11 DERIVATIVE ASSETS AND LIABILITIES.


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Contract/
notional amount
2011
£m

Fair values

 

Assets
2011
£m

Liabilities
2011
£m

Interest rate contracts – held for trading

1,760

41

162

Interest rate contracts – fair value hedges

600

122

Forward foreign exchange contracts – net investment hedges

884

9

Forward foreign exchange contracts – held for trading

578

115

1

Derivative assets and liabilities

 

278

172

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Contract/
notional amount
2010
£m

Fair values

 

Assets
2010
£m

Liabilities
2010
£m

Interest rate contracts – held for trading

1,513

31

112

Interest rate contracts – fair value hedges

600

91

Forward foreign exchange contracts – net investment hedges

887

15

1

Forward foreign exchange contracts – held for trading

526

124

Derivative assets and liabilities

 

261

113

The descriptions of each type of derivative are given in Note 23 and Note 48 of the Group’s consolidated financial statements.

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