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 Global Credit Income
Floating Fixed Non-interest Total
30/06/2012 interest rate interest rate bearing
$'000 $'000 $'000 $'000
Consolidated
Financial assets
Cash and cash equivalents 124,256 - - 124,256
Receivables - - 49,981 49,981
Financial assets held for trading 164,875 3,892,687 854 4,058,416
Derivatives 110,726 140,059 10,329 261,114
Mortgages - - - -
Financial liabilities
Payables - - (73,448) (73,448)
Bank overdraft (208) - - (208)
Loans - - - -
Financial liabilities held for trading
- Derivatives (21,119) (218,344) (8,862) (248,325)
- Short sell - - - -
Minority Interest - - - -
Net exposure 378,530 3,814,402 (21,146) 4,171,786
Net increase/(decrease) in exposure
from interest rate swaps (notional
principal) 1,122,068 (1,122,068) - -
Net exposure 1,500,598 2,692,334 (21,146) 4,171,786
Parent
Financial assets
Cash and cash equivalents 104,798 - - 104,798
Receivables - - 49,902 49,902
Financial assets held for trading 164,875 3,648,643 279,210 4,092,728
Derivatives 90,765 140,051 9,899 240,715
Mortgages - - - -
Financial liabilities
Payables - - (73,288) (73,288)
Bank overdraft - - - -
Loans - - - -
Financial liabilities held for trading
- Derivatives (19,610) (214,596) (8,863) (243,069)
- Short sell - - - -
Net exposure 340,828 3,574,098 256,860 4,171,786
Net increase/(decrease) in exposure
from interest rate swaps (notional
principal) 1,099,142 (1,099,142) - -
Net exposure 1,439,970 2,474,956 256,860 4,171,786
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