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.

 

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