Duke Energy 2011 Annual Report Download - page 187

PART II
DUKE ENERGY CORPORATION •DUKE ENERGY CAROLINAS, LLC •DUKE ENERGY OHIO, INC. •DUKE ENERGY INDIANA, INC.
Combined Notes to Consolidated Financial Statements – (Continued)
Duke Energy
The following tables provide the fair value measurement amounts for assets and liabilities recorded on Duke Energy’s Consolidated Balance
Sheets at fair value at December 31, 2011 and 2010. Derivative amounts in the table below exclude cash collateral amounts which are
disclosed in Note 14.
(in millions)
Total Fair
Value
Amounts at
December 31,
2011 Level 1 Level 2 Level 3
Description
Investments in available-for-sale auction rate securities(a) $71$ —$— $71
Nuclear decommissioning trust fund equity securities 1,337 1,285 46 6
Nuclear decommissioning trust fund debt securities 723 109 567 47
Other long-term trading and available-for-sale equity securities(b) 68 61 7 —
Other trading and available-for-sale debt securities(c) 382 22 360 —
Derivative assets(b) 74 43 6 25
Total Assets $2,655 $1,520 $ 986 $149
Derivative liabilities(d) (264) (36) (164) (64)
Net Assets $2,391 $1,484 $ 822 $ 85
(a) Included in Other within Investments and Other Assets on the Consolidated Balance Sheets.
(b) Included in Other within Current Assets and Other within Investments and Other Assets on the Consolidated Balance Sheets.
(c) Included in Other within Investments and Other Assets and Short-term Investments on the Consolidated Balance Sheets.
(d) Included in Other within Current Liabilities and Other within Deferred Credits and Other Liabilities on the Consolidated Balance Sheets.
(in millions)
Total Fair
Value
Amounts at
December 31,
2010 Level1 Level2 Level3
Description
Investments in available-for-sale auction rate securities(a) $ 118 $ — $ — $ 118
Nuclear decommissioning trust fund equity securities 1,365 1,313 46 6
Nuclear decommissioning trust fund debt securities 649 35 573 41
Other long-term trading and available-for-sale equity securities(a) 164 157 7 —
Other long-term trading and available-for-sale debt securities(a) 221 10 211 —
Derivative assets(b) 186 21 81 84
Total Assets $2,703 $1,536 $918 $ 249
Derivative liabilities(c) (132) (8) (21) (103)
Net Assets $2,571 $1,528 $897 $ 146
(a) Included in Other within Investments and Other Assets on the Consolidated Balance Sheets.
(b) Included in Other within Current Assets and Other within Investments and Other Assets on the Consolidated Balance Sheets.
(c) Included in Other within Current Liabilities and Other within Deferred Credits and Other Liabilities on the Consolidated Balance Sheets.
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