29 Derivative financial instruments

Derivative assets with maturities exceeding one year are included in long-term financial assets (note 22) and derivative assets with maturities less than one year are included in accounts receivable (note 18).

Derivative liabilities are included in financial liabilities (note 27).

Derivative assets and liabilities

 

Fair value assets

Fair value liabilities

Nominal amount

Fair value assets

Fair value liabilities

Nominal amount

Million CHF

2014

2014

2014

2013

2013

2013

Fair value hedges

 

 

 

 

 

 

Interest rate

42

0

477

51

0

474

Currency

0

0

0

0

0

19

Cross-currency

7

0

621

44

0

558

Total fair value hedges

50

0

1,098

95

0

1,050

 

 

 

 

 

 

 

Cash flow hedges

 

 

 

 

 

 

Interest rate

0

0

5

0

0

73

Currency

0

3

181

1

1

33

Total cash flow hedges

0

3

186

1

1

106

 

 

 

 

 

 

 

Net investment hedges

 

 

 

 

 

 

Cross-currency

0

0

0

6

0

60

Total net investment hedges

0

0

0

6

0

60

 

 

 

 

 

 

 

Total

50

3

1,283

102

1

1,216