Fifth Third Bank 2012 Annual Report Download - page 119
Download and view the complete annual report
Please find page 119 of the 2012 Fifth Third Bank 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
 |
 |
NOTES TO CONSOLIDATED FINANCIAL STATEMENTS
117 Fifth Third Bancorp
Fair Value
Notional Derivative Derivative
December 31, 2011 ($ in millions) Amount Assets Liabilities
Qualifying hedging instruments
Fair value hedges:
Interest rate swaps related to long-term debt $ 4,080 662 -
Total fair value hedges 662 -
Cash flow hedges:
Interest rate floors related to C&I loans 1,500 91 -
Interest rate swaps related to C&I loans 1,500 59 -
Interest rate caps related to long-term debt 500 - -
Interest rate swaps related to long-term debt 250 - 5
Total cash flow hedges 150 5
Total derivatives designated as qualifying hedging instruments 812 5
Derivatives not designated as qualifying hedging instruments
Free-standing derivatives - risk management and other business purposes:
Interest rate contracts related to MSRs 3,077 187 -
Forward contracts related to held for sale mortgage loans 5,705 8 54
Interest rate swaps related to long-term debt 311 1 3
Put options associated with sale of the processing business 978 - 1
Stock warrants associated with sale of the processing business 223 111 -
Swap associated with the sale of Visa, Inc. Class B shares 436 - 78
Total free-standing derivatives - risk management and other business purposes 307 136
Free-standing derivatives - customer accommodation:
Interest rate contracts for customers 30,000 774 795
Interest rate lock commitments 3,835 33 1
Commodity contracts 2,074 134 130
Foreign exchange contracts 17,909 294 275
Derivative instruments related to equity linked CDs 34 2 2
Total free-standing derivatives - customer accommodation 1,237 1,203
Total derivatives not designated as qualifying hedging instruments 1,544 1,339
Total $ 2,356 1,344