HSBC 2005 Annual Report Download - page 157

155
Total trading VAR by risk type (Audited IFRS 7 information)
Foreign
exchange and
commodity
prices
Interest
rate trading Equity Total
US$m US$m US$m US$m
At 31 December 2005 ......................................................... 4.6 33.8 4.7 32.7
At 31 December 2004 .......................................................... 12.4 30.9 4.8 37.7
Average
2005 ................................................................................ 6.9 37.3 5.5 37.3
2004 ................................................................................ 16.1 29.6 5.2 39.2
Minimum
2005 ................................................................................ 2.9 24.3 2.3 23.5
2004 ................................................................................ 7.4 19.1 3.5 30.1
Maximum
2005 ................................................................................ 12.4 76.9 10.9 73.2
2004 ................................................................................ 21.4 42.9 8.9 53.1
Positions taken with trading intent – VAR by risk type (Audited IFRS 7 information)
Foreign
exchange and
commodity
prices
Interest
rate trading Equity Total
US$m US$m US$m US$m
At 31 December 2005 ......................................................... 4.6 28.4 4.7 30.1
At 31 December 2004 .......................................................... 12.4 30.9 4.8 37.7
Average
2005 ................................................................................ 6.9 33.3 5.5 33.5
2004 ................................................................................ 16.1 29.6 5.2 39.2
Minimum
2005 ................................................................................ 2.9 25.5 2.3 25.7
2004 ................................................................................ 7.4 19.1 3.5 30.1
Maximum
2005 ................................................................................ 12.4 49.0 10.9 46.7
2004 ................................................................................ 21.4 42.9 8.9 53.1
Positions taken without trading intent – VAR by risk type (Audited IFRS 7 information)
Foreign
exchange and
commodity
prices
Interest
rate trading Equity Total
US$m US$m US$m US$m
At 31 December 2005 ......................................................... –6.9 –6.9
At 31 December 2004 .......................................................... – – – –
Average
2005 ................................................................................ –8.6 –8.6
2004 ................................................................................ – – – –
Minimum
2005 ................................................................................ –1.4 –1.4
2004 ................................................................................ – – – –
Maximum
2005 ................................................................................ –24.5 –24.5
2004 ................................................................................ – – – –