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Prudential Financial 2001 Annual Report - page 148 / 172

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Prudential Financial, Inc.

Notes to Consolidated Financial Statements

19.

Derivative Instruments (continued)

Derivative FinancialInstruments December 31, 2000

Swap Instruments Interest rate Asset . . . . . . . . . . . . . . . . . . . . . . . . . . Liability . . . . . . . . . . . . . . . . . . . . . . . . Currency Asset . . . . . . . . . . . . . . . . . . . . . . . . . . Liability . . . . . . . . . . . . . . . . . . . . . . . . Equity and commodity Asset . . . . . . . . . . . . . . . . . . . . . . . . . . Liability . . . . . . . . . . . . . . . . . . . . . . . . Forward contracts Interest rate Asset . . . . . . . . . . . . . . . . . . . . . . . . . . Liability . . . . . . . . . . . . . . . . . . . . . . . . Currency Asset . . . . . . . . . . . . . . . . . . . . . . . . . . Liability . . . . . . . . . . . . . . . . . . . . . . . . Equity and commodity Asset . . . . . . . . . . . . . . . . . . . . . . . . . . Liability . . . . . . . . . . . . . . . . . . . . . . . . Futures contracts Interest rate Asset . . . . . . . . . . . . . . . . . . . . . . . . . . Liability . . . . . . . . . . . . . . . . . . . . . . . . Equity and commodity Asset . . . . . . . . . . . . . . . . . . . . . . . . . . Liability . . . . . . . . . . . . . . . . . . . . . . . . Option contracts Interest rate Asset . . . . . . . . . . . . . . . . . . . . . . . . . . Liability . . . . . . . . . . . . . . . . . . . . . . . . Currency Asset . . . . . . . . . . . . . . . . . . . . . . . . . . Liability . . . . . . . . . . . . . . . . . . . . . . . . Equity and commodity Asset . . . . . . . . . . . . . . . . . . . . . . . . . . Liability . . . . . . . . . . . . . . . . . . . . . . . .

TotalDerivatives Assets . . . . . . . . . . . . . . . . . . . . . . . . .

Liabilities . . . . . . . . . . . . . . . . . . . . . . .

Trading

Notional

Estimated Fair Value

$ 9,693 10,521

$352 370

7 30

34

55 55

14 12

3,469 3,319

33 33

6,044 5,897

185 195

2,091 1,923

75 75

11,582 6,513

14 29

782 1,324

27 36

4,141 4,273

48 29

1,108 1,174

27 26

175 126

3 1

$39,147 $35,155

$778 $840

472

9

2,319

29

429

9

27

79

$—

$—

$1,908

$ 57

2,126

81

Other than Trading

Fair

Fair

Notional

Value Notional

Value

2,410

55

1,468

21

Hedge Accounting

Non-Hedge Accounting

383

31

302

20

$

9

$

9

Estimated

(In Millions)

Estimated

$7,066

$189

$3,923

$201

$ 472 $ 429

46

17

146

Growing and Protecting Your Wealth

Total

2,091

75

1,923

75

390

31

332

54

1,108

27

1,174

26

Notional

Estimated Fair Value

$11,601 12,647

$ 409 451

3,469

33

3,319

33

782

27

1,324

36

175

3

126

1

101

31

55

12

8,835

223

6,353

283

13,992

69

7,981

50

4,141

48

4,273

29

$46,685

$ 976

$39,507

$1,050

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