XML 88 R79.htm IDEA: XBRL DOCUMENT v3.20.2
Derivative instruments (Detail) - USD ($)
$ in Millions
Jun. 30, 2020
Mar. 31, 2020
Dec. 31, 2019
Derivative [Line Items]      
Derivative financial assets [1],[2],[3] $ 152,008 $ 212,982 $ 121,841
Notional values related to derivative financial assets [1],[2],[3],[4] 4,451,000 5,037,000 4,759,000
Derivative financial liabilities [1],[2],[3] 152,280 206,649 120,880
Notional values related to derivative financial liabilities [1],[2],[3],[4] 4,334,000 4,807,000 4,635,000
Other notional values [1],[2],[3],[5] 11,914,000 12,219,000 12,135,000
Derivative loan commitments 35 43 17
Interest rate contracts      
Derivative [Line Items]      
Derivative financial assets [1],[3] 55,500 55,800 42,600
Notional values related to derivative financial assets [1],[3],[4] 910,000 971,000 1,007,000
Derivative financial liabilities [1],[3] 49,900 50,700 36,600
Notional values related to derivative financial liabilities [1],[3],[4] 887,000 924,000 961,000
Other notional values [1],[3],[5] 11,797,000 12,095,000 11,999,000
Credit derivative contracts      
Derivative [Line Items]      
Derivative financial assets [1],[3] 1,900 2,200 2,000
Notional values related to derivative financial assets [1],[3],[4] 66,000 81,000 70,000
Derivative financial liabilities [1],[3] 2,700 2,900 3,000
Notional values related to derivative financial liabilities [1],[3],[4] 68,000 68,000 70,000
Other notional values [1],[3],[5] 0 0 0
Foreign exchange contracts      
Derivative [Line Items]      
Derivative financial assets [1],[3] 53,800 94,700 52,500
Notional values related to derivative financial assets [1],[3],[4] 2,971,000 3,413,000 3,173,000
Derivative financial liabilities [1],[3] 54,900 93,200 54,000
Notional values related to derivative financial liabilities [1],[3],[4] 2,818,000 3,221,000 2,994,000
Other notional values [1],[3],[5] 2,000 2,000 1,000
Equity / index contracts      
Derivative [Line Items]      
Derivative financial assets [1],[3] 37,000 55,300 22,800
Notional values related to derivative financial assets [1],[3],[4] 376,000 422,000 420,000
Derivative financial liabilities [1],[3] 41,100 55,500 25,500
Notional values related to derivative financial liabilities [1],[3],[4] 474,000 487,000 534,000
Other notional values [1],[3],[5] 105,000 111,000 122,000
Commodity contracts      
Derivative [Line Items]      
Derivative financial assets [1],[3] 3,300 3,900 1,800
Notional values related to derivative financial assets [1],[3],[4] 66,000 73,000 56,000
Derivative financial liabilities [1],[3] 3,100 3,400 1,700
Notional values related to derivative financial liabilities [1],[3],[4] 58,000 70,000 60,000
Other notional values [1],[3],[5] 11,000 11,000 13,000
Unsettled purchases of non-derivative financial instruments      
Derivative [Line Items]      
Derivative financial assets [1],[3],[6] 300 400 100
Notional values related to derivative financial assets [1],[3],[4],[6] 32,000 38,000 17,000
Derivative financial liabilities [1],[3],[6] 200 400 100
Notional values related to derivative financial liabilities [1],[3],[4],[6] 12,000 16,000 7,000
Unsettled sales of non-derivative financial instruments      
Derivative [Line Items]      
Derivative financial assets [1],[3],[6] 200 500 100
Notional values related to derivative financial assets [1],[3],[4],[6] 31,000 39,000 15,000
Derivative financial liabilities [1],[3],[6] 400 500 100
Notional values related to derivative financial liabilities [1],[3],[4],[6] $ 18,000 $ 22,000 $ 10,000
[1]
Derivative financial liabilities as of 30 June 2020 include USD 35 million related to derivative loan commitments (31 March 2020: USD 43 million; 31 December 2019: USD 17 million). No notional amounts related to these commitments are included in this table, but they are disclosed in Note 17, under Loan commitments
[2]
Financial assets and liabilities are presented net on the balance sheet if UBS has the unconditional and legally enforceable right to offset the recognized amounts, both in the normal course of business and in the event of default, bankruptcy or insolvency of UBS or its counterparties, and intends either to settle on a net basis or to realize the asset and settle the liability simultaneously
[3]
Includes certain forward starting repurchase and reverse repurchase agreements that are classified as measured at fair value through profit or loss and are recognized within derivative instruments. The fair value of these derivative instruments was not material for any periods presented. No notional amounts related to these instruments are included in this table, but they are disclosed in Note 17, under Forward starting transactions.
[4]
In cases where derivative financial instruments are presented on a net basis on the balance sheet, the respective notional values of the netted derivative financial instruments are still presented on a gross basis.
[5]
Other notional values relate to derivatives that are cleared through either a central counterparty or an exchange. The fair value of these derivatives is presented on the balance sheet net of the corresponding cash margin under Cash collateral receivables on derivative instruments and Cash collateral payables on derivative instruments and was not material for any periods presented.
[6]
Changes in the fair value of purchased and sold non-derivative financial instruments between trade date and settlement date are recognized as derivative financial instruments.