PNC Bank 2005 Annual Report Download - page 95
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95
The total notional or contractual amounts, estimated net fair value and credit risk for derivatives were as follows:
December 31, 2005 December 31, 2004
Estimated Estimated
Notional net fair Notional net fair
In millions amount value Credit risk amount value Credit risk
ACCOUNTING HEDGES
Fair value hedges $5,900 $78 $108 $4,155 $210 $217
Cash flow hedges 2,926 (9) 5 360 (1)
Total $8,826 $69 $113 $4,515 $209 $217
FREE-STANDING DERIVATIVES
Interest rate contracts $70,404 $39 $372 $52,447 $8 $385
Equity contracts 2,744 (79) 347 2,186 (29) 123
Foreign exchange contracts 4,687 4 60 7,245 10 79
Credit contracts 1,353 7 359 (4)
Options 51,383 32 168 38,873 (1) 103
Risk participation agreements 461 230
Commitments related to
mortgage-related assets 1,695 1 6 782 1 3
Other 254 5 9 375 1 6
Total $132,981 $2 $969 $102,497 $(14) $699