RBS 2011 Annual Report Download - page 361
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RBS Group 2011 359
Level 3 movement table
Amounts
recorded in the Level 3 transfers
At
1January
Income
statement (3) SOCI (1)
In Out Issuances Purchases Settlements Sales
Foreign
exchange
At 31
December
Amounts recorded in
the income statement
relating to instruments
held at year end
2011 £m £m £m £m £m £m £m £m £m £m £m £m
Assets
FVTPL (2)
Loans and advances 843 (15) — 145 — — 701 (856) (64) 6 760 (11)
Debt securities 3,784 (177) — 164 (380) — 1,014 (149) (2,026) 13 2,243 (61)
Equity shares 716 (46) — 143 (33) — 56 (96) (162) (5) 573 (43)
Derivatives 5,737 (511) — 3,042 (1,441) 3 681 (688) (146) 55 6,732 (522)
FVTPL assets 11,080 (749) — 3,494 (1,854) 3 2,452 (1,789) (2,398) 69 10,308 (637)
AFS
Debt securities 4,379 2 3 2,097 (21) — 98 (817) (47) 3 5,697 2
Equity shares 279 2 59 82 — — 7 (1) (29) (4) 395 (4)
AFS assets 4,658 4 62 2,179 (21) — 105 (818) (76) (1) 6,092 (2)
15,738 (745) 62 5,673 (1,875) 3 2,557 (2,607) (2,474) 68 16,400 (639)
Liabilities
Deposits 84 (35) — — (24) — — (4) — 1 22 (25)
Debt securities in issue 2,203 (201) — 948 (520) 688 — (886) — (33) 2,199 (50)
Short positions 776 (71) — 58 (3) 20 14 (2) (504) 3 291 (207)
Derivatives 1,740 279 — 1,822 (240) 4 534 (197) (169) 38 3,811 325
Other financial
liabilities 1 — — — (1) — — — — — — —
4,804 (28) — 2,828 (788) 712 548 (1,089) (673) 9 6,323 43
Net (losses)/gains (717) 62 (682)
For notes to this table refer to page 360.