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41 Fair value of financial instruments continued
The following table shows the Group’s financial assets and liabilities that are measured at fair value disaggregated by valuation technique and product type.
Financial assets and liabilities measured at fair value by product type
Assets Liabilities
Valuation technique using Valuation technique using
Quoted
market
prices
(Level 1)
£m
Observable
inputs
(Level 2)
£m
Significant
unobservable
inputs
(Level 3)
£m
Quoted
market
prices
(Level 1)
£m
Observable
inputs
(Level 2)
£m
Significant
unobservable
inputs
(Level 3)
£m
As at 31st December 2010
Commercial real estate loans – – 5,424 – – –
Asset backed products – 39,649 4,628 – (6,287) (1,912)
Other credit products – 50,230 1,097 – (42,216) (1,318)
Derivative exposure to Monoline insurers – – 1,449 – – –
Non-asset backed debt instruments 47,108 99,625 2,956 (23,008) (105,481) (2,719)
Equity products 33,054 9,708 1,478 (9,292) (14,342) (1,895)
Private equity – 27 2,844 – – –
Funds and fund-linked products 591 3,674 1,084 – (1,827) –
Foreign exchange products – 29,883 506 – (30,349) (241)
Interest rate products – 305,235 2,407 – (291,420) (1,079)
Commodity products 1,378 28,520 493 (518) (36,191) (629)
Other 383 17,699 4,651 – (5,015) (199)
Total 82,514 584,250 29,017 (32,818) (533,128) (9,992)
As at 31st December 2009
Commercial real estate loans – – 7,170 – – –
Asset backed products – 34,779 5,840 – (6,165) (2,334)
Other credit products 1 47,202 2,020 – (47,904) (2,827)
Derivative exposure to Monoline insurers – – 2,027 – – –
Non-asset backed debt instruments 72,578 66,885 3,127 (35,760) (73,371) (3,202)
Equity products 28,053 11,772 1,536 (8,788) (13,737) (1,922)
Private equity 73 176 1,978 – – –
Funds and fund-linked products 3,856 5,387 1,241 – (2,049) –
Foreign exchange products – 24,885 761 – (25,159) (379)
Interest rate products 176 288,718 2,357 – (275,684) (1,775)
Commodity products 1,414 31,562 748 (76) (37,091) (581)
Other 162 19,275 1,451 (109) (3,636) –
Total 106,313 530,641 30,256 (44,733) (484,796) (13,020)
Barclays PLC Annual Report 2010 www.barclays.com/annualreport10 253
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