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|
Total |
Interest rate risk |
Equity price risk |
Foreign exchange |
Commodity price |
|||||
|---|---|---|---|---|---|---|---|---|---|---|
in € m. |
2007 |
2006 |
2007 |
2006 |
2007 |
2006 |
2007 |
2006 |
2007 |
2006 |
Average3 |
80.4 |
69.5 |
54.3 |
51.0 |
53.0 |
41.7 |
14.1 |
14.1 |
11.0 |
11.8 |
Maximum3 |
95.1 |
82.0 |
70.2 |
66.1 |
64.1 |
60.2 |
22.3 |
46.2 |
18.0 |
25.0 |
Minimum3 |
66.5 |
58.3 |
42.7 |
42.1 |
48.0 |
31.4 |
5.9 |
4.5 |
5.7 |
5.2 |
Period-end4 |
88.1 |
76.9 |
58.2 |
50.3 |
54.1 |
53.0 |
22.0 |
12.2 |
14.6 |
5.4 |
1 |
All figures for 1-day holding period; 99 % |
2 |
|
3 |
Amounts show the bands within which the values fluctuated during the period January 1 to June 30, 2007 and the year 2006, respectively. |
4 |
Figures for 2006 as of December 31, 2006; figures for 2007 as of June 30, 2007. |
