Barclays 2011 Annual Report Download - page 230

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Notes to the financial statements
20 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
Valuation technique using
Liabilities
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 31 December 2011
Commercial real estate loans – – 2,452 – – –
Asset backed products 30 29,995 5,752 – (5,595) (1,020)
Other credit products – 55,347 4,386 – (57,608) (3,765)
Derivative exposure to monoline insurers – – 1,129 – – –
Non-asset backed debt instruments 66,622 84,296 4,213 (15,788) (77,966) (2,086)
Equity products 30,141 7,810 1,079 (12,589) (11,724) (1,531)
Private equity – 39 2,827 – – –
Funds and fund-linked products 968 3,169 1,290 – (1,017) –
Foreign exchange products – 34,658 457 – (33,536) (187)
Interest rate products – 405,635 2,433 – (399,254) (2,090)
Commodity products 857 26,551 773 (4) (33,120) (991)
Other 498 17,948 5,232 (76) (1,794) (53)
Total 99,116 665,448 32,023 (28,457) (621,614) (11,723)
As at 31 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)
For the year ended 31 December 2011 continued
228 Barclays PLC Annual Report 2011 www.barclays.com/annualreport