Table 8.0. Derivatives - Hedge accounting Carrying amount Notional amount
Assets Liabilities Total Hedging of which: sold
ITS part 3.26 ITS part 3.26 ITS part 3.27-28 ITS part 3.29
010 020 030 040
Interest rate ITS part 3.24 (a) 010        
  OTC options ITS part 3.24 (a) 020        
OTC other ITS part 3.24 (a) 030         
Organized market options ITS part 3.24 (a) 040        
Organized market other ITS part 3.24 (a) 050         
Equity ITS part 3.24 (b) 060        
  OTC options ITS part 3.24 (b) 070        
OTC other ITS part 3.24 (b) 080         
Organized market options ITS part 3.24 (b) 090        
Organized market other ITS part 3.24 (b) 100         
Foreign exchange ITS part 3.24 (c) 110        
  OTC options ITS part 3.24 (c) 120        
OTC other ITS part 3.24 (c) 130         
Organized market options ITS part 3.24 (c) 140        
Organized market other ITS part 3.24 (c) 150         
Credit ITS part 3.24 (d) 160        
  Credit default swap ITS part 3.24 (d) 170        
Credit spread option ITS part 3.24 (d) 180        
Total return swap ITS part 3.24 (d) 190        
Other ITS part 3.24 (d) 200        
Commodity ITS part 3.24 (e) 210        
Other ITS part 3.24 (f) 220        
FAIR VALUE HEDGES IFRS 7.22(b); IAS 39.86(a) 230        
Interest rate ITS part 3.24 (a) 240        
  OTC options ITS part 3.24 (a) 250        
OTC other ITS part 3.24 (a) 260         
Organized market options ITS part 3.24 (a) 270        
Organized market other ITS part 3.24 (a) 280         
Equity ITS part 3.24 (b) 290        
  OTC options ITS part 3.24 (b) 300        
OTC other ITS part 3.24 (b) 310         
Organized market options ITS part 3.24 (b) 320        
Organized market other ITS part 3.24 (b) 330         
Foreign exchange ITS part 3.24 (c) 340        
  OTC options ITS part 3.24 (c) 350        
OTC other ITS part 3.24 (c) 360         
Organized market options ITS part 3.24 (c) 370        
Organized market other ITS part 3.24 (c) 380         
Credit ITS part 3.24 (d) 390        
  Credit default swap ITS part 3.24 (d) 400        
Credit spread option ITS part 3.24 (d) 410        
Total return swap ITS part 3.24 (d) 420        
Other ITS part 3.24 (d) 430        
Commodity ITS part 3.24 (e) 440        
Other ITS part 3.24 (f) 450        
CASH FLOW HEDGES IFRS 7.22(b); IAS 39.86(b) 460        
HEDGE OF NET INVESTMENTS IN A FOREIGN OPERATION IFRS 7.22(b); IAS 39.86(c) 470        
PORTFOLIO FAIR VALUE HEDGES OF INTEREST RATE RISK IAS 39.89A, IE 1-31 480        
PORTFOLIO CASH FLOW HEDGES OF INTEREST RATE RISK IAS 39 IG F6 1-3 490        
DERIVATIVES-HEDGE ACCOUNTING IFRS 7.22 (b); IAS 39.9 500        
of which: OTC - credit institutions ITS part 1.20 (c), part 3.32 510         
of which: OTC - other financial corporations ITS part 1.20 (d), part 3.32 520         
of which: OTC - rest ITS part 3.31 (c), 32 530