11 Derivative assets and liabilities.

(XLS:) Notes to the Company Financial Statements – derivative assets and liabilities 2012

 

Contract/
notional amount
2012
£m

Fair values

 

Assets
2012
£m

Liabilities
2012
£m

Interest rate contracts – held for trading

1,118

45

49

Interest rate contracts – fair value hedges

Forward foreign exchange contracts – net investment hedges

710

2

Forward foreign exchange contracts – held for trading

488

92

Derivative assets and liabilities

 

139

49

(XLS:) Notes to the Company Financial Statements – derivative assets and liabilities 2011

 

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

The descriptions of each type of derivative are given in Note 11 of the Group’s consolidated financial statements.