MS » Topics » Derivatives Designated as Fair Value Hedges.

This excerpt taken from the MS 8-K filed Aug 25, 2009.

Derivatives Designated as Fair Value Hedges.

 

Product Type

  

Classification of

Gains or (Losses)

   Amount of Gains or
(Losses) Recognized in
Income on Derivatives
   Amount of Gains or
(Losses) Recognized in
Income on Borrowings
     (dollars in millions)

Interest rate contracts(1)

   Interest expense    $                         (2,759)    $                               2,690
                

Total

      $ (2,759)    $ 2,690
                

 

(1) A loss of $69 million was recognized in income related to hedge ineffectiveness.

 

This excerpt taken from the MS 10-Q filed May 7, 2009.

Derivatives Designated as Fair Value Hedges.

 

Product Type

  

Classification of

Gains or (Losses)

   Amount of Gains or
(Losses) Recognized in
Income on Derivatives
   Amount of Gains or
(Losses) Recognized in
Income on Borrowings
     (dollars in millions)

Interest rate contracts(1)

   Interest expense    $                         (2,759)    $                               2,690
                

Total

      $ (2,759)    $ 2,690
                

 

(1) A loss of $69 million was recognized in income related to hedge ineffectiveness.

EXCERPTS ON THIS PAGE:

8-K
Aug 25, 2009
10-Q
May 7, 2009
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