RBS 2012 Annual Report Download - page 410

408
Notes on the consolidated accounts continued
11 Financial instruments - valuation continued
Level 3 movement table
Amounts
recorded in the Level 3 transfers
Amounts recorded in
the income statement
relating to instruments
held at year end
At
1 January
Income
statement (1) SOCI (2) In Out Issuances PurchasesSettlements Sales
Foreign
exchange
At
31 December
Changes in
fair value Other
2012 £m £m £m £m £m£m £m£m £m £m £m £m £m
Assets
FVTPL (3)
Loans and advances
- banks 444 5 — 28 (1) — — (64) (30) — 382 5 —
- customers 316 3 — 20 (15) — 589 (323) (15) (13) 562 (12) 3
Debt securities 2,243 136 — 619 (81) — 1,118 (188) (1,886) (23) 1,938 (54) 72
Equity shares 573 (26) — 32 (61) — 158 (73) (198) (9) 396 (21) 4
Derivatives 6,732 (2,078) — 425 (495) — 441 (990) (183)(63)3,789 (1,761) 34
FVTPL assets 10,308 (1,960) — 1,124 (653)— 2,306 (1,638) (2,312) (108) 7,067 (1,843)113
AFS
Debt securities 5,697 100 13 391 (472) — 37 (1,004) (1,808) (6) 2,948 (106) 39
Equity shares 395 74 64 74 — — 15 (1) (218) (13)390 55 12
AFS assets 6,092 174 77 465 (472) — 52 (1,005) (2,026) (19) 3,338 (51) 51
16,400 (1,786) 77 1,589 (1,125) — 2,358 (2,643) (4,338) (127) 10,405 (1,894) 164
Of which ABS
- FVTPL (3) 1,304 — 162 576 (32) — 1,050 (188) (1,515) (7) 1,350 (23) 29
- AFS 5,622 (12) 86 317 (457) — 36 (955) (1,778) (4) 2,815 (131) 34
Liabilities
Deposits 22 87 — 50 — — 7 — — 2 168 78 (2)
Debt securities in issue 2,199 158 — 9 (1) 530 — (1,521) — (11) 1,363 169 —
Short positions 291 (269) — — — — 3— (23) — 2 — —
Derivatives 3,811 (375) — 877 (513) 12 161 (636) 24 (44) 3,317 (593)—
Other financial liabilities — — — — — — — — — — — — —
6,323 (399) — 936 (514) 542 171 (2,157) 1 (53) 4,850 (346) (2)
Net (losses)/gains (1,387) 77 (1,548) 166
For the notes to this table refer to page 410.