CA Indosuez (Switzerland) SA Annual Report 2022 72 5.3 TRADING BOOKS AND OTHER FINANCIAL INSTRUMENTS AT FAIR VALUE (ASSETS AND LIABILITIES) (in thousands of CHF) 31.12.2022 31.12.2021 Structured products - 90 - of which established using a pricing model - 90 Total trading book - 90 5.4 DERIVATIVE INSTRUMENTS (ASSETS AND LIABILITIES) (in thousands of CHF) TRADING INSTRUMENTS HEDGING INSTRUMENTS Positive replacement values Negative replacement values Contract volume Positive replacement values Negative replacement values Contract volume Fixed-income instruments Swaps 4,940 4,693 344,505 221,371 135,216 7,260,415 options (OTC) - - - - - - Total 4,940 4,693 344,505 221,371 135,216 7,260,415 Currencies/precious metals Forward contracts 46,568 47,855 4,714,381 17,479 71,067 4,568,736 o/w internal - - - - - - Futures - - - - - - options (OTC) 49,927 49,927 3,339,410 - - - Total 96,495 97,782 8,053,791 17,479 71,067 4,568,736 Equities/indices options (OTC) 32,012 32,012 372,295 - - - Total 32,012 32,012 372,295 - - - Other Forward contracts - - 41,892 - - - o/w internal - - 678 - - - Total - - 41,892 - - - Total before netting agreements: Current year 133,447 134,487 8,812,483 238,850 206,283 11,829,151 of which established using a pricing model 133,447 134,487 8,812,483 238,850 206,283 11,829,151 Previous year 87,726 87,075 8,706,659 49,169 62,039 7,638,460 of which established using a pricing model 87,726 87,075 8,706,659 49,169 62,039 7,638,460 Total after netting agreements Positive replacement values (cumulative) Negative replacement values (cumulative) Current year 372,297 340,770 Previous year 136,895 149,114 Breakdown by counterparty Central clearing houses Banks and securities dealers Other clients Positive replacement values (after netting agreements) – 299,860 72,437
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