Off-Balance Sheet and Other Information

Assets Pledged or Assigned as Security for Own Obligations, Assets Subject to Reservation of Title

	31.12.06		31.12.05		Change in %
CHF million	Book value	Effective liability	Book value	Effective liability	Book value	Effective liability
Money market paper	37,471	9,035	26,513	6,120	41	48
Mortgage loans	81	38	64	38	27
Securities	89,869	41,306	102,330	48,580	(12)	(15)
Total	127,421	50,379	128,907	54,738	(1)	(8)

Financial assets are pledged in securities borrowing and lending transactions, in repurchase and reverse repurchase transactions, under collateralized credit lines with central banks, against loans from mortgage institutions and for security deposits relating to stock exchange and clearinghouse memberships.

Commitments and Contingent Liabilities

CHF million	31.12.06	31.12.05	% change from 31.12.05
Contingent liabilities	189,627	184,665	3
Irrevocable commitments	115,364	68,071	69
Liabilities for calls on shares and other equities	125	130	(4)
Confirmed credits	2,133	2,004	6

Derivative Instruments

	31.12.06			31.12.05
CHF million	PRV¹	NRV²	Notional amount CHF bn	PRV	NRV	Notional amount CHF bn
Interest rate contracts	176,765	175,394	29,558	222,508	221,437	20,656
Credit derivative contracts	29,026	31,781	2,824	15,811	16,427	1,557
Foreign exchange contracts	76,459	70,899	6,134	57,705	58,600	4,757
Precious metal contracts	4,472	4,168	121	3,616	3,444	82
Equity / Index contracts	22,437	39,016	745	25,663	49,924	706
Commodities contracts, excluding precious metals contracts	11,459	11,017	359	10,677	9,647	194
Total derivative instruments	320,618	332,275	39,741	335,980	359,479	27,952
Replacement value netting	182,396	182,396		199,477	199,477
Replacement values after netting	138,222	149,879		136,503	160,002
1 PRV: Positive replacement value. 2 NRV: Negative replacement value.

Fiduciary Transactions

CHF million	31.12.06	31.12.05	% change from 31.12.05
Deposits:
with other banks	41,075	37,171	11
with Group banks	1,650	1,382	19
Total	42,725	38,553	11

Due to UBS Pension Plans, Loans to Corporate Bodies / Related Parties

CHF million	31.12.06	31.12.05	% change from 31.12.05
Due to UBS pension plans and UBS debt instruments held by pension plans	790	719	10
Securities borrowed from pension plans	7,169	2,222	223
Loans to directors, senior executives and auditors ¹	19	21	(10)
1 Loans to directors, senior executives and auditors are loans to members of the Board of Directors, the Group Executive Board and the Group's official auditors under Swiss company law. This also includes loans to companies which are controlled by these natural or legal persons. There are no loans to the auditors.

Personnel

Parent Bank personnel was 42,443 on 31 December 2006 and 38,189 on 31 December 2005.