DHL 2008 Annual Report Download - page 181
Download and view the complete annual report
Please find page 181 of the 2008 DHL annual report below. You can navigate through the pages in the report by either clicking on the pages listed below, or by using the keyword search tool below to find specific information within the annual report.-
1 -
2
-
3
-
4
-
5
-
6
-
7
-
8
-
9
-
10
-
11
-
12
-
13
-
14
-
15
-
16
-
17
-
18
-
19
-
20
-
21
-
22
-
23
-
24
-
25
-
26
-
27
-
28
-
29
-
30
-
31
-
32
-
33
-
34
-
35
-
36
-
37
-
38
-
39
-
40
-
41
-
42
-
43
-
44
-
45
-
46
-
47
-
48
-
49
-
50
-
51
-
52
-
53
-
54
-
55
-
56
-
57
-
58
-
59
-
60
-
61
-
62
-
63
-
64
-
65
-
66
-
67
-
68
-
69
-
70
-
71
-
72
-
73
-
74
-
75
-
76
-
77
-
78
-
79
-
80
-
81
-
82
-
83
-
84
-
85
-
86
-
87
-
88
-
89
-
90
-
91
-
92
-
93
-
94
-
95
-
96
-
97
-
98
-
99
-
100
-
101
-
102
-
103
-
104
-
105
-
106
-
107
-
108
-
109
-
110
-
111
-
112
-
113
-
114
-
115
-
116
-
117
-
118
-
119
-
120
-
121
-
122
-
123
-
124
-
125
-
126
-
127
-
128
-
129
-
130
-
131
-
132
-
133
-
134
-
135
-
136
-
137
-
138
-
139
-
140
-
141
-
142
-
143
-
144
-
145
-
146
-
147
-
148
-
149
-
150
-
151
-
152
-
153
-
154
-
155
-
156
-
157
-
158
-
159
-
160
-
161
-
162
-
163
-
164
-
165
-
166
-
167
-
168
-
169
-
170
-
171 -
172 -
173 -
174 -
175 -
176 -
177 -
178 -
179 -
180 -
181 -
182 -
183 -
184 -
185 -
186 -
187 -
188 -
189 -
190 -
191 -
192
-
193
-
194
-
195
-
196
-
197
-
198
-
199
-
200
-
201
-
202
-
203
-
204
-
205
-
206
-
207
-
208
-
209
-
210
-
211
-
212
-
213
-
214
 |
 |
Deutsche Post World Net Annual Report 2008
Consolidated Financial Statements
Notes
e 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.
Forward transactions and option contracts of the Deutsche Postbank Group
€ m 2007
Fair value
2008
Fair value
Notional
amount
Positive
fair values
Negative
fair values
Notional
amount
Positive
fair values
Negative
fair values
Trading derivatives
Currency derivatives
OTC products
Currency forwards 2,273 35 50 4,858 168 106
Currency swaps 22,518 202 270 32,129 907 859
Total portfolio of currency derivatives 24,791 237 320 36,987 1,075 965
Interest rate derivatives
OTC products
Interest rate swaps 469,220 5,142 5,046 601,810 14,405 15,034
Cross-currency swaps 146 4 5 384 59 10
FRAs 5,723 – 2 12,028 18 11
OTC interest rate options 673 1 1 866 3 3
Other interest-related contracts 871 3 2 117 1 1
Exchange-traded products
Interest rate futures 9,893 – – 4,938 – –
Interest rate options 490 1 – – – –
Total portfolio of interest rate derivatives 487,016 5,151 5,056 620,143 14,486 15,059
Equity / index derivatives
OTC products
Equity options (long / short) 453 10 66 337 20 11
Exchange-traded products
Equity / index futures 117 – – 5 – –
Equity / index options 259 2 1 25 1 –
Total portfolio of equity/index derivatives 829 12 67 367 21 11
Credit derivatives
Credit default swaps 6,217 27 150 8,020 271 952
Total portfolio of credit derivatives 6,217 27 150 8,020 271 952
Total portfolio of derivatives held for trading 518,853 5,427 5,593 665,517 15,853 16,987
of which banking book derivatives 15,416 131 330 29,051 459 1,576
of which derivatives in connection
with underlyings relating to the fair value option 12,767 141 308 24,994 185 772
Hedging derivatives
Fair value hedges
Interest rate swaps 32,560 410 621 41,967 346 2,641
Cross-currency swaps 1,338 10 252 1,068 117 51
Credit default swaps 154 1 – 169 11 1
Other interest-related contracts – – – 3,353 – –
Total portfolio of hedging derivatives 34,052 421 873 46,557 474 2,693
Total portfolio of derivatives 552,905 5,848 6,466 712,074 16,327 19,680
177