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Notes to the Financial Statements
Note 9 Deferred Day 1 Profit or Loss
| Spreadsheets |
The table reflects financial instruments for which fair value is determined using valuation models where not all inputs are market-observable. Such financial instruments are initially recognized in UBS's Financial Statements at their transaction price although the values obtained from the relevant valuation model on day 1 may differ. The table shows the aggregate difference yet to be recognized in profit or loss at the beginning and end of the period and a reconciliation of changes in the balance of this difference (movement of deferred day 1 profit or loss).
Quarter ended | |||
CHF million | 30.6.07 | 31.3.07 | 30.6.06 |
Balance at the beginning of the period | 979 | 951 | 1,423 |
Deferred profit/(loss) on new transactions | 483 | 331 | 265 |
Recognized (profit)/loss in the income statement | (396) | (303) | (425) |
Revision to fair value estimates | (224) | ||
Foreign currency translation | 4 | 0 | (77) |
Balance at the end of the period | 846 | 979 | 1,186 |
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© UBS 1998-2008. All rights reserved.
