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9 Derivative assets and liabilities.


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Contract/ notional amount 2009
£m

Fair values

 

Assets
2009
£m

Liabilities1
2009
£m

1.

Derivative liabilities are reported in the balance sheet within Other creditors.

Interest rate contracts – held for trading

1,531

22

74

Interest rate contracts – fair value hedges

600

68

–

Forward foreign exchange contracts – net investment hedges

733

10

–

Forward foreign exchange contracts – held for trading

531

136

–

Derivative assets and liabilities

 

236

74

 

 

 

 

 

Contract/ notional amount 2008
£m

Fair values

 

Assets
2008
£m

Liabilities1
2008
£m

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

The descriptions of each type of derivative are given in Note 20 and Note 48 of the Group’s consolidated financial statements.

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