Notes to the financial statements 45 Derivative instruments Group Parent company 2007 2006 2007 2006 Interest-related Currency-related Equity-related Other Positive closing values or nil value 44,162 30,320 10,544 3,146 88,172 40,91825,0531,90167,872 41,173 29,189 9,329 3,146 82,837 38,169 24,706 1,416 64,291 Interest-related Currency-related Equity-related Other 41,528 34,382 5,390 80 39,53224,6902,016 40,009 32,926 7,061 78 36,427 24,428 1,224 Negative closing values 81,380 66,238 80,074 62,079 Positive closing values or nil value Negative closing values Group, 2007 Nom. amount Book value Nom. amount Book value Options 372,906 3,556 330,804 2,523 Futures 1,094,557 1,284 1,125,054 1,079 Swaps 2,186,047 39,322 2,190,038 37,926 Interest-related 3,653,510 44,162 3,645,896 41,528 of which, cleared 3,383 12 176 1 Options 162,692 1,234 165,173 935 Futures 272,095 3,681 286,519 4,322 Swaps 2,982,614 25,405 2,988,163 29,125 Currency-related 3,417,401 30,320 3,439,855 34,382 of which, cleared 14,486 260 14,100 226 Options Futures Swaps Equity-related of which, cleared Options Swaps Other of which, cleared 7,099 5,119 17,286 29,504 5,119 44,280 44,280 7,959 794 1,791 10,544 1,166 3,146 3,146 14,769 17,286 32,055 2,849 44,280 47,129 7,164,935 14,276 106,267 1,409,984 2,207,635 3,723,886 525,113 437,408 389,193 2,390,038 3,216,639 12,6644,813 14,965 19,778 4,533 121 736 5,390388 2 78 8081,380615 3,063 2,314 34,155 39,5325 1,937 3,686 19,067 24,690 238 1,321 695 2,016Total of which, cleared Group, 2006 Options Futures Swaps Interest-related of which, cleared Options Futures Swaps Currency-related of which, cleared Options Futures Swaps Equity-related of which, cleared 7,144,695 22,988 215,536 1,409,077 2,154,719 3,779,332 652,984 425,506 401,208 2,379,878 3,206,592 2,472 3,084 6,448 9,532 88,172 1,438 5,734 2,846 32,338 40,918 27 2,6752,450 19,928 25,053 32 1,087 233 581 1,901 Total 6,995,456 67,872 6,960,303 66,238 of which, cleared 655,456 59 537,777 243 SEB ANNUAL REPORT 2007 111
