quarterly statement - TIAA-CREF
quarterly statement - TIAA-CREF
quarterly statement - TIAA-CREF
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E06.17<br />
STATEMENT AS OF SEPTEMBER 30, 2011 OF THE TEACHERS INSURANCE and ANNUITY ASSOCIATION of AMERICA<br />
SCHEDULE DB - PART A - SECTION 1<br />
Showing all Options, Caps, Floors, Collars, Swaps and Forwards Open as of Current Statement Date<br />
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23<br />
Description<br />
Strike<br />
Current<br />
Credit Hedge<br />
of Items<br />
Price, Prior Year Year Initial<br />
Total Current Adjustment<br />
Quality Effectiveness<br />
Description<br />
Hedged or<br />
Used for<br />
Income<br />
Generation<br />
Schedule/<br />
Exhibit<br />
Identifier<br />
Type(s)<br />
of<br />
Risk(s)<br />
Exchange or<br />
Counterparty<br />
Trade<br />
Date<br />
Date of<br />
Maturity<br />
or<br />
Expiration<br />
Number<br />
of<br />
Contracts<br />
Notional<br />
Amount<br />
Rate or<br />
Index<br />
Received<br />
(Paid)<br />
Initial Cost<br />
of Premium<br />
(Received)<br />
Paid<br />
Cost of<br />
Premium<br />
(Received)<br />
Paid<br />
Current<br />
Year<br />
Income<br />
Book/<br />
Adjusted<br />
Carrying<br />
Value Code Fair Value<br />
Unrealized<br />
Valuation<br />
Increase/<br />
(Decrease)<br />
Foreign<br />
Exchange<br />
Change in<br />
B./A.C.V.<br />
Year’s<br />
(Amortization)/<br />
Accretion<br />
to Carrying<br />
Value of<br />
Hedged<br />
Item<br />
Potential<br />
Exposure<br />
of<br />
Reference<br />
Entity<br />
at Inception<br />
and at<br />
Quarter-end<br />
(a)<br />
<br />
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'(<br />
" #$ $% &&" ) &# (*&$) && % #<br />
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