SCHEDULES
SCHEDULE 9Special Provisions for Banking Companies and Groups
PART I INDIVIDUAL ACCOUNTS
CHAPTER III NOTES TO THE ACCOUNTS
Information supplementing the balance sheet
58B
Where the company has derivatives that it has not included at fair value, there must be stated for each class of such derivatives–
(a)
the fair value of the derivatives in that class, if such a value can be determined in accordance with paragraph 44B, and
(b)
the extent and nature of the derivatives.