Barclays 2015 Annual Report Download - page 276

274 I Barclays PLC Annual Report 2015 home.barclays/annualreport
Notes to the financial statements
15 Derivative financial instruments continued
The fair values and notional amounts of derivative instruments held for trading are set out in the following table:
Derivatives held for trading
2015 2014
Notional
contract
amount
£m
Fair value Notional
contract
amount
£m
Fair value
Assets
£m
Liabilities
£m
Assets
£m
Liabilities
£m
Foreign exchange derivatives
Forward foreign exchange 1,277,863 17,613 (19,433) 1,684,832 31,883 (34,611)
Currency swaps 1,006,640 30,703 (32,449) 1,109,795 32,209 (33,919)
OTC options bought and sold 924,832 6,436 (6,771) 895,226 10,267 (10,665)
OTC derivatives 3,209,335 54,752 (58,653) 3,689,853 74,359 (79,195)
Foreign exchange derivatives cleared by central counterparty 9,308 33 (44) 11,382 56 (70)
Exchange traded futures and options – bought and sold 6,071 13 (12) 57,623 18 (16)
Foreign exchange derivatives 3,224,714 54,798 (58,709) 3,758,858 74,433 (79,281)
Interest rate derivatives
Interest rate swaps 4,600,472 159,040 (148,475) 5,779,015 209,962 (200,096)
Forward rate agreements 371,510 440 (390) 467,812 794 (722)
OTC options bought and sold 2,634,527 48,995 (49,001) 3,083,200 67,039 (67,575)
OTC derivatives 7,606,509 208,475 (197,866) 9,330,027 277,795 (268,393)
Interest rate derivatives cleared by central counterparty 11,407,745 21,871 (22,603) 15,030,090 30,166 (31,152)
Exchange traded futures and options – bought and sold 5,470,872 281 (263) 2,210,602 382 (336)
Interest rate derivatives 24,485,126 230,627 (220,732) 26,570,719 308,343 (299,881)
Credit derivatives
OTC swaps 671,389 14,087 (12,693) 896,386 18,864 (17,825)
Credit derivatives cleared by central counterparty 277,257 4,094 (3,931) 287,577 4,643 (4,542)
Credit derivatives 948,646 18,181 (16,624) 1,183,963 23,507 (22,367)
Equity and stock index derivatives
OTC options bought and sold 53,645 5,507 (7,746) 67,151 6,461 (9,517)
Equity swaps and forwards 98,264 1,794 (3,855) 102,663 1,823 (3,532)
OTC derivatives 151,909 7,301 (11,601) 169,814 8,284 (13,049)
Exchange traded futures and options – bought and sold 429,592 6,498 (6,851) 490,960 6,560 (6,542)
Equity and stock index derivatives 581,501 13,799 (18,452) 660,774 14,844 (19,591)
Commodity derivatives
OTC options bought and sold 21,959 1,402 (1,408) 38,196 1,592 (1,227)
Commodity swaps and forwards 29,161 3,645 (3,397) 61,639 7,985 (8,175)
OTC derivatives 51,120 5,047 (4,805) 99,835 9,577 (9,402)
Exchange traded futures and options – bought and sold 145,995 4,320 (4,466) 350,193 7,566 (8,101)
Commodity derivatives 197,115 9,367 (9,271) 450,028 17,143 (17,503)
Derivative assets/(liabilities) held for trading 29,437,102 326,772 (323,788) 32,624,342 438,270 (438,623)
Total OTC derivatives held for trading 11,690,262 289,662 (285,618) 14,185,915 388,879 (387,864)
Total derivatives cleared by central counterparty held for trading 11,694,310 25,998 (26,578) 15,329,049 34,865 (35,764)
Total exchange traded derivatives held for trading 6,052,530 11,112 (11,592) 3,109,378 14,526 (14,995)
Derivative assets/(liabilities) held for trading 29,437,102 326,772 (323,788) 32,624,342 438,270 (438,623)