Barclays 2006 Annual Report Download - page 241

Barclays PLC
Annual Report 2006 237
Financial statements
3
53 Interest rate risk
The Group’s objectives and policies in managing the interest rate risks that arise in connection with the use of financial instruments are set out in
Note 52 under the headings ‘Market risk Management’ and ‘Asset and Liability Market Risk’. The table below summarises the repricing profiles of the
Group’s financial instruments and other assets and liabilities as at 31st December 2006. Items are allocated to time periods by reference to the earlier
of the next contractual interest rate repricing date and the maturity date.
As at 31st December 2006
Over Over Over
three six Over three Over
Not months months one year years five years
more but not but not but not but not but not Trading
than more more more more more Over portfolio Non-
three than six than one than three than five than ten ten and interest
months months year years years years years derivatives bearing Total
£m £m £m £m £m £m £m £m £m £m
Assets
Cash and balances
at central banks 7,012–––––––3337,345
Items in course of
collection from other banks 654–––––––1,754 2,408
Trading portfolio assets –––––––177,867 – 177,867
Financial assets designated
at fair value:
– held on own account 17,831 834 387 1,121 2,544 1,131 6,231 – 1,720 31,799
– held in respect of linked
liabilities to customers
under investment
contracts 5,351 369 740 860 1,196 2,912 12,946 – 58,424 82,798
Derivative financial
instruments –––––––138,353 – 138,353
Loans and advances
to banks 25,012 483 233 211 69 36 1 – 4,881 30,926
Loans and advances
to customers 195,500 15,048 14,225 24,850 9,485 6,399 7,699 – 9,094 282,300
Available for sale financial
instruments 25,899 2,427 7,780 3,737 3,234 6,701 1,091 – 834 51,703
Reverse repurchase
agreements and cash
collateral on securities
borrowed 157,592 4,721 8,338 – 3,431–––8174,090
Total financial assets 434,851 23,882 31,703 30,779 19,959 17,179 27,968 316,220 77,048 979,589
Non-financial assets ––––––––17,19817,198
Total assets 434,851 23,882 31,703 30,779 19,959 17,179 27,968 316,220 94,246 996,787
Not more than three months includes instruments at floating interest rates.