FRR 2016 ANNUAL REPORT68
OTHER LIABILITIES in euros
Valuation of off-balance sheet commitments on derivatives
CURRENCY FUTURES
Long position
Stock code Name of stock Curr. Quantity Price Commitment OBS valued
EC0317 CHI FUTUR EUR/U 0317 USD 4,999.00 1.06 626,444,963.25
TOTAL 626,444,963.25
INDEX FUTURES
Long position
Stock code Name of stock Curr. Quantity Price Commitment OBS valued
AP0317 SYD FUTURE SPI2 0317 AUD 4.00 5,631.00 386,585.20 AP0317 SYD FUTURE SPI2 0317 AUD 8.00 5,631.00 773,170.40 ES0317 CHI FUTUR SPMIN 0317 USD 31.00 2,236.20 3,286,191.04 ES0317 CHI FUTUR SPMIN 0317 USD 57.00 2,236.20 6,042,351.27 FCE0117 Mar CAC40 0117 EUR 6,572.00 4,863.00 319,596,360.00 FDAX0317 EUR FUTURE DAX 0317 EUR 1,208.00 11,465.00 346,243,000.00 FESX0317 EUR DJ EURO STO 0317 EUR 41,520.00 3,277.00 1,360,610,400.00 FESX0317 EUR DJ EURO STO 0317 EUR 91.00 3,277.00 2,982,070.00 FESX0317 EUR DJ EURO STO 0317 EUR 288.00 3,277.00 9,437,760.00 FESX0317 EUR DJ EURO STO 0317 EUR 23.00 3,277.00 753,710.00 FESX0317 EUR DJ EURO STO 0317 EUR 91.00 3,277.00 2,982,070.00 FTI0117 Mar FUTURE AEX 0117 EUR 467.00 483.10 45,121,540.00 HSI0117 HKF HANG SENG I 0117 HKD 3.00 21,962.00 402,841.89 HSI0117 HKF HANG SENG I 0117 HKD 3.00 21,962.00 402,841.89 IX0117 MEF IBEX 35 0117 EUR 1,236.00 9,313.40 115,113,624.00 SG_FQ0117 SIM MSCI SINGAP 0117 SGD 10.00 319.80 209,870.06 SG_FQ0117 SIM MSCI SINGAP 0117 SGD 9.00 319.80 188,883.06 SPMIB0317 ITA SPMIB INDEX 0317 EUR 1,298.00 19,205.00 124,640,450.00 SXF600317 MON FUTURE TSE6 0317 CAD 2.00 896.90 253,639.22 SXF600317 MON FUTURE TSE6 0317 CAD 4.00 896.90 507,278.45 TP0317 OSA TOPIX 0317 JPY 2,106.00 1,518.00 259,867,274.79 TP0317 OSA TOPIX 0317 JPY 9.00 1,518.00 1,110,543.91 Z0317 LIF FTSE100 0317 GBP 18.00 7,050.00 1,486,644.80
TOTAL 2,602,399,099.97
Short position
Stock code Name of stock Curr. Quantity Price Commitment OBS valued
AP0317 SYD FUTURE SPI2 0317 AUD 10 5,631.00 966,463.00 ES0317 CHI FUTUR SPMIN 0317 USD 8765 2,236.20 929,144,015.15 HSI0117 HKF HANG SENG I 0117 HKD 4 21,962.00 537,122.52 NQ0317 CHI NASDAQ 100 0317 USD 84 4,864.00 7,747,352.45 SXF600317 MON FUTURE TSE6 0317 CAD 457 896.90 57,956,562.62 YM0317 CBO FUTURE DJ M 0317 USD 86 19,720.00 8,039,440.63 Z0317 LIF FTSE100 0317 GBP 691 7,050.00 57,070,641.99
TOTAL 1,061,461,598.35