| C 34.09 | |||||
| Notional amounts | Fair values | ||||
| Protection bought | Protection sold | Protection bought | Protection sold | ||
| 0010 | 0020 | 0030 | 0040 | ||
| Total | 0060 | ||||
| Single-name credit default swaps | 0010 | ||||
| Index credit default swaps | 0020 | ||||
| Total return swaps | 0030 | ||||
| Credit options | 0040 | ||||
| Other credit derivatives | 0050 | ||||
| Fair value breakdown | 0069 | ||||
| Positive fair value (asset) | 0070 | ||||
| Negative fair value (liability) | 0080 | ||||