XML 186 R157.htm IDEA: XBRL DOCUMENT v3.19.3.a.u2
DERIVATIVE FINANCIAL INSTRUMENTS (Details) - Schedule of Amount, Timing and Uncertainty of Future Cash Flows - GBP (£)
£ in Millions
Dec. 31, 2019
Dec. 31, 2018
Cash flow hedges [member]    
Interest rate    
Notional (in Pounds) £ 426,740 £ 556,945
Cash flow hedges [member] | Later than five years [member]    
Interest rate    
Notional (in Pounds) £ 125,921 £ 181,843
Average fixed interest rate 2.39% 1.85%
Cash flow hedges [member] | Not later than one month [member]    
Interest rate    
Notional (in Pounds) £ 9,675 £ 4,874
Average fixed interest rate 1.05% 1.47%
Cash flow hedges [member] | Later than one month and not later than three months [member]    
Interest rate    
Notional (in Pounds) £ 23,589 £ 11,204
Average fixed interest rate 1.22% 1.03%
Cash flow hedges [member] | Later than three months and not later than one year [member]    
Interest rate    
Notional (in Pounds) £ 58,447 £ 66,312
Average fixed interest rate 1.29% 0.99%
Cash flow hedges [member] | Later than one year and not later than five years [member]    
Interest rate    
Notional (in Pounds) £ 209,108 £ 292,712
Average fixed interest rate 1.47% 1.46%
Currency swap contract [member] | Fair value hedges [member]    
Interest rate    
Notional (in Pounds) £ 34  
Currency swap contract [member] | Fair value hedges [member] | Later than five years [member]    
Interest rate    
Notional (in Pounds) £ 34  
Average fixed interest rate 1.28%  
Currency swap contract [member] | Cash flow hedges [member]    
Interest rate    
Notional (in Pounds) £ 9,549 £ 10,578
Currency swap contract [member] | Cash flow hedges [member] | Later than five years [member]    
Interest rate    
Notional (in Pounds) 5,136 6,119
Currency swap contract [member] | Cash flow hedges [member] | Not later than one month [member]    
Interest rate    
Notional (in Pounds)   67
Currency swap contract [member] | Cash flow hedges [member] | Later than one month and not later than three months [member]    
Interest rate    
Notional (in Pounds) 413 47
Currency swap contract [member] | Cash flow hedges [member] | Later than three months and not later than one year [member]    
Interest rate    
Notional (in Pounds) 1,611 2,234
Currency swap contract [member] | Cash flow hedges [member] | Later than one year and not later than five years [member]    
Interest rate    
Notional (in Pounds) 2,389 2,111
Interest rate swap contract [member] | Fair value hedges [member]    
Interest rate    
Notional (in Pounds) 183,489 150,971
Interest rate swap contract [member] | Fair value hedges [member] | Later than five years [member]    
Interest rate    
Notional (in Pounds) £ 29,566 £ 30,834
Average fixed interest rate 2.81% 2.98%
Interest rate swap contract [member] | Fair value hedges [member] | Not later than one month [member]    
Interest rate    
Notional (in Pounds) £ 331 £ 393
Average fixed interest rate 2.58% 1.38%
Interest rate swap contract [member] | Fair value hedges [member] | Later than one month and not later than three months [member]    
Interest rate    
Notional (in Pounds) £ 9,305 £ 417
Average fixed interest rate 1.74% 2.06%
Interest rate swap contract [member] | Fair value hedges [member] | Later than three months and not later than one year [member]    
Interest rate    
Notional (in Pounds) £ 37,948 £ 32,876
Average fixed interest rate 1.22% 1.65%
Interest rate swap contract [member] | Fair value hedges [member] | Later than one year and not later than five years [member]    
Interest rate    
Notional (in Pounds) £ 106,339 £ 86,451
Average fixed interest rate 1.71% 1.75%
Swaps [Member] | Fair value hedges [member]    
Interest rate    
Notional (in Pounds)   £ 490
Swaps [Member] | Fair value hedges [member] | Later than five years [member]    
Interest rate    
Notional (in Pounds)   £ 171
Average fixed interest rate   4.44%
Swaps [Member] | Fair value hedges [member] | Later than one month and not later than three months [member]    
Interest rate    
Notional (in Pounds)   £ 36
Average fixed interest rate   4.82%
Swaps [Member] | Fair value hedges [member] | Later than one year and not later than five years [member]    
Interest rate    
Notional (in Pounds)   £ 283
Average fixed interest rate   5.88%
Euro to USD | Currency swap contract [member] | Fair value hedges [member] | Later than five years [member]    
Interest rate    
Average exchange rate 1.38  
Euro to USD | Currency swap contract [member] | Cash flow hedges [member] | Later than five years [member]    
Interest rate    
Average exchange rate 1.05  
Euro to USD | Currency swap contract [member] | Cash flow hedges [member] | Later than one year and not later than five years [member]    
Interest rate    
Average exchange rate 1.05  
Euro to USD | Swaps [Member] | Fair value hedges [member] | Later than one year and not later than five years [member]    
Interest rate    
Average exchange rate   1.13
USD to Euro | Currency swap contract [member] | Cash flow hedges [member] | Later than five years [member]    
Interest rate    
Average exchange rate   1.07
USD to Euro | Currency swap contract [member] | Cash flow hedges [member] | Not later than one month [member]    
Interest rate    
Average exchange rate   1.15
USD to Euro | Currency swap contract [member] | Cash flow hedges [member] | Later than one month and not later than three months [member]    
Interest rate    
Average exchange rate 1.29  
USD to Euro | Currency swap contract [member] | Cash flow hedges [member] | Later than three months and not later than one year [member]    
Interest rate    
Average exchange rate 1.30 1.13
USD to Euro | Currency swap contract [member] | Cash flow hedges [member] | Later than one year and not later than five years [member]    
Interest rate    
Average exchange rate 1.31 1.10
USD to GBP [Member] | Currency swap contract [member] | Cash flow hedges [member] | Later than five years [member]    
Interest rate    
Average exchange rate   1.28
USD to GBP [Member] | Currency swap contract [member] | Cash flow hedges [member] | Later than one month and not later than three months [member]    
Interest rate    
Average exchange rate   1.32
USD to GBP [Member] | Currency swap contract [member] | Cash flow hedges [member] | Later than three months and not later than one year [member]    
Interest rate    
Average exchange rate   1.34
USD to GBP [Member] | Currency swap contract [member] | Cash flow hedges [member] | Later than one year and not later than five years [member]    
Interest rate    
Average exchange rate   1.27
USD to GBP [Member] | Swaps [Member] | Fair value hedges [member] | Later than one year and not later than five years [member]    
Interest rate    
Average exchange rate   1.30
NOK to GBP | Swaps [Member] | Fair value hedges [member] | Later than five years [member]    
Interest rate    
Average exchange rate   9.03
NOK to GBP | Swaps [Member] | Fair value hedges [member] | Later than one month and not later than three months [member]    
Interest rate    
Average exchange rate   9.22
NOK to GBP | Swaps [Member] | Fair value hedges [member] | Later than one year and not later than five years [member]    
Interest rate    
Average exchange rate   9.19