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[F1ANNEX IV U.K. REPORTING FINANCIAL INFORMATION ACCORDING TO NATIONAL ACCOUNTING FRAMEWORKS

11. Derivatives — Hedge accounting U.K.

11.2 Derivatives — Hedge accounting under National GAAP: Breakdown by type of risk U.K.

ANNEX IV Table 27: rows 1 - 30
[F1By product or by type of market References National GAAP based on BAD Notional amount
Total Hedging of which: sold
Annex V.Part 2.70, 71 Annex V.Part 2.72
010 020
010 Interest rate Annex V.Part 2.67(a)
020 OTC options
030 OTC other
040 Organized market options
050 Organized market other
060 Equity Annex V.Part 2.67(b)
070 OTC options
080 OTC other
090 Organized market options
100 Organized market other
110 Foreign exchange and gold Annex V.Part 2.67(c)
120 OTC options
130 OTC other
140 Organized market options
150 Organized market other
160 Credit Annex V.Part 2.67(d)
170 Credit default swap
180 Credit spread option
190 Total return swap
200 Other
210 Commodity Annex V.Part 2.67(e)
220 Other Annex V.Part 2.67(f)
230 DERIVATIVES-HEDGE ACCOUNTING
240 of which: OTC - credit institutions Annex V.Part 1.35(c), 2.75(a)
250 of which: OTC - other financial corporations Annex V.Part 1.35(d), 2.75(b)
260 of which: OTC - rest Annex V.Part 2.75(c) ]