DHL 2001 Annual Report Download - page 149
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Consolidated Financial Statements
Notes
149
The following table provides an overview of
the total portfolio of recognized derivative assets
and liabilities, structured by remaining maturity.
The remaining maturity is the period between the
balance sheet date and the contractual maturity
of the asset or liability.
Derivatives of the Deutsche Postbank group
Trading derivatives
Currency derivatives
OTC currencies
Currency forwards 713 17 10
Currency swaps 7,933 47 71
Total portfolio OTC currencies 8,646 64 81
Total portfolio currency derivatives 8,646 64 81
Interest rate derivatives
OTC derivatives
Interest rate swaps 52,285 795 456
Cross-currency swaps 32 32 4
FRAs 2,379 9 6
OTC interest rate options 203 0 10
Other interest-related contracts 56 0 0
Total portfolio OTC derivatives 54,955 836 476
Exchange-traded interest rate futures 5,609 0 0
Exchange-traded interest rate options 2,490 2 1
Total portfolio interest rate derivatives 63,054 838 477
Equity/index derivatives
Equity options (long/short) 72 3 2
Total portfolio OTC derivatives 72 3 2
Exchange-traded equity/index futures 400
Exchange-traded equity/index options 500
Total portfolio equity/index derivatives 81 3 2
Total portfolio of held-for trading derivative assets/(liabilities) 71,781 905 560
thereof economic hedging derivatives 17,842 630 255
Hedging derivatives
Fair value hedges
Interest rate swaps 52,640 1,002 2,264
Cross-currency swaps 5,475 706 149
Total portfolio of derivative assets/(liabilities) held for hedging purposes 58,115 1,708 2,413
Total portfolio of derivative assets/(liabilities) 129,896 2,613 2,973
2001
Fair value
Notional
amount
Positive
fair values
Negative
fair values
in €m
The following table presents the open interest rate and foreign currency derivatives of the Deutsche Postbank
group at the balance sheet date: