|
Table VI
Non-exchange Traded Commodity Contract Maturities
|
| December 31, 2005
|
|
| (Dollars in millions) |
|
Asset
Positions
|
| Liability
Positions
|
|
| Maturity of less than 1 year |
|
$ |
4,295 |
| $ |
4,190 |
|
| Maturity of 1-3 years |
| 3,798 |
| 3,196 |
|
| Maturity of 4-5 years |
| 373 |
| 441 |
|
| Maturity in excess of 5 years |
| 191 |
| 88 |
|
|
|
|
|
|
|
|
|
| Gross fair value of contracts |
| 8,657 |
| 7,915 |
|
| Effects of legally enforceable master netting agreements |
| (5,636) |
| (5,636) |
|
|
|
|
|
|
|
|
|
| Net fair value of contracts outstanding |
|
$ |
3,021 |
|
|
$ |
2,279 |
|
|
|
|
|
|
|
|
|
|
|
|
