v2.4.0.8
DERIVATIVE FINANCIAL INSTRUMENTS (Tables)
12 Months Ended
Dec. 31, 2013
Summary of Aggregate Notional Amount and Fair Value of Derivative Financial Instruments

The table below summarizes the aggregate notional amount and fair value of the derivative financial instruments. The notional amount represents the absolute value amount of all outstanding derivative contracts.

 

    December 31, 2013     December 31, 2012  
    Assets     Liabilities     Assets     Liabilities  
    Notional     Fair
Value
    Notional     Fair
Value
    Notional     Fair
Value
    Notional     Fair
Value
 

Freestanding Derivatives

               

Blackstone—Other

               

Interest Rate Contracts

  $ 1,994,276      $ 8,521      $ 1,083,140      $ 2,676      $ 689,300      $ 55,270      $ 636,555      $ 4,116   

Foreign Currency Contracts

    166,066        1,480        163,787        1,015        16,771        74        7,025        81   

Total Return Swaps

    326,929        342        —          —          —          —          —          —     

Credit Default Swaps

    —          —          10,000        591        —          —          —          —     

Investments of Consolidated Blackstone Funds

               

Foreign Currency Contracts

    396,569        30,830        239,037        10,018        435,229        37,898        301,551        17,101   

Interest Rate Contracts

    62,193        3,726        —          —          165,517        6,132        90,500        772   
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 

Total

  $ 2,946,033      $ 44,899      $ 1,495,964      $ 14,300      $ 1,306,817      $ 99,374      $ 1,035,631      $ 22,070   
 

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

   

 

 

 
Summary of Impact of Derivative Financial Instruments to Consolidated Statements of Operations

The table below summarizes the impact to the Consolidated Statements of Operations from derivative financial instruments:

 

     Year Ended December 31,  
     2013     2012     2011  

Fair Value Hedges—Interest Rate Swaps

      

Hedge Ineffectiveness

   $ —        $ 548      $ 4,649   
  

 

 

   

 

 

   

 

 

 

Excluded from Assessment of Effectiveness

   $ —        $ (938   $ (3,465
  

 

 

   

 

 

   

 

 

 

Realized Gain

   $ —        $ 22,941      $ —     
  

 

 

   

 

 

   

 

 

 

Freestanding Derivatives

      

Realized Gains (Losses)

      

Interest Rate Contracts

   $ 34,206      $ (2,752   $ (8,634

Foreign Currency Contracts

     4,022        (3,816     1,739   

Credit Default Swaps

     752        (1     (111

Other

     —          —          (153
  

 

 

   

 

 

   

 

 

 

Total

   $ 38,980      $ (6,569   $ (7,159
  

 

 

   

 

 

   

 

 

 

Net Change in Unrealized Gains (Losses)

      

Interest Rate Contracts

   $ (1,947   $ 12,134      $ 8,718   

Foreign Currency Contracts

     2,636        (5,523     (33,408

Other

     392        —          (7
  

 

 

   

 

 

   

 

 

 

Total

   $ 1,081      $ 6,611      $ (24,697