Barclays 2006 Annual Report Download - page 247

Barclays PLC
Annual Report 2006 243
Financial statements
3
56 Liquidity risk
The Group’s objectives and policies in managing the liquidity risks that arise in connection with the use of financial instruments are set out in
Note 52 under the heading ‘Liquidity Risk Management’.
The following table provides detail on the contractual maturity of all financial instruments and other assets and liabilities:
Over
three Over Over Over Over
months six months one year three years five years
Not more but not but not but not but not but not
On than three more than more than more than more than more than Over
demand months six months one year three years five years ten years ten years Total
At 31st December 2006 £m £m £m £m £m £m £m £m £m
Assets
Cash and balances with central banks 7,050 295 – –––––7,345
Items in course of collection from
other banks 1,782 626––––––2,408
Trading portfolio assets 1,528 28,433 7,034 10,540 27,738 21,606 28,809 52,179 177,867
Financial assets designated
at fair value:
– held on own account 1,899 1,975 295 942 5,692 5,239 4,018 11,739 31,799
– held in respect of linked liabilities
to customers under investment
contracts 59,462 1,026 366 999 2,856 1,266 2,994 13,829 82,798
Derivative financial instruments – 11,991 7,803 12,570 24,072 28,249 30,949 22,719 138,353
Loans and advances to banks 2,887 18,806 800 3,063 1,595 1,130 1,012 1,633 30,926
Loans and advances to customers 32,492 44,424 9,901 15,508 31,986 27,668 38,036 82,285 282,300
Available for sale financial
investments 564 9,084 2,516 8,733 13,854 4,621 6,999 5,332 51,703
Reverse repurchase agreements
and cash collateral on securities
borrowed 32,795 117,077 4,670 11,025 1,375 6,939 168 41 174,090
Total financial assets 140,459 233,737 33, 385 63,380 109,168 96,718 112,985 189,757 979,589
Non-financial assets – ––––––17,19817,198
Total assets 140,459 233,737 33,385 63,380 109,168 96,718 112,985 206,955 996,787
Liabilities
Deposits from banks 19,163 55,534 1,418 891 593 1,406 367 190 79,562
Items in course of collection
to other banks 2,154 67––––––2,221
Customer accounts 153,642 89,079 5,594 3,604 1,655 1,436 807 937 256,754
Trading portfolio liabilities 114 11,578 2,885 1,709 12,242 7,495 17,740 18,111 71,874
Financial liabilities designated
at fair value:
– held on own account 6 13,958 6,297 5,143 7,090 8,447 10,978 2,068 53,987
– liabilities to customers under
investment contracts 56, 612 1,481 367 912 2,976 1,446 3,737 17,106 84,637
Derivative financial instruments 59 12,040 7,589 13,143 25,510 30,499 32,010 19,847 140,697
Debt securities in issue 17 70,805 8,669 5,311 10,408 3,798 4,017 8,112 111,137
Repurchase agreements and
cash collateral on securities lent 2,230 119,048 6,362 2,659 2,305 – – 4,352 136,956
Subordinated liabilities – – – – 236 911 4,623 8,016 13,786
Total financial liabilities 233,997 373,590 39,181 33,372 63,015 55,438 74,279 78,739 951,611
Non-financial liabilities – ––––– –17,78617,786
Total liabilities 233,997 373,590 39,181 33,372 63,015 55,438 74,279 96,525 969,397
Cumulative liquidity gap (93,538) (233,391) (239,187) (209,179) (163,026) (121,746) (83,040) 27,390 27,390