HSBC 2002 Annual Report Download - page 217

215
Carryin
g
value
Gross
unrealise
d
gains
Gross
unrealise
d
losses Market valuation
US$m US$m US$m US$m
31 December 2001
US Treasury and Government agencies............ 2,303 1 – 2,304
UK Government................................................ 3,013 6 – 3,019
Hong Kong SAR Government .......................... 2,181 2 – 2,183
Other governments............................................ 4,907 7 (3) 4,911
Corporate debt and other securities................... 498 – – 498
12,902 16 (3) 12,915
Carryin
g
value
Gross
unrealise
d
gains
Gross
unrealise
d
losses Market valuation
US$m US$m US$m US$m
31 December 2000
US Treasury and Government agencies............ 2,165 1 – 2,166
UK Government................................................ 2,716 – (15) 2,701
Hong Kong SAR Government .......................... 2,007 – – 2,007
Other governments............................................ 7,416 13 (6) 7,423
Corporate debt and other securities................... 1,558 – (24) 1,534
15,862 14 (45) 15,831
The amounts shown under “other governments” in the above table include securities with a book value of US$1,122
million (2001: US$1,793 million) and a market value of US$1,122 million (2001: US$1,792 million) issued by the
government of Japan.
The maturities of available-for-sale treasury bills and other eligible bills at 31 December 2002 are analysed as
follows:
Carryin
g
value
M
arke
t
valuation
US$m US$m
1 year or less .............................................................................................................. 12,344 12,294
5 years or less but over 1 year.................................................................................... 510 569
10 years or less but over 5 years ................................................................................ 48 51
12,902 12,914
The following table provides an analysis of contractual maturities and weighted average yields of available-for-sale
treasury bills and other eligible bills as at 31 December 2002.
Within one year After one but within five years After five but within ten years
Amount Yiel
d
Amoun
t
Yiel
d
Amoun
t
Yiel
d
US$m % US$m % US$m %
US Treasury and Government agencies............... 2,866 1.3 11 6.1 11 6.2
UK Government................................................... 529 4.0 211 5.2
–
–
Hong Kong SAR Government ............................. 2,898 1.6
–
–
–
–
Other governments............................................... 5,023 2.9 284 7.4 37 5.4
Corporate debt and other securities...................... 1,028 3.5 4
–
–
–
12,344 510 48