DHL 2006 Annual Report Download - page 153
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Notes
Open interest rate, foreign currency forward transactions, and option contracts of Deutsche Postbank Group
2005 2006
Fair value Fair value
€m Notional amount Positive fair values Negative fair values Notional amount Positive fair values Negative fair values
Trading derivatives
Currency derivatives
OTC products
Currency forwards 2,238 19 25 4,115 36 22
Currency swaps 13,840 157 140 17,767 152 129
Total portfolio of currency derivatives 16,078 176 165 21,882 188 151
Interest rate derivatives
OTC products
Interest rate swaps 301,793 2,892 3,147 398,821 3,068 3,436
Cross-currency swaps 15 1 1 55 2 0
FRAs 10,433 1 0 2,632 9 1
OTC interest rate options 408 0 0 645 0 1
Other interest-related contracts 457 2 2 479 1 1
Exchange-traded products
Interest rate futures 16,606 0 0 4,131 0 0
Interest rate options 14,665 1 1 7,996 1 0
Total portfolio of interest rate derivatives 344,377 2,897 3,151 414,759 3,081 3,439
Equity/index derivatives
OTC products
Equity options (long/short) 198 14 16 165 13 19
Exchange-traded products
Equity/index futures 14700802
Equity/index options 112 2 0 83 1 1
Total portfolio of equity/index derivatives 457 16 16 256 14 22
Credit derivatives
Credit default swaps 921 3 9 1,347 6 4
Total portfolio of credit derivatives 921 3 9 1,347 6 4
Total portfolio of derivatives held for trading 361,833 3,092 3,341 438,244 3,289 3,616
of which banking book derivatives 36,757 475 571 22,214 276 351
of which derivatives in connection with underlyings
relating to the fair value option 0 0 0 8,097 71 401
Hedging derivatives
Fair value hedges
Interest rate swaps 39,776 602 1,539 41,423 482 733
Cross-currency swaps 2,132 37 129 1,796 3 222
Credit default swaps 0 0 0 349 0 3
Other interest-related contracts 000000
Total portfolio of hedging derivatives (fair value hedges) 41,908 639 1,668 43,568 485 958
Cash flow hedges
Credit default swaps 100000
Total portfolio of hedging derivatives (cash flow hedges)100000
Total portfolio of hedging derivatives 41,909 639 1,668 43,568 485 958
Total portfolio of derivatives 403,742 3,731 5,009 481,812 3,774 4,574
149
Deutsche Post World Net Annual Report 2006
Consolidated Financial Statements