DHL 2002 Annual Report Download - page 135
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50
The following table presents the open interest rate and foreign currency forward transactions and option contracts of the
Deutsche Postbank group at the balance sheet date.
Derivatives of the Deutsche Postbank group
Fair value Notional Positive Negative Notional Positive Negative
amount fair values fair values amount fair values fair values
in €m 2001 2001 2001 2002 2002 2002
Trading derivatives
Currency derivatives
OTC currencies
Currency forwards 713 17 10 194 1 17
Currency swaps 7,933 47 71 7,262 188 267
Total portfolio OTC currencies 8,646 64 81 7,456 189 284
Total portfolio currency derivatives 8,646 64 81 7,456 189 284
Interest rate derivatives
OTC derivatives
Interest rate swaps 52,285 795 456 135,747 519 680
Cross-currency swaps 32 32 4 828 44 10
FRAs 2,379 9 6 3,510 13 13
OTC interest rate options 203 0 10 136 0 0
Other interest-related contracts 56 0 0 15 0 0
Total portfolio OTC derivatives 54,955 836 476 140,236 576 703
Exchange-traded interest rate futures 5,609 0 0 20,772 0 0
Exchange-traded interest rate options 2,490 2 1 445 0 0
Total portfolio interest rate derivatives 63,054 838 477 161,452 576 703
Equity/index derivatives
Equity options (long/short) 72 3 2 2,085 73 6
Total portfolio OTC derivatives 72 3 2 2,085 73 6
Exchange-traded equity/index futures 4 0 0 -110 0 3
Exchange-traded equity/index options 5 0 0 44 1 1
Total portfolio equity /index derivatives 81 3 2 2,019 74 10
Credit derivatives
Credit default swaps 0 0 0 104 4 4
Total portfolio credit derivatives 0 0 0 104 4 4
Total portfolio of derivative assets/
(liabilities) held for trading 71,781 905 560 171,031 843 1,001
thereof banking book derivatives 17,842 630 255 43,108 401 486
Hedging derivatives
Fair value hedges
Interest rate swaps 52,640 1,002 2,264 34,543 802 2,400
Cross-currency swaps 5,475 706 149 4,521 314 245
Equity options 0 0 0 148 4 0
Other interest-related contracts 0 0 0 12 0 0
Total portfolio of derivative assets/
(liabilities) from fair value hedges 58,115 1,708 2,413 39,224 1,120 2,645
Cash flow hedges
Credit default swaps 000111
Total portfolio of derivative assets/
(liabilities) from cash flow hedges 000111
Total portfolio of derivative assets/
(liabilities) from hedges 58,115 1,708 2,413 39,225 1,121 2,645
Total portfolio of derivative assets/(liabilities) 129,896 2,613 2,973 210,256 1,964 3,646