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9 Derivative assets and liabilities


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Contract/ notional amount 2008
£m

Fair values

 

Assets
2008
£m

Liabilities1
2008
£m

1.

Derivative liabilities are reported in the balance sheet within other creditors and accruals.

Interest rate contracts – held for trading

1,583

5

94

Interest rate contracts – fair value hedges

600

84

-

Forward foreign exchange contracts – net investment hedges

679

–

19

Forward foreign exchange contracts – held for trading

583

191

–

Derivative assets and liabilities

 

280

113

 

 

 

 

 

Contract/ notional amount
2007
£m

Fair values

 

Assets
2007
£m

Liabilities1
2007
£m

Interest rate contracts – held for trading

600

12

1

Interest rate contracts – fair value hedges

441

18

28

Forward foreign exchange contracts – net investment hedges

597

1

2

Forward foreign exchange contracts – held for trading

441

43

–

Derivative assets and liabilities

 

74

31

The descriptions of each type of derivative are given in Notes 19 and 50 of the Group’s consolidated financial statements.

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