DuPont 2009 Annual Report Download - page 105

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E. I. du Pont de Nemours and Company
Notes to the Consolidated Financial Statements (continued)
(Dollars in millions, except per share)
The following tables provide information on the location and amounts of derivative fair values in the consolidated
balance sheet and derivative gains and losses in the consolidated income statement:
Fair Values of Derivative Instruments
Asset Derivatives Liability Derivatives
December 31, 2009 December 31, 2009
Derivatives designated as hedging instruments
Interest rate swaps $ 121$12
3
Foreign currency contracts 31-
Energy feedstocks 21542
Energy feedstocks - 493
Total derivatives designated as hedging instruments $ 17 $115
Derivatives not designated as hedging instruments
Foreign currency contracts 1111172
Total derivatives not designated as hedging instruments $111 $ 17
Total derivatives $128 $132
1Recorded in accounts and notes receivable, net.
2Recorded in other accrued liabilities.
3Recorded in other liabilities.
The Effect of Derivative Instruments on the Consolidated Income Statement
Fair Value Hedging
Amount of Gain or Amount of Gain or
(Loss) Recognized (Loss) Recognized
in Income of in Income on
Derivatives in Fair Value Hedging Relationships Derivative Hedged Item
December 31, 2009 December 31, 2009
Interest rate swaps $(43)1$431
Total $(43) $43
1Gain/(loss) was recognized in interest expense, which offset to $0.
F-47