PNC Bank 2010 Annual Report Download - page 171
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Gains (losses) on derivative instruments and related hedged items follow:
Derivatives Designated in GAAP Hedge Relationships – Fair Value Hedges
December 31, 2010 December 31, 2009
Year ended
In millions
Gain (Loss)
on
Derivatives
Recognized
in Income
Gain (Loss)
on Related
Hedged
Items
Recognized
in Income
Gain (Loss)
on
Derivatives
Recognized
in Income
Gain (Loss)
on Related
Hedged
Items
Recognized
in Income
Hedged Items Location Amount Amount Amount Amount
Interest rate contracts US Treasury and
Government
Agencies
Securities
Investment
securities (interest
income)
$ 9 $ (14)
Interest rate contracts Other Debt
Securities
Investment
securities (interest
income) (1) (1)
Interest rate contracts Federal Home
Loan Bank
borrowings
Borrowed funds
(interest expense)
(66) 64 $(107) $109
Interest rate contracts Subordinated debt Borrowed funds
(interest expense) 190 (218) (447) 398
Interest rate contracts Bank notes and
senior debt
Borrowed funds
(interest expense) 146 (140) (24) 28
Total $278 $(309) $(578) $535
Derivatives Designated in GAAP Hedge Relationships – Cash Flow Hedges
Year ended
In millions
Gain (Loss) on Derivatives
Recognized in OCI
(Effective Portion)
Gain Reclassified from
Accumulated OCI into Income
(Effective Portion)
Gain (Loss) Recognized in
Income on Derivatives
(Ineffective Portion)
Location Amount Location Amount
December 31, 2010 Interest rate contracts $948 Interest income $339 Interest income
Noninterest
income 48
December 31, 2009 Interest rate contracts $ (12) Interest income $319 Interest income $(2)
163