Barclays 2012 Annual Report Download - page 263

The strategic report Governance Risk review Financial review Financial statements Risk management Shareholder information
18 Fair value of financial instruments continued
The following table shows the Group’s financial assets and liabilities that are held at fair value disaggregated by valuation technique and
product type.
Financial assets and liabilities held 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 2012
Commercial real estate loans – 1 1,798 (1) – –
Asset backed products 17 28,755 4,175 (2) (3,654) (539)
Other credit products – 25,582 1,792 – (28,266) (1,178)
Derivative exposure to monoline insurers – – 592 – – –
Non-asset backed debt instruments 66,034 94,471 3,845 (13,207) (75,787) (1,687)
Equity products 29,781 7,448 1,242 (9,862) (10,902) (1,688)
Private equity 8 26 1,675 – – –
Funds and fund-linked products 1,124 2,625 864 (3) (994) –
Foreign exchange products – 29,260 216 – (30,000) (246)
Interest rate products – 385,977 1,275 – (377,965) (1,117)
Commodity products 693 20,720 665 (5) (25,904) (582)
Other 172 20,192 4,321 (39) (1,812) (102)
Total 97,829 615,057 22,460 (23,119) (555,284) (7,139)
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)
barclays.com/annualreport Barclays PLC Annual Report 2012 I 261