Barclays 2007 Annual Report Download - page 240

Notes to the accounts
For the year ended 31st December 2007
238 Barclays PLC Annual Report 2007
46 Market risk (continued)
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–––––––1,7542,408
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
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 – – – 8 174,090
Total financial assets 429,500 23,513 30,963 29,919 18,763 14,267 15,022 316,220 18,624 896,791
Other assets ––––––––99,99699,996
Total assets 429,500 23,513 30,963 29,919 18,763 14,267 15,022 316,220 118,620 996,787
Liabilities
Deposits from other banks 72,353 1,377 763 351 – 7 199 – 4,512 79,562
Items in course of collection
due to other banks 20 –––––––2,2012,221
Customer accounts 207,023 3,965 3,963 2,371 506 43 216 – 38,667 256,754
Trading portfolio liabilities –––––––71,874–71,874
Financial liabilities
designated at fair value:
Held on own account 20,186 5,635 3,800 1,538 1,607 1,843 774 – 18,604 53,987
Derivative financial instruments –––––––140,697 – 140,697
Debt securities in issue 92,649 5,624 2,430 4,020 1,630 3,249 1,535 – – 111,137
Repurchase agreements and
cash collateral on securities lent 122,612 6,132 2,348 1,662 – – 2,818 – 1,384 136,956
Subordinated liabilities 3,192 377 21 1,074 783 3,475 4,842 – 22 13,786
Total financial liabilities 518,035 23,110 13,325 11,016 4,526 8,617 10,384 212,571 65,390 866,974
Other liabilities ––––––––102,423 102,423
Total liabilities 518,035 23,110 13,325 11,016 4,526 8,617 10,384 212,571 167,813 969,397
Interest rate repricing gap (88,535) 403 17,638 18,903 14,237 5,650 4,638
Cumulative gap (88,535) (88,132) (70,494) (51,591) (37,354) (31,704) (27,066)
Financial assets designated at fair value held in respect of linked liabilities to customers under investment contracts, and the related liabilities, have been
omitted from the above analysis as the Group is not exposed to the interest rate risk inherent in these assets or liabilities.