|
|
Notional (quantity, in millions) |
|
|
|
Average |
|
Fair value |
|
Financial settlement |
|
Value at Risk |
|
Fair value |
|
||||
Flow |
|
December 31, |
|
December 31, |
|
Bought / |
|
strike |
|
December 31, |
|
December 31, |
|
December 31, |
|
December 31, |
|
2018+ |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Options |
|
2,139 |
|
2,139 |
|
B/S |
|
1.7 |
|
251 |
|
121 |
|
— |
|
12 |
|
251 |
|