Barclays 2013 Annual Report Download - page 310

Note 18: Fair value of assets and liabilities continued
Analysis of movements in level 3 assets and liabilities continued
As at
1 January
2013
£m
Total gains and losses in
the period recognised in
the income statement Total gains
or losses
recognised
in OCI
£m
Transfers As at 31
December
2013
£m
Purchases
£m
Sales
£m
Issues
£m
Settlements
£m
Trading
income
£m
Other
income
£m
In
£m
Out
£m
Trading portfolio liabilities (2) (1) – – – 1 – – – 2 –
Certificates of deposit,
commercial paper and
other money market
instruments (760) – – – 7 204 93 – – 47 (409)
Issued debt (1,439) – 9 (67) 319 60 6 – (205) 153 (1,164)
Other (156) (2) 1 – (2) (3) 3 – – 92 (67)
Financial liabilities
designated at fair value (2,355) (2) 10 (67) 324 261 102 – (205) 292 (1,640)
Interest rate derivatives 149 (26) (1) – 31 262 2 – (26) (406) (15)
Credit derivatives 1,776 95 (66) (2) 54 (488) (81) – (74) 206 1,420
Equity derivatives (608) 301 (1) (394) (48) 151 2 – (85) 81 (601)
Commodity derivatives 117 (57) – (44) 42 66 1 – (146) (120) (141)
Foreign exchange
derivatives (40) – – – 145 (44) 1 – (10) (21) 31
Other (164) – – – – – – – – 164 –
Net derivative financial
instrumentsa1,230 313 (68) (440) 224 (53) (75) – (341) (96) 694
Total 18,039 6,327 (10,101) (390) (1,318) (192) 26 32 15,138 (606) 26,955
Analysis of movements in level 3 assets and liabilities
As at
1 January
2013
£m
Effects
of the
adoption
of IFRS 10
£m
Total gains and losses in
the period recognised in
the income statement Total gains
or losses
recognised
in OCI
£m
Transfers As at 31
December
2012
£m
Purchases
£m
Sales
£m
Issues
£m
Settlements
£m
Trading
income
£m
Other
income
£m
In
£m
Out
£m
Trading
portfolio assets 9,204 1,093 3,443 (4,445) – (986) 476 (7) – 242 (506) 8,514
Financial assets
designated at
fair value 8,679 143 2,972 (3,837) – (915) (236) (5) – 167 (882) 6,086
Available for
sale investments 2,873 – 50 (226) – (57) (17) – (19) 461 (185) 2,880
Investment
property 2,925 – 70 (1,289) – – 35 (55) – – 1,686
Trading portfolio
liabilities (6) – (1) 1 – 1 – – – – 3 (2)
Financial
liabilities
designated at
fair value (3,136) (136) (8) 29 (289) 450 87 52 – (295) 891 (2,355)
Net derivative
financial
instrumentsa2,686 (9) 434 (138) (354) 5 (1,438) (109) – (189) 342 1,230
Total 23,225 1,091 6,960 (9,905) (643) (1,502) (1,093) (124) (19) 386 (337) 18,039
Notes
a The derivative financial instruments are represented on a net basis. On a gross basis derivative financial assets as at 31 December 2013 totalled £5,013m (2012: £6,217m) and
derivative financial liabilities totalled £4,319m (2012: £4,987m).
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308 Barclays PLC Annual Report 2013
Notes to the financial statements
For the year ended 31 December 2013 continued