FirstChoice Wholesale Investments part 2 - Colonial First State

COLONIAL FIRST STATE - FIRSTCHOICE WHOLESALE INVESTMENT FUNDS
9. FINANCIAL RISK MANAGEMENT (continued)
NOTES TO THE FINANCIAL STATEMENTS
FOR THE REPORTING PERIOD ENDED 30 JUNE 2013
(a)
(iii)
Market Risk (continued)
Interest Rate Risk (continued)
Colonial First State Wholesale Diversified Fixed Interest
Floating Fixed Non-interest Total
30/06/2012 interest rate interest rate bearing
$'000 $'000 $'000 $'000
Consolidated
Financial assets
Cash and cash equivalents 101,447 - - 101,447
Receivables - - 15,002 15,002
Financial assets held for trading 4,538 1,793,540 1,211,026 3,009,104
Derivatives 26,671 176 29,245 56,092
Mortgages - - - -
Financial liabilities
Payables - - (35,052) (35,052)
Bank overdraft (762) - - (762)
Loans - - - -
Financial liabilities held for trading
- Derivatives - (2,812) (377) (3,189)
- Short sell - - - -
Minority Interest - - ( 791,374) ( 791,374)
131,894 1,790,904 428,470 2,351,268
Net increase/(decrease) in exposure
from interest rate swaps (notional
principal) 721,500 (721,500) - -
Net exposure 853,394 1,069,404 428,470 2,351,268
Parent
Financial assets
Cash and cash equivalents 56,411 - - 56,411
Receivables - - 190 190
Financial assets held for trading - 180,026 2,107,696 2,287,722
Derivatives 4,904 60 29,245 34,209
Mortgages - - - -
Financial liabilities
Payables - - (23,495) (23,495)
Bank overdraft (762) - - (762)
Loans - - - -
Financial liabilities held for trading
- Derivatives - (2,631) (376) (3,007)
- Short sell - - - -
60,553 177,455 2,113,260 2,351,268
Net increase/(decrease) in exposure
from interest rate swaps (notional
principal) 275,000 (275,000) - -
Net exposure 335,553 (97,545) 2,113,260 2,351,268
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