Barclays 2004 Annual Report Download - page 180

Notes to the accounts
For the year ended 31st December 2004
37 Derivatives and other financial instruments (continued)
Maturity of notional principal amounts as at 31st December 2003
At 31st December 2003, 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 290,842 18,269 1,208 310,319
Currency swaps 40,357 107,488 59,519 207,364
OTC options bought and sold 150,700 15,304 1,509 167,513
OTC derivatives 481,899 141,061 62,236 685,196
Exchange traded futures – bought and sold 121 6 – 127
Exchange traded options – bought and sold 3 – – 3
Total 482,023 141,067 62,236 685,326
Interest rate derivatives
Swaps 848,412 1,228,034 867,864 2,944,310
Forward rate agreements 338,887 42,555 69 381,511
OTC options bought and sold 341,390 387,271 113,970 842,631
OTC derivatives 1,528,689 1,657,860 981,903 4,168,452
Exchange traded futures – bought and sold 518,048 230,563 12,520 761,131
Exchange traded options – bought and sold 246,613 71,244 – 317,857
Exchange traded swaps 119,331 432,237 420,605 972,173
Total 2,412,681 2,391,904 1,415,028 6,219,613
Credit derivatives
Swaps 4,471 37,790 5,189 47,450
Equity and stock index derivatives
OTC options bought and sold 14,563 37,226 3,509 55,298
Equity swaps and forwards 3,477 1,046 148 4,671
OTC derivatives 18,040 38,272 3,657 59,969
Exchange traded futures – bought and sold 20,686 – – 20,686
Exchange traded options – bought and sold 7,932 3,841 97 11,870
Total 46,658 42,113 3,754 92,525
Commodity derivatives
OTC options bought and sold 6,617 4,401 764 11,782
Commodity swaps and forwards 26,636 16,936 1,772 45,344
OTC derivatives 33,253 21,337 2,536 57,126
Exchange traded futures – bought and sold 18,599 2,686 42 21,327
Exchange traded options – bought and sold 671 290 – 961
Total 52,523 24,313 2,578 79,414
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