Prudential 2001 Annual Report Download - page 147
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Prudential Financial, Inc.
Notes to Consolidated Financial Statements
19. Derivative Instruments (continued)
Derivative Financial Instruments
December 31, 2001
Trading Other than Trading Total
Hedge Accounting Non-Hedge
Accounting
Notional
Estimated
Fair
Value Notional
Estimated
Fair
Value Notional
Estimated
Fair
Value Notional
Estimated
Fair
Value
(In Millions)
Swap Instruments
Interest rate
Asset ................................. $10,537 $ 574 $ 175 $ 15 $ 2,199 $ 75 $12,911 $ 664
Liability ............................... 12,777 647 333 10 5,220 67 18,330 724
Currency
Asset ................................. — — 779 37 742 88 1,521 125
Liability ............................... 127 41 997 72 234 17 1,358 130
Equity and commodity
Asset ................................. 20 3 — — 45 6 65 9
Liability ............................... 55 3 — — — — 55 3
Forward contracts
Interest rate
Asset ................................. 1,817 9 — — — — 1,817 9
Liability ............................... 1,882 9 — — — — 1,882 9
Currency
Asset ................................. 8,507 131 1,467 10 6,396 162 16,370 303
Liability ............................... 8,724 138 486 6 1,386 82 10,596 226
Equity and commodity
Asset ................................. 1,172 94 — — — — 1,172 94
Liability ............................... 1,161 90 — — — — 1,161 90
Futures contracts
Interest rate
Asset ................................. 10,273 21 — — 1,610 11 11,883 32
Liability ............................... 2,641 32 — — 603 8 3,244 40
Currency
Asset ................................. 253 1 — — — — 253 1
Liability ............................... 221 6 — — — — 221 6
Equity and commodity
Asset ................................. 28 — — — 659 4 687 4
Liability ............................... 173 1 — — 5 1 178 2
Option contracts
Interest rate
Asset ................................. 10,699 73 — — 338 3 11,037 76
Liability ............................... 8,404 49 — — — — 8,404 49
Currency
Asset ................................. 181 5 — — — — 181 5
Liability ............................... 389 7 — — — — 389 7
Equity and commodity
Asset ................................. 111 4 — — — — 111 4
Liability ............................... 130 1 — — — — 130 1
Total Derivatives
Assets ................................ $43,598 $ 915 $2,421 $ 62 $11,989 $349 $58,008 $1,326
Liabilities .............................. $36,684 $1,024 $1,816 $ 88 $ 7,448 $175 $45,948 $1,287
Prudential Financial 2001 Annual Report 145