DHL 2005 Annual Report Download - page 139

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Derivative financial instruments Fair value
€m Notional amount Fair value Notional amount Assets Liabilities Total
2004 2005
Interest rate products
Interest rate swaps 2,373 134 1,765 85 –12 73
of which cash flow hedges 32 –2 24 0 –3 –3
of which fair value hedges 2,241 146 1,641 85 0 85
of which held for trading 100 –10 100 0 –9 –9
FRAs 0 0 0 0 0 0
Interest rate options 150 –3 150 0 –2 –2
of which cash flow hedges 0 0 0 0 0 0
of which held for trading 150 –3 150 0 –2 –2
Others 0 0 0 0 0 0
2,523 131 1,915 85 –14 71
Currency derivatives
Currency forwards 788 –67 1,149 7 –36 –29
of which cash flow hedges 735 –67 739 6 –34 –28
of which held for trading 53 0 410 1 –2 –1
Currency options 300 2 443 6 –3 3
of which cash flow hedges 300 2 443 6 –3 3
Currency swaps 2,316 90 2,505 8 –27 –19
of which cash flow hedges 42 90 0 0 0 0
of which held for trading 2,274 0 2,505 8 –27 –19
Cross-currency-swaps 516 –51 2,448 10 –34 –24
of which cash flow hedges 234 –12 224 0 –17 –17
of which fair value hedges 282 –39 243 2 –17 –15
of which held for trading 0 0 1,981 8 0 8
3,920 –26 6,545 31 –100 –69
Transactions based on commodity prices
Fuel hedging program 224 21 373 33 –3 30
of which cash flow hedges 224 21 373 21 0 21
of which held for trading 0 0 0 12 –3 9
Fair values 2005 according to maturity Assets Liabilities
€m up to
1 year up to
2 years up to
3 years up to
4 years up to
5 years > 5
years Fair
value up to
1 year up to
2 years up to
3 years up to
4 years up to
5 years > 5
years Fair
value
Interest rate products
Interest rate swaps 0 12 0 0 0 73 85 0 0 0 –3 0 –9 –12
of which cash flow hedges 0 0 0 0 0 0 0 0 0 0 0 0 –3 –3
of which fair value hedges 0 12 0 0 0 73 85 0 0 0 0 0 0 0
of which held for trading 0 0 0 0 0 0 0 0 0 0 –3 0 –6 –9
FRAs 00000000000000
Interest rate options 0 0 0 0 0 0 0 0 –2 0 0 0 0 –2
of which cash flow hedges 0 0 0 0 0 0 0 0 0 0 0 0 0 0
of which held for trading 0 0 0 0 0 0 0 0 –2 0 0 0 0 –2
Others 0 0 0 0 0 0 0 0 0 0 0 0 0 0
0 12 0 0 0 73 85 0 –2 0 –3 0 –9 –14
Currency derivatives
Currency forwards 7 0 0 0 0 0 7 –11 –4 –4 –5 –5 –7 –36
of which cash flow hedges 6 0 0 0 0 0 6 –9 –4 –4 –5 –5 –7 –34
of which held for trading 1 0 0 0 0 0 1 –2 0 0 0 0 0 –2
Currency options 6 0 0 0 0 0 6 –3 0 0 0 0 0 –3
of which cash flow hedges 6 0 0 0 0 0 6 –3 0 0 0 0 0 –3
Currency swaps 8 0 0 0 0 0 8 –27 0 0 0 0 0 –27
of which cash flow hedges 0 0 0 0 0 0 0 0 0 0 0 0 0 0
of which held for trading 8 0 0 0 0 0 8 –27 0 0 0 0 0 –27
Cross-currency-swaps 2 8 0 0 0 0 10 0 0 0 0 0 –34 –34
of which cash flow hedges 0 0 0 0 0 0 0 0 0 0 0 0 –17 –17
of which fair value hedges 2 0 0 0 0 0 2 0 0 0 0 0 –17 –17
of which held for trading 0 8 0 0 0 0 8 0 0 0 0 0 0 0
23 8 0 0 0 0 31 –41 –4 –4 –5 –5 –41 –100
Transactions based on
commodity prices
Fuel hedging program 33 0 0 0 0 0 33 –3 0 0 0 0 0 –3
of which cash flow hedges 21 0 0 0 0 0 21 0 0 0 0 0 0 0
of which held for trading 12 0 0 0 0 0 12 –3 0 0 0 0 0 –3
Deutsche Post World Net
135
Notes
Consolidated Financial StatementsAdditional Information