|
|
| |||
|---|---|---|---|---|
|
€m |
2006 |
2007 | ||
|
|
|
| ||
|
Deposits from other banks |
|
| ||
|
of which payable on demand: 3,292 (previous year: 2,719) |
47,319 |
61,146 | ||
|
|
|
| ||
|
Due to customers |
|
| ||
|
of which fair value hedges: 4,542 (previous year: 4,761) |
|
| ||
|
Savings deposits |
36,034 |
34,996 | ||
|
Home savings deposits |
16,981 |
16,915 | ||
|
Other current liabilities |
|
| ||
|
of which payable on demand: 26,589 (previous year: 23,525) |
47,867 |
58,705 | ||
|
|
100,882 |
110,616 | ||
|
|
|
| ||
|
Securitised liabilities |
|
| ||
|
of which fair value hedges: 5,797 (previous year: 8,012) |
|
| ||
|
Mortgage bonds |
53 |
11 | ||
|
Public-sector mortgage bonds (Pfandbriefe) |
81 |
59 | ||
|
Other debt instruments |
15,752 |
9,488 | ||
|
|
15,886 |
9,558 | ||
|
|
|
| ||
|
Trading liabilities |
|
| ||
|
Negative fair values of trading derivatives |
2,864 |
4,955 | ||
|
Negative fair values of banking book hedging derivatives |
351 |
330 | ||
|
Negative fair values of derivatives in connection with underlyings relating to the fair value option |
401 |
308 | ||
|
Delivery obligations for short sales of securities |
2 |
1 | ||
|
|
3,618 |
5,594 | ||
|
Hedging derivatives (negative fair values) |
958 |
873 | ||
|
Liabilities from financial services |
168,663 |
187,787 | ||
46.1 Hedging derivatives
Fair value hedges with negative fair values that satisfy the requirements of IAS 39 for hedge accounting are composed of the following items:
|
|
| |||
|---|---|---|---|---|
|
€m |
2006 |
2007 | ||
|
|
|
| ||
|
Assets |
|
| ||
|
Hedging derivatives on loans to other banks |
|
| ||
|
Loans and receivables |
66 |
34 | ||
|
Purchased loans (available for sale) |
0 |
0 | ||
|
|
66 |
34 | ||
|
Hedging derivatives on loans to customers |
|
| ||
|
Loans and receivables |
50 |
31 | ||
|
Purchased loans (available for sale) |
0 |
0 | ||
|
|
50 |
31 | ||
|
Hedging derivatives on investment securities |
|
| ||
|
Bonds and other fixed-income securities |
344 |
267 | ||
|
Equities and other non-fixed-income securities |
0 |
0 | ||
|
|
344 |
267 | ||
|
|
460 |
332 | ||
|
|
|
| ||
|
Liabilities |
|
| ||
|
Deposits from other banks |
63 |
6 | ||
|
Due to customers |
78 |
51 | ||
|
Securitised liabilities |
237 |
311 | ||
|
Subordinated liabilities |
120 |
173 | ||
|
|
498 |
541 | ||
|
Hedging derivatives |
958 |
873 | ||
46.2 Maturity structure
|
|
| |||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
€m |
Payable on demand |
Less than |
3 months to 1 year |
1 to |
2 to |
3 to |
4 to |
More than |
Total | |||||||||
|
|
|
|
|
|
|
|
|
|
| |||||||||
|
2007 |
|
|
|
|
|
|
|
|
| |||||||||
|
Deposits from other banks |
3,293 |
41,068 |
5,332 |
2,515 |
830 |
898 |
1,299 |
5,911 |
61,146 | |||||||||
|
Due to customers |
26,509 |
45,538 |
6,312 |
1,755 |
1,811 |
3,451 |
5,439 |
19,801 |
110,616 | |||||||||
|
Securitised liabilities |
0 |
992 |
1,173 |
3,913 |
1,206 |
258 |
248 |
1,768 |
9,558 | |||||||||
|
Trading liabilities |
0 |
508 |
211 |
233 |
201 |
193 |
336 |
3,912 |
5,594 | |||||||||
|
Hedging derivatives |
0 |
138 |
39 |
131 |
67 |
29 |
69 |
400 |
873 | |||||||||
|
|
29,802 |
88,244 |
13,067 |
8,547 |
4,115 |
4,829 |
7,391 |
31,792 |
187,787 | |||||||||
|
|
|
|
|
|
|
|
|
|
| |||||||||
|
2006 |
|
|
|
|
|
|
|
|
| |||||||||
|
Deposits from other banks |
2,719 |
30,719 |
4,645 |
1,614 |
2,224 |
508 |
488 |
4,402 |
47,319 | |||||||||
|
Due to customers |
21,436 |
47,945 |
2,539 |
793 |
982 |
453 |
2,406 |
24,328 |
100,882 | |||||||||
|
Securitised liabilities |
0 |
5,227 |
2,600 |
1,818 |
3,552 |
1,210 |
116 |
1,363 |
15,886 | |||||||||
|
Trading liabilities |
0 |
749 |
116 |
151 |
272 |
193 |
170 |
1,967 |
3,618 | |||||||||
|
Hedging derivatives |
0 |
123 |
27 |
65 |
148 |
129 |
50 |
416 |
958 | |||||||||
|
|
24,155 |
84,763 |
9,927 |
4,441 |
7,178 |
2,493 |
3,230 |
32,476 |
168,663 | |||||||||
