Barclays 2004 Annual Report Download - page 179

37 Derivatives and other financial instruments (continued)
Maturity of notional principal amounts as at 31st December 2004
At 31st December 2004, the notional principal amounts, by residual maturity, of the Group’s trading and non-trading derivatives were as follows:
Over one
year but
not more Over
One year than five five
or less years years Total
£m £m £m £m
Foreign exchange derivatives
Forward foreign exchange 360,272 18,971 1,612 380,855
Currency swaps 42,220 144,184 88,164 274,568
OTC options bought and sold 144,162 22,014 2,974 169,150
OTC derivatives 546,654 185,169 92,750 824,573
Exchange traded futures – bought and sold 321 – – 321
Total 546,975 185,169 92,750 824,894
Interest rate derivatives
Swaps 2,509,842 1,798,816 1,101,869 5,410,527
Forward rate agreements 813,813 80,101 64 893,978
OTC options bought and sold 1,049,865 512,811 162,285 1,724,961
OTC derivatives 4,373,520 2,391,728 1,264,218 8,029,466
Exchange traded futures – bought and sold 606,849 418,939 3,807 1,029,595
Exchange traded options – bought and sold 430,147 46,299 – 476,446
Exchange traded swaps 221,538 861,585 678,069 1,761,192
Total 5,632,054 3,718,551 1,946,094 11,296,699
Credit derivatives
Swaps 5,307 136,049 50,052 191,408
Equity and stock index derivatives
OTC options bought and sold 35,182 70,665 9,675 115,522
Equity swaps and forwards 3,122 2,302 285 5,709
OTC derivatives 38,304 72,967 9,960 121,231
Exchange traded futures – bought and sold 33,362 4 – 33,366
Exchange traded options – bought and sold 15,495 9,904 630 26,029
Total 87,161 82,875 10,590 180,626
Commodity derivatives
OTC options bought and sold 14,060 25,539 3,458 43,057
Commodity swaps and forwards 44,806 35,551 2,368 82,725
OTC derivatives 58,866 61,090 5,826 125,782
Exchange traded futures – bought and sold 9,237 2,407 120 11,764
Exchange traded options – bought and sold 1,303 1,560 – 2,863
Total 69,406 65,057 5,946 140,409
Barclays PLC Annual Report 2004
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