,012.09 |
| 23.10.2019 | GBP | EUR | 60,000.00 | 67,342.03 |
| 23.10.2019 | GBP | EUR | 90,000.00 | 99,931.16 |
| 23.10.2019 | GBP | EUR | 95,000.00 | 103,117.40 |
| 23.10.2019 | GBP | EUR | 2,991,000.00 | 3,465,013.90 |
| 23.10.2019 | HKD | EUR | 510,000.00 | 59,129.41 |
| 23.10.2019 | HKD | EUR | 850,000.00 | 96,412.33 |
| 23.10.2019 | HKD | EUR | 11,525,000.00 | 1,329,449.76 |
| 23.10.2019 | JPY | EUR | 20,000,000.00 | 169,202.30 |
| 23.10.2019 | JPY | EUR | 7,000,000.00 | 57,824.00 |
| 23.10.2019 | JPY | EUR | 10,000,000.00 | 84,237.07 |
| 23.10.2019 | JPY | EUR | 24,000,000.00 | 204,326.62 |
| 23.10.2019 | JPY | EUR | 12,000,000.00 | 101,931.60 |
| 23.10.2019 | JPY | EUR | 667,326,000.00 | 5,549,488.57 |
| 23.10.2019 | JPY | EUR | 28,000,000.00 | 235,283.24 |

| Maturity | Purchase | Sale | Purchase Amount | Sale Amount |
| --- | --- | --- | --- | --- |
| 23.10.2019 | NOK | EUR | 850,000.00 | 84,517.41 |
| 23.10.2019 | NOK | EUR | 20,430,000.00 | 2,111,990.06 |
| 23.10.2019 | SEK | EUR | 6,673,000.00 | 615,931.33 |
| 23.10.2019 | SEK | EUR | 2,000,000.00 | 186,051.70 |
| 23.10.2019 | SEK | EUR | 700,000.00 | 65,788.03 |
| 23.10.2019 | SEK | EUR | 1,090,000.00 | 100,510.39 |
| 23.10.2019 | SGD | EUR | 690,000.00 | 455,235.20 |
| 23.10.2019 | USD | EUR | 44,000.00 | 39,601.47 |
| 23.10.2019 | USD | EUR | 37,000.00 | 32,946.88 |
| 23.10.2019 | USD | EUR | 38,000.00 | 34,288.91 |
| 23.10.2019 | USD | EUR | 620,000.00 | 564,755.61 |
| 23.10.2019 | USD | EUR | 63,000.00 | 57,159.45 |
| 23.10.2019 | USD | EUR | 25,000.00 | 22,304.50 |
| 23.10.2019 | USD | EUR | 110,000.00 | 99,662.06 |
| 23.10.2019 | USD | EUR | 38,000.00 | 34,919.09 |
| 23.10.2019 | USD | EUR | 600,000.00 | 545,209.20 |
| 23.10.2019 | USD | EUR | 4,754,000.00 | 4,208,860.03 |
| 23.10.2019 | USD | EUR | 54,000.00 | 47,940.34 |
| 23.10.2019 | USD | EUR | 850,000.00 | 752,352.21 |
| 23.10.2019 | USD | EUR | 400,000.00 | 357,641.00 |
| 23.10.2019 | USD | EUR | 450,000.00 | 398,918.49 |
| 23.10.2019 | USD | EUR | 52,852,000.00 | 47,834,193.14 |
| 23.10.2019 | USD | EUR | 620,000.00 | 551,321.84 |
| 23.10.2019 | USD | EUR | 45,000.00 | 39,818.43 |
| 23.10.2019 | USD | EUR | 385,000.00 | 344,728.78 |
| 23.10.2019 | USD | EUR | 71,000.00 | 63,040.51 |

Transactions in exposure-decreasing derivatives during the period under review
| Futures |  |
| --- | --- |
| Description | Maturity | Purchases/Contracts | Sales/Contracts |
| STXE Jun 19 | 21.06.2019 | 46 | 0 |
| SX5E SEP 19 | 20.09.2019 | 67 | 67 |

Transactions in exposure-increasing derivatives during the period under review
| Futures |  |
| --- | --- |
| Description | Maturity | Purchases/Contracts | Sales/Contracts |
| Mini S&P 500 Jun 19 | 21.06.2019 | 7 | 19 |
| Mini S&P 500 Sep 19 | 20.09.2019 | 44 | 44 |
| TOPIX DEC 19 | 13.12.2019 | 8 | 8 |
| TOPIX Sep 19 | 13.09.2019 | 8 | 8 |

Transactions in exposure-decreasing derivatives during the period under review
| Options |  |  |  |
| --- | --- | --- | --- |
| Description | Maturity | Purchases/Contracts | Sales/Contracts |
| CELG 95 C 21 Jun 19 | 21.06.2019 | 185 | 0 |
| SPX 2350 P 19 Dec 19 | 20.12.2019 | 0 | 7 |
| SPX 2775 P 19 Mar 20 | 20.03.2020 | 0 | 6 |
| STXE 2850 P 20 Dec 19 | 20.12.2019 | 0 | 51 |
| SX5E 3300 P 20 Mar 20 | 20.03.2020 | 0 | 42 |

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 EUR 3 | in % 3 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| CAD | Kauf | 198’000.00 | EUR | 135’322.25 | 11.12.2019 | LGT Bank AG | -200.30 | 0.00 |
| CHF | Kauf | 280’000.00 | EUR | 255’016.08 | 11.12.2019 | LGT Bank AG | -893.39 | 0.00 |
| CHF | Kauf | 71’000.00 | EUR | 64’531.37 | 11.12.2019 | LGT Bank AG | -93.12 | 0.00 |
| CHF | Kauf | 90’000.00 | EUR | 82’075.15 | 11.12.2019 | LGT Bank AG | -392.86 | 0.00 |
| CHF | Kauf | 128’000.00 | EUR | 116’430.32 | 11.12.2019 | LGT Bank AG | -259.95 | 0.00 |
| CHF | Kauf | 58’000.00 | EUR | 52’531.00 | 11.12.2019 | LGT Bank AG | 108.70 | 0.00 |
| CHF | Kauf | 14’449’000.00 | EUR | 13’124’191.60 | 11.12.2019 | LGT Bank AG | -10’553.38 | -0.01 |
| CHF | Kauf | 100’000.00 | EUR | 90’742.45 | 11.12.2019 | LGT Bank AG | 15.65 | 0.00 |
| HKD | Kauf | 600’000.00 | EUR | 69’086.22 | 11.12.2019 | LGT Bank AG | 382.85 | 0.00 |
| JPY | Kauf | 12’000’000.00 | EUR | 99’388.76 | 11.12.2019 | LGT Bank AG | 3.83 | 0.00 |
| JPY | Kauf | 10’000’000.00 | EUR | 83’118.61 | 11.12.2019 | LGT Bank AG | -291.45 | 0.00 |
| NOK | Kauf | 2’080’000.00 | EUR | 204’295.23 | 11.12.2019 | LGT Bank AG | 397.99 | 0.00 |
| USD | Kauf | 120’000.00 | EUR | 107’947.65 | 11.12.2019 | LGT Bank AG | 813.02 | 0.00 |
| USD | Kauf | 1’300’000.00 | EUR | 1’166’295.84 | 11.12.2019 | LGT Bank AG | 11’944.77 | 0.01 |
| USD | Kauf | 1’070’000.00 | EUR | 957’168.93 | 11.12.2019 | LGT Bank AG | 12’613.73 | 0.01 |
| USD | Kauf | 300’000.00 | EUR | 269’145.19 | 11.12.2019 | LGT Bank AG | 2’756.49 | 0.00 |
| USD | Kauf | 20’000.00 | EUR | 18’092.67 | 23.01.2020 | LGT Bank AG | -25.06 | 0.00 |
| USD | Kauf | 34’000.00 | EUR | 30’724.74 | 23.01.2020 | LGT Bank AG | -9.80 | 0.00 |
| USD | Kauf | 20’000.00 | EUR | 18’035.86 | 23.01.2020 | LGT Bank AG | 31.75 | 0.00 |
| USD | Kauf | 4’362’000.00 | EUR | 3’957’898.56 | 23.01.2020 | LGT Bank AG | -17’351.85 | -0.02 |
| USD | Kauf | 44’000.00 | EUR | 39’715.67 | 23.01.2020 | LGT Bank AG | 33.08 | 0.00 |
| USD | Kauf | 35’000.00 | EUR | 31’295.55 | 23.01.2020 | LGT Bank AG | 322.78 | 0.00 |
| USD | Kauf | 32’000.00 | EUR | 28’795.75 | 23.01.2020 | LGT Bank AG | 112.43 | 0.00 |
| USD | Kauf | 27’000.00 | EUR | 24’072.75 | 23.01.2020 | LGT Bank AG | 318.53 | 0.00 |
| AUD | Verkauf | 200’000.00 | EUR | 123’315.21 | 11.12.2019 | LGT Bank AG | 677.44 | 0.00 |
| AUD | Verkauf | 835’000.00 | EUR | 508’611.68 | 11.12.2019 | LGT Bank AG | -3’401.00 | 0.00 |
| CHF | Verkauf | 130’000.00 | EUR | 118’161.41 | 11.12.2019 | LGT Bank AG | 175.88 | 0.00 |
| CHF | Verkauf | 150’000.00 | EUR | 136’246.71 | 11.12.2019 | LGT Bank AG | 109.56 | 0.00 |
| CHF | Verkauf | 100’000.00 | EUR | 91’025.77 | 11.12.2019 | LGT Bank AG | 267.67 | 0.00 |
| CHF | Verkauf | 67’000.00 | EUR | 60’875.89 | 11.12.2019 | LGT Bank AG | 67.96 | 0.00 |
| CHF | Verkauf | 1’040’000.00 | EUR | 946’495.69 | 11.12.2019 | LGT Bank AG | 2’611.42 | 0.00 |
| CHF | Verkauf | 400’000.00 | EUR | 363’844.75 | 11.12.2019 | LGT Bank AG | 812.34 | 0.00 |
| CHF | Verkauf | 90’000.00 | EUR | 81’915.74 | 11.12.2019 | LGT Bank AG | 233.45 | 0.00 |
| CHF | Verkauf | 330’000.00 | EUR | 303’547.36 | 11.12.2019 | LGT Bank AG | 4’045.62 | 0.00 |
| GBP | Verkauf | 2’991’000.00 | EUR | 3’458’651.14 | 11.12.2019 | LGT Bank AG | -48’362.16 | -0.05 |
| GBP | Verkauf | 170’000.00 | EUR | 199’401.79 | 11.12.2019 | LGT Bank AG | 73.05 | 0.00 |
| GBP | Verkauf | 65’000.00 | EUR | 75’733.39 | 11.12.2019 | LGT Bank AG | -480.54 | 0.00 |
| HKD | Verkauf | 11’525’000.00 | EUR | 1’325’656.76 | 11.12.2019 | LGT Bank AG | -8’728.34 | -0.01 |
| HKD | Verkauf | 3’500’000.00 | EUR | 400’732.77 | 11.12.2019 | LGT Bank AG | -4’503.48 | 0.00 |
| JPY | Verkauf | 35’000’000.00 | EUR | 289’931.91 | 11.12.2019 | LGT Bank AG | 36.85 | 0.00 |
| JPY | Verkauf | 667’326’000.00 | EUR | 5’547’343.44 | 11.12.2019 | LGT Bank AG | 20’071.66 | 0.02 |
| JPY | Verkauf | 10’000’000.00 | EUR | 82’690.42 | 11.12.2019 | LGT Bank AG | -136.74 | 0.00 |
| SEK | Verkauf | 6’673’000.00 | EUR | 615’615.00 | 11.12.2019 | LGT Bank AG | -16’723.45 | -0.02 |
| SGD | Verkauf | 690’000.00 | EUR | 453’912.73 | 11.12.2019 | LGT Bank AG | -3’471.64 | 0.00 |

Devisentermingeschäfte
| Währung |  | Betrag | gegen | Gegenwert | Verfall | Gegenpartei | Verkehrswert in EUR 3 | in % 3 |
| --- | --- | --- | --- | --- | --- | --- | --- | --- |
| USD | Verkauf | 52’852’000.00 | EUR | 47’674’931.51 | 11.12.2019 | LGT Bank AG | -226’893.86 | -0.23 |
| USD | Verkauf | 660’000.00 | EUR | 598’346.39 | 11.12.2019 | LGT Bank AG | 162.69 | 0.00 |
| USD | Verkauf | 450’000.00 | EUR | 407’114.92 | 11.12.2019 | LGT Bank AG | -737.60 | 0.00 |
| USD | Verkauf | 200’000.00 | EUR | 178’927.69 | 11.12.2019 | LGT Bank AG | -2’340.10 | 0.00 |
| USD | Verkauf | 37’000.00 | EUR | 33’439.68 | 23.01.2020 | LGT Bank AG | 14.59 | 0.00 |
| USD | Verkauf | 18’000.00 | EUR | 16’167.86 | 23.01.2020 | LGT Bank AG | -92.99 | 0.00 |
| USD | Verkauf | 35’000.00 | EUR | 31’710.65 | 23.01.2020 | LGT Bank AG | 92.32 | 0.00 |
| USD | Verkauf | 43’000.00 | EUR | 38’339.11 | 23.01.2020 | LGT Bank AG | -506.26 | 0.00 |

Total Devisentermingeschäfte	-287’141.22	-0.30
Am Ende der Berichtsperiode offene engagementreduzierende Derivate
| Futures |  |
| --- | --- |
| Bezeichnung | Anzahl Kontrakte | Kontraktgrösse | Verfall | Gegenpartei | Kontraktwert in EUR | Verkehrswert in EUR 3 | in % 3 |
| SX5E DEC 19 | -68 | 10.00 | 20.12.2019 | EUREX | -2’517’360.00 | -115’972.16 | -0.12 |
| Total |  |  |  |  | -2’517’360.00 | -115’972.16 | -0.12 |

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 19 | 28 | 50.00 | 20.12.2019 | CME | 3’991’881.00 | 207’673.05 | 0.21 |
| MSCI EM DEC 19 | 20 | 50.00 | 20.12.2019 | ICE US | 941’453.56 | -6’345.56 | -0.01 |
| Total |  |  |  |  | 4’933’334.56 | 201’327.49 | 0.21 |

Am Ende der Berichtsperiode offene engagementreduzierende Derivate
| Optionen |  |
| --- | --- |
| Bezeichnung | Anzahl Kontrakte | Verfall | Gegenpartei | Verkehrswert in EUR 3 | Anteil am Nettover- |
|  |  |  |  |  | mögen |
|  |  |  |  |  | in % 3 |
| SPX 2750 P 18 Jun 20 | 6 | 19.06.2020 | OCC | 26’991.96 | 0.03 |
| SPX 2850 P 17 Sep 20 | 5 | 18.09.2020 | OCC | 41’494.70 | 0.04 |
| SX5E 3250 P 19 Jun 20 | 42 | 19.06.2020 | EUREX | 24’486.00 | 0.03 |
| SX5E 3350 P 18 Dec 20 | 41 | 18.12.2020 | EUREX | 58’015.00 | 0.06 |
| Total |  |  |  | 150’987.66 | 0.16 |

Total am Ende der Berichtsperiode offene derivative Finanzinstrumente	-50’798.23	-0.05
Während der Berichtsperiode getätigte derivative Finanzinstrumente
| Devisentermingeschäfte |  |
| --- | --- |
| Verfall | Kauf | Verkauf | Kauf Betrag | Verkauf Betrag |
| 24.07.2019 | AUD | EUR | 2’250’000.00 | 1’415’975.99 |
| 24.07.2019 | AUD | EUR | 623’000.00 | 380’332.13 |
| 24.07.2019 | AUD | EUR | 1’015’000.00 | 634’176.82 |
| 24.07.2019 | CAD | EUR | 198’000.00 | 130’678.84 |
| 24.07.2019 | CHF | EUR | 110’000.00 | 98’026.11 |
| 24.07.2019 | CHF | EUR | 150’000.00 | 133’300.16 |
| 24.07.2019 | CHF | EUR | 95’000.00 | 84’937.46 |
| 24.07.2019 | CHF | EUR | 330’000.00 | 294’046.89 |
| 24.07.2019 | CHF | EUR | 130’000.00 | 114’168.28 |
| 24.07.2019 | CHF | EUR | 230’000.00 | 206’296.53 |
| 24.07.2019 | CHF | EUR | 522’000.00 | 456’353.54 |
| 24.07.2019 | CHF | EUR | 180’000.00 | 162’154.86 |
| 24.07.2019 | CHF | EUR | 165’000.00 | 149’121.54 |
| 24.07.2019 | CHF | EUR | 13’747’000.00 | 12’071’690.76 |
| 24.07.2019 | CHF | EUR | 86’000.00 | 76’791.20 |
| 24.07.2019 | CHF | EUR | 2’372’000.00 | 2’135’974.79 |
| 24.07.2019 | CHF | EUR | 40’000.00 | 35’742.37 |
| 24.07.2019 | CHF | EUR | 150’000.00 | 131’848.43 |
| 24.07.2019 | CHF | EUR | 70’000.00 | 62’069.94 |
| 24.07.2019 | CHF | EUR | 30’000.00 | 26’406.36 |
| 24.07.2019 | EUR | AUD | 2’459’677.55 | 3’888’000.00 |
| 24.07.2019 | EUR | CAD | 135’125.91 | 198’000.00 |
| 24.07.2019 | EUR | CHF | 13’188’653.76 | 14’646’000.00 |
| 24.07.2019 | EUR | CHF | 99’242.72 | 111’000.00 |
| 24.07.2019 | EUR | CHF | 106’944.25 | 120’000.00 |
| 24.07.2019 | EUR | CHF | 54’335.78 | 62’000.00 |
| 24.07.2019 | EUR | CHF | 129’566.09 | 145’000.00 |
| 24.07.2019 | EUR | CHF | 160’436.97 | 178’000.00 |
| 24.07.2019 | EUR | CHF | 147’295.13 | 165’000.00 |
| 24.07.2019 | EUR | CHF | 206’667.90 | 235’000.00 |
| 24.07.2019 | EUR | CHF | 78’895.46 | 90’000.00 |
| 24.07.2019 | EUR | CHF | 213’280.25 | 240’000.00 |
| 24.07.2019 | EUR | CHF | 2’036’980.37 | 2’330’000.00 |
| 24.07.2019 | EUR | CHF | 75’213.92 | 85’000.00 |
| 24.07.2019 | EUR | GBP | 4’213’812.21 | 3’669’000.00 |
| 24.07.2019 | EUR | HKD | 1’532’672.18 | 13’685’000.00 |
| 24.07.2019 | EUR | HKD | 283’846.80 | 2’500’000.00 |
| 24.07.2019 | EUR | JPY | 155’535.00 | 19’000’000.00 |
| 24.07.2019 | EUR | JPY | 139’396.82 | 17’000’000.00 |
| 24.07.2019 | EUR | JPY | 5’725’135.47 | 725’326’000.00 |
| 24.07.2019 | EUR | NOK | 187’424.25 | 1’800’000.00 |
| 24.07.2019 | EUR | NOK | 2’122’156.44 | 20’430’000.00 |
| 24.07.2019 | EUR | NOK | 20’582.46 | 200’000.00 |
| 24.07.2019 | EUR | NOK | 152’507.22 | 1’500’000.00 |
| 24.07.2019 | EUR | SEK | 1’001’532.02 | 10’463’000.00 |
| 24.07.2019 | EUR | SGD | 389’793.90 | 600’000.00 |

| Verfall | Kauf | Verkauf | Kauf Betrag | Verkauf Betrag |
| --- | --- | --- | --- | --- |
| 24.07.2019 | EUR | USD | 46’460’809.94 | 52’942’000.00 |
| 24.07.2019 | EUR | USD | 1’882’975.28 | 2’150’000.00 |
| 24.07.2019 | EUR | USD | 26’641.56 | 30’000.00 |
| 24.07.2019 | EUR | USD | 23’059.46 | 26’000.00 |
| 24.07.2019 | EUR | USD | 489’071.48 | 550’000.00 |
| 24.07.2019 | EUR | USD | 309’542.76 | 350’000.00 |
| 24.07.2019 | EUR | USD | 420’713.11 | 480’000.00 |
| 24.07.2019 | EUR | USD | 241’399.59 | 275’000.00 |
| 24.07.2019 | EUR | USD | 574’438.38 | 650’000.00 |
| 24.07.2019 | EUR | USD | 493’309.49 | 560’000.00 |
| 24.07.2019 | EUR | USD | 23’975.70 | 27’000.00 |
| 24.07.2019 | EUR | USD | 819’022.46 | 930’000.00 |
| 24.07.2019 | EUR | USD | 67’004.97 | 75’000.00 |
| 24.07.2019 | EUR | USD | 71’471.97 | 80’000.00 |
| 24.07.2019 | EUR | USD | 4’238’965.67 | 4’754’000.00 |
| 24.07.2019 | EUR | USD | 70’747.50 | 80’000.00 |
| 24.07.2019 | EUR | USD | 32’966.25 | 37’000.00 |
| 24.07.2019 | EUR | USD | 141’671.91 | 160’000.00 |
| 24.07.2019 | EUR | USD | 28’456.59 | 32’000.00 |
| 24.07.2019 | EUR | USD | 495’851.67 | 560’000.00 |
| 24.07.2019 | EUR | USD | 222’695.33 | 250’000.00 |
| 24.07.2019 | EUR | USD | 551’326.74 | 620’000.00 |
| 24.07.2019 | EUR | USD | 11’590.17 | 13’000.00 |
| 24.07.2019 | EUR | USD | 86’255.96 | 97’000.00 |
| 24.07.2019 | EUR | USD | 484’193.29 | 550’000.00 |
| 24.07.2019 | GBP | EUR | 93’000.00 | 104’251.32 |
| 24.07.2019 | GBP | EUR | 3’166’000.00 | 3’500’276.40 |
| 24.07.2019 | GBP | EUR | 250’000.00 | 282’949.47 |
| 24.07.2019 | GBP | EUR | 160’000.00 | 185’647.15 |
| 24.07.2019 | HKD | EUR | 1’350’000.00 | 152’339.25 |
| 24.07.2019 | HKD | EUR | 2’800’000.00 | 319’041.05 |
| 24.07.2019 | HKD | EUR | 12’035’000.00 | 1’372’761.49 |
| 24.07.2019 | JPY | EUR | 30’000’000.00 | 245’861.33 |
| 24.07.2019 | JPY | EUR | 703’326’000.00 | 5’791’074.52 |
| 24.07.2019 | JPY | EUR | 28’000’000.00 | 228’150.51 |
| 24.07.2019 | NOK | EUR | 610’000.00 | 62’968.12 |
| 24.07.2019 | NOK | EUR | 1’390’000.00 | 142’058.96 |
| 24.07.2019 | NOK | EUR | 3’729’000.00 | 380’587.88 |
| 24.07.2019 | NOK | EUR | 18’201’000.00 | 1’890’571.04 |
| 24.07.2019 | SEK | EUR | 10’463’000.00 | 994’770.87 |
| 24.07.2019 | SGD | EUR | 600’000.00 | 393’107.51 |
| 24.07.2019 | USD | EUR | 445’000.00 | 395’724.40 |
| 24.07.2019 | USD | EUR | 4’435’000.00 | 3’892’064.75 |
| 24.07.2019 | USD | EUR | 30’000.00 | 26’818.69 |
| 24.07.2019 | USD | EUR | 38’000.00 | 33’790.39 |
| 24.07.2019 | USD | EUR | 33’000.00 | 29’088.99 |
| 24.07.2019 | USD | EUR | 45’000.00 | 39’964.12 |
| 24.07.2019 | USD | EUR | 50’000.00 | 44’187.57 |
| 24.07.2019 | USD | EUR | 101’000.00 | 89’968.91 |
| 24.07.2019 | USD | EUR | 50’000.00 | 44’485.57 |
| 24.07.2019 | USD | EUR | 197’000.00 | 173’491.85 |

| Verfall | Kauf | Verkauf | Kauf Betrag | Verkauf Betrag |
| --- | --- | --- | --- | --- |
| 24.07.2019 | USD | EUR | 24’000.00 | 21’035.66 |
| 24.07.2019 | USD | EUR | 30’000.00 | 26’539.28 |
| 24.07.2019 | USD | EUR | 31’000.00 | 27’308.20 |
| 24.07.2019 | USD | EUR | 160’000.00 | 140’907.09 |
| 24.07.2019 | USD | EUR | 700’000.00 | 620’017.71 |
| 24.07.2019 | USD | EUR | 4’950’000.00 | 4’401’565.00 |
| 24.07.2019 | USD | EUR | 190’000.00 | 167’482.04 |
| 24.07.2019 | USD | EUR | 740’000.00 | 659’371.99 |
| 24.07.2019 | USD | EUR | 400’000.00 | 356’856.10 |
| 24.07.2019 | USD | EUR | 20’000.00 | 17’794.23 |
| 24.07.2019 | USD | EUR | 350’000.00 | 310’182.49 |
| 24.07.2019 | USD | EUR | 20’000.00 | 17’764.20 |
| 24.07.2019 | USD | EUR | 53’002’000.00 | 47’259’919.75 |
| 24.07.2019 | USD | EUR | 27’000.00 | 23’646.67 |
| 24.07.2019 | USD | EUR | 170’000.00 | 151’563.78 |
| 24.07.2019 | USD | EUR | 40’000.00 | 35’634.74 |
| 23.10.2019 | AUD | EUR | 180’000.00 | 111’795.69 |
| 23.10.2019 | AUD | EUR | 835’000.00 | 509’581.35 |
| 23.10.2019 | CAD | EUR | 198’000.00 | 134’366.01 |
| 23.10.2019 | CHF | EUR | 340’000.00 | 313’219.71 |
| 23.10.2019 | CHF | EUR | 14’646’000.00 | 13’203’218.32 |
| 23.10.2019 | CHF | EUR | 75’000.00 | 69’060.77 |
| 23.10.2019 | CHF | EUR | 240’000.00 | 219’434.59 |
| 23.10.2019 | CHF | EUR | 85’000.00 | 77’181.51 |
| 23.10.2019 | CHF | EUR | 2’100’000.00 | 1’922’196.80 |
| 23.10.2019 | CHF | EUR | 62’000.00 | 55’969.31 |
| 23.10.2019 | CHF | EUR | 85’000.00 | 77’023.45 |
| 23.10.2019 | CHF | EUR | 242’000.00 | 222’116.16 |
| 23.10.2019 | CHF | EUR | 84’000.00 | 76’573.87 |
| 23.10.2019 | CHF | EUR | 30’000.00 | 27’704.67 |
| 23.10.2019 | CHF | EUR | 40’000.00 | 36’559.73 |
| 23.10.2019 | CHF | EUR | 155’000.00 | 141’842.67 |
| 23.10.2019 | CHF | EUR | 100’000.00 | 91’533.18 |
| 23.10.2019 | CHF | EUR | 130’000.00 | 119’420.53 |
| 23.10.2019 | CHF | EUR | 76’000.00 | 69’034.43 |
| 23.10.2019 | CHF | EUR | 150’000.00 | 136’177.94 |
| 23.10.2019 | CHF | EUR | 62’000.00 | 56’983.20 |
| 23.10.2019 | CHF | EUR | 120’000.00 | 109’880.05 |
| 23.10.2019 | CHF | EUR | 108’000.00 | 98’306.94 |
| 23.10.2019 | EUR | AUD | 631’267.59 | 1’015’000.00 |
| 23.10.2019 | EUR | CAD | 135’709.39 | 198’000.00 |
| 23.10.2019 | EUR | CHF | 366’045.61 | 400’000.00 |
| 23.10.2019 | EUR | CHF | 105’729.63 | 115’000.00 |
| 23.10.2019 | EUR | CHF | 87’367.57 | 95’000.00 |
| 23.10.2019 | EUR | CHF | 100’758.93 | 109’000.00 |
| 23.10.2019 | EUR | CHF | 2’138’333.60 | 2’372’000.00 |
| 23.10.2019 | EUR | CHF | 13’117’566.95 | 14’449’000.00 |
| 23.10.2019 | EUR | CHF | 118’952.85 | 130’000.00 |
| 23.10.2019 | EUR | CHF | 76’732.11 | 85’000.00 |
| 23.10.2019 | EUR | CHF | 100’873.01 | 110’000.00 |
| 23.10.2019 | EUR | CHF | 146’933.23 | 160’000.00 |

| Verfall | Kauf | Verkauf | Kauf Betrag | Verkauf Betrag |
| --- | --- | --- | --- | --- |
| 23.10.2019 | EUR | CHF | 132’683.03 | 145’000.00 |
| 23.10.2019 | EUR | CHF | 387’586.17 | 420’000.00 |
| 23.10.2019 | EUR | CHF | 313’760.23 | 340’000.00 |
| 23.10.2019 | EUR | GBP | 99’163.17 | 90’000.00 |
| 23.10.2019 | EUR | GBP | 88’263.20 | 80’000.00 |
| 23.10.2019 | EUR | GBP | 3’489’270.44 | 3’166’000.00 |
| 23.10.2019 | EUR | HKD | 1’363’715.27 | 12’035’000.00 |
| 23.10.2019 | EUR | HKD | 96’242.03 | 850’000.00 |
| 23.10.2019 | EUR | JPY | 253’089.80 | 30’000’000.00 |
| 23.10.2019 | EUR | JPY | 84’856.15 | 10’000’000.00 |
| 23.10.2019 | EUR | JPY | 211’733.42 | 25’000’000.00 |
| 23.10.2019 | EUR | JPY | 5’788’200.67 | 703’326’000.00 |
| 23.10.2019 | EUR | NOK | 204’871.61 | 2’080’000.00 |
| 23.10.2019 | EUR | NOK | 1’924’507.20 | 19’200’000.00 |
| 23.10.2019 | EUR | SEK | 994’009.06 | 10’463’000.00 |
| 23.10.2019 | EUR | SGD | 390’813.54 | 600’000.00 |
| 23.10.2019 | EUR | SGD | 58’532.40 | 90’000.00 |
| 23.10.2019 | EUR | USD | 374’471.00 | 415’000.00 |
| 23.10.2019 | EUR | USD | 374’715.62 | 420’000.00 |
| 23.10.2019 | EUR | USD | 321’133.24 | 360’000.00 |
| 23.10.2019 | EUR | USD | 284’126.22 | 320’000.00 |
| 23.10.2019 | EUR | USD | 53’723.97 | 60’000.00 |
| 23.10.2019 | EUR | USD | 333’012.32 | 370’000.00 |
| 23.10.2019 | EUR | USD | 28’004.63 | 31’000.00 |
| 23.10.2019 | EUR | USD | 716’731.70 | 810’000.00 |
| 23.10.2019 | EUR | USD | 3’985’381.45 | 4’362’000.00 |
| 23.10.2019 | EUR | USD | 28’444.95 | 32’000.00 |
| 23.10.2019 | EUR | USD | 469’788.60 | 517’000.00 |
| 23.10.2019 | EUR | USD | 26’522.38 | 30’000.00 |
| 23.10.2019 | EUR | USD | 373’991.56 | 420’000.00 |
| 23.10.2019 | EUR | USD | 18’666.50 | 21’000.00 |
| 23.10.2019 | EUR | USD | 11’046.98 | 12’000.00 |
| 23.10.2019 | EUR | USD | 23’434.19 | 26’000.00 |
| 23.10.2019 | EUR | USD | 683’593.75 | 770’000.00 |
| 23.10.2019 | EUR | USD | 46’924’274.16 | 53’002’000.00 |
| 23.10.2019 | EUR | USD | 69’359.84 | 78’000.00 |
| 23.10.2019 | GBP | EUR | 100’000.00 | 110’012.09 |
| 23.10.2019 | GBP | EUR | 60’000.00 | 67’342.03 |
| 23.10.2019 | GBP | EUR | 90’000.00 | 99’931.16 |
| 23.10.2019 | GBP | EUR | 95’000.00 | 103’117.40 |
| 23.10.2019 | GBP | EUR | 2’991’000.00 | 3’465’013.90 |
| 23.10.2019 | HKD | EUR | 510’000.00 | 59’129.41 |
| 23.10.2019 | HKD | EUR | 850’000.00 | 96’412.33 |
| 23.10.2019 | HKD | EUR | 11’525’000.00 | 1’329’449.76 |
| 23.10.2019 | JPY | EUR | 20’000’000.00 | 169’202.30 |
| 23.10.2019 | JPY | EUR | 7’000’000.00 | 57’824.00 |
| 23.10.2019 | JPY | EUR | 10’000’000.00 | 84’237.07 |
| 23.10.2019 | JPY | EUR | 24’000’000.00 | 204’326.62 |
| 23.10.2019 | JPY | EUR | 12’000’000.00 | 101’931.60 |
| 23.10.2019 | JPY | EUR | 667’326’000.00 | 5’549’488.57 |
| 23.10.2019 | JPY | EUR | 28’000’000.00 | 235’283.24 |

| Verfall | Kauf | Verkauf | Kauf Betrag | Verkauf Betrag |
| --- | --- | --- | --- | --- |
| 23.10.2019 | NOK | EUR | 850’000.00 | 84’517.41 |
| 23.10.2019 | NOK | EUR | 20’430’000.00 | 2’111’990.06 |
| 23.10.2019 | SEK | EUR | 6’673’000.00 | 615’931.33 |
| 23.10.2019 | SEK | EUR | 2’000’000.00 | 186’051.70 |
| 23.10.2019 | SEK | EUR | 700’000.00 | 65’788.03 |
| 23.10.2019 | SEK | EUR | 1’090’000.00 | 100’510.39 |
| 23.10.2019 | SGD | EUR | 690’000.00 | 455’235.20 |
| 23.10.2019 | USD | EUR | 44’000.00 | 39’601.47 |
| 23.10.2019 | USD | EUR | 37’000.00 | 32’946.88 |
| 23.10.2019 | USD | EUR | 38’000.00 | 34’288.91 |
| 23.10.2019 | USD | EUR | 620’000.00 | 564’755.61 |
| 23.10.2019 | USD | EUR | 63’000.00 | 57’159.45 |
| 23.10.2019 | USD | EUR | 25’000.00 | 22’304.50 |
| 23.10.2019 | USD | EUR | 110’000.00 | 99’662.06 |
| 23.10.2019 | USD | EUR | 38’000.00 | 34’919.09 |
| 23.10.2019 | USD | EUR | 600’000.00 | 545’209.20 |
| 23.10.2019 | USD | EUR | 4’754’000.00 | 4’208’860.03 |
| 23.10.2019 | USD | EUR | 54’000.00 | 47’940.34 |
| 23.10.2019 | USD | EUR | 850’000.00 | 752’352.21 |
| 23.10.2019 | USD | EUR | 400’000.00 | 357’641.00 |
| 23.10.2019 | USD | EUR | 450’000.00 | 398’918.49 |
| 23.10.2019 | USD | EUR | 52’852’000.00 | 47’834’193.14 |
| 23.10.2019 | USD | EUR | 620’000.00 | 551’321.84 |
| 23.10.2019 | USD | EUR | 45’000.00 | 39’818.43 |
| 23.10.2019 | USD | EUR | 385’000.00 | 344’728.78 |
| 23.10.2019 | USD | EUR | 71’000.00 | 63’040.51 |

Während der Berichtsperiode getätigte engagementreduzierende Derivate
| Futures |  |
| --- | --- |
| Bezeichnung | Verfall | Käufe/Kontrakte | Verkäufe/Kontrakte |
| STXE Jun 19 | 21.06.2019 | 46 | 0 |
| SX5E SEP 19 | 20.09.2019 | 67 | 67 |

Während der Berichtsperiode getätigte engagementerhöhende Derivate
| Futures |  |
| --- | --- |
| Bezeichnung | Verfall | Käufe/Kontrakte | Verkäufe/Kontrakte |
| Mini S&P 500 Jun 19 | 21.06.2019 | 7 | 19 |
| Mini S&P 500 Sep 19 | 20.09.2019 | 44 | 44 |
| TOPIX DEC 19 | 13.12.2019 | 8 | 8 |
| TOPIX Sep 19 | 13.09.2019 | 8 | 8 |

Während der Berichtsperiode getätigte engagementreduzierende Derivate
| Optionen |  |  |  |
| --- | --- | --- | --- |
| Bezeichnung | Verfall | Käufe/Kontrakte | Verkäufe/Kontrakte |
| CELG 95 C 21 Jun 19 | 21.06.2019 | 185 | 0 |
| SPX 2350 P 19 Dec 19 | 20.12.2019 | 0 | 7 |
| SPX 2775 P 19 Mar 20 | 20.03.2020 | 0 | 6 |
| STXE 2850 P 20 Dec 19 | 20.12.2019 | 0 | 51 |
| SX5E 3300 P 20 Mar 20 | 20.03.2020 | 0 | 42 |

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