Morgan Stanley 1999 Annual Report Download - page 81

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LESS THAN 1 TO 3 3 TO 5 MORE THAN
(dollars in billions) 1 YEAR YEARS YEARS 5 YEARS TOTAL
AT NOVEMBER 30, 1999
Interest rate and currency swaps and options
(including caps, floors and swap options) and
other fixed income securities contracts $ 664 $662 $531 $832 $2,689
Foreign exchange forward and futures contracts
and options 397 8 — — 405
Equity securities contracts (including equity
swaps, futures contracts, and warrants and
options) 77 22 8 3 110
Commodity forwards, futures, options and swaps 97 47 19 7 170
Mortgage-backed securities forward contracts,
swaps and options 21 1 3 5 30
Total $1,256 $740 $561 $847 $3,404
Percent of total 37% 22% 16% 25% 100%
AT NOVEMBER 30, 1998
Interest rate and currency swaps and options
(including caps, floors and swap options) and
other fixed income securities contracts $ 457 $479 $371 $412 $1,719
Foreign exchange forward and futures contracts
and options 892 11 — — 903
Equity securities contracts (including equity
swaps, futures contracts, and warrants and
options) 82 17 7 1 107
Commodity forwards, futures, options and swaps 53 22 8 8 91
Mortgage-backed securities forward contracts,
swaps and options 25 1 2 12 40
Total $1,509 $530 $388 $433 $2,860
Percent of total 53)%19)%13)%15)% 100)%
The remaining maturities of the Company’s swaps and other deriv-
ative products at November 30, 1999 and 1998 are summarized
in the following table, showing notional values by year of expected
maturity:
page 79 |99 AR