Notes to the consolidated financial statements - analysis of items in the primary statements

17. Derivative financial instruments

Our use of derivatives may entail a derivative transaction qualifying for one or more hedge type designations under IAS 39. For further information and a detailed description of our derivative financial instruments and hedge type designations, refer to note 31. The fair value amounts by designated hedge type can be analysed as follows:

  2010   2009
  Assets
£m
Liabilities
£m
Total
£m
  Assets
£m
Liabilities
£m
Total
£m
Fair value hedges              
Interest rate swaps 128 (4) 124   193 193
Cross-currency interest rate swaps 589 (20) 569   899 (26) 873
  717 (24) 693   1,092 (26) 1,066
Cash flow hedges              
Interest rate swaps 2 (112) (110)   5 (94) (89)
Cross-currency interest rate swaps 924 (16) 908   1,056 (5) 1,051
Foreign exchange forward contracts 2 2  
  928 (128) 800   1,061 (99) 962
Net investment hedges              
Cross-currency interest rate swaps 135 (660) (525)   55 (1,033) (978)
Foreign exchange forward contracts 5 (42) (37)   62 62
  140 (702) (562)   117 (1,033) (916)
Derivatives not in a formal hedge relationship              
Interest rate swaps 200 (233) (33)   247 (257) (10)
Cross-currency interest rate swaps 58 (1) 57   67 (9) 58
Foreign exchange forward contracts 3 (43) (40)   32 (1) 31
Forward rate agreements (47) (47)   (16) (16)
Other   11 11
  261 (324) (63)   357 (283) 74
  2,046 (1,178) 868   2,627 (1,441) 1,186
Hedge positions offset within derivative instruments (304) 304   (501) 501
Total 1,742 (874) 868   2,126 (940) 1,186

The maturity of derivative financial instruments is as follows:

  2010   2009
  Assets
£m
Liabilities
£m
Total
£m
  Assets
£m
Liabilities
£m
Total
£m
In one year or less 248 (212) 36   593 (307) 286
Current 248 (212) 36   593 (307) 286
In more than one year, but not more than two years 278 (174) 104   44 (28) 16
In more than two years, but not more than three years 152 (69) 83   259 (229) 30
In more than three years, but not more than four years 240 (106) 134   128 (48) 80
In more than four years, but not more than five years 57 (14) 43   281 (113) 168
In more than five years 767 (299) 468   821 (215) 606
Non-current 1,494 (662) 832   1,533 (633) 900
  1,742 (874) 868   2,126 (940) 1,186

For each class of derivative the notional contract* amounts are as follows:

  2010
£m
2009
£m
Interest rate swaps (13,320) (12,382)
Cross-currency interest rate swaps (9,528) (10,701)
Foreign exchange forward contracts (1,989) (2,802)
Forward rate agreements (10,454) (10,388)
Other (314) (758)
Total (35,605) (37,031)
*
The notional contract amounts of derivatives indicate the gross nominal value of transactions outstanding at the balance sheet date

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