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2004  Annual Report  
 
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Additional information
Interest rate risk analysis

for the year ended 31 December

 
 

 

   
 
 
Trading, 
   
Interest-rate-sensitive
  
foreign 
 
 
3 
and 
 
months 
6 
non- 
 
< 3 
< 6
months 
1 year 
> 5 
rate- 
Rm
months 
months 
< 1 year 
< 5 years
years
sensitive 
Total 
2004
Cash and short-term funds
1 439 
8 611 
10 050 
Other short-term securities
4 365 
833 
10 
4 
11 098 
16 310 
Government and other securities
795 
12 543 
1 024 
11 862 
26 224 
Derivative instruments
27 560 
27 560 
Advances
 183 630 
(807)
3 342 
19 032 
8 329 
7 602 
221 128 
Sundry debtors
 7 881 
7 881 
Deferred taxation assets
1 172 
1 172 
Current taxation prepaid
196 
196 
Investments in associate
companies and joint ventures
1 043 
1 043 
Other investments
3 456 
3 456 
Insurance assets
3 109 
3 109 
Property and equipment
2 740 
2 740 
Computer software and
 
capitalised development costs
1 419 
1 419 
Goodwill
3 441 
3 441 
Customers’ indebtedness
for acceptances
1 509 
1 509 
Total assets
190 229 
26 
3 352 
31 579 
9 353 
92 699 
327 238 
Total shareholders’ equity and minority
shareholders’ equity
21 586 
21 586 
Derivative instruments
28 055 
28 055 
Deposits, current accounts
and other liabilities
178 446 
13 066 
12 337 
8 587 
510 
41 353 
254 299 
Sundry creditors
10 054 
10 054 
Deferred taxation liabilities
1 125 
1 125 
Current taxation liabilities
193 
193 
Insurance funds
3 109 
3 109 
Long-term debt instruments
60 
6 515 
733 
7 308 
Liabilities under acceptances
 
 
 
 
 
1 509 
1 509 
Total shareholders’
equity and liabilities
178 446 
13 066 
12 397 
15 102 
510 
107 717 
327 238 
Derivatives**
(15 229)
15 209 
15 698 
(9 408)
(6 270)
 
 
Interest rate sensitivity gap
(3 446)
2 169 
6 653 
7 069 
2 573 
(15 018)
 
Cumulative gap
(3 446)
(1 277)
5 376 
12 445 
15 018 
 
 
* Restated as per note 3.
** Notional values of interest rate risk management derivatives.
               
 
Trading, 
   
Interest-rate-sensitive
  
foreign 
 
 
3 
and 
 
months 
6 
non- 
 
< 3 
< 6
months 
1 year 
> 5 
rate- 
Rm
months 
months 
< 1 year 
< 5 years
years
sensitive 
Total 
2003*
Cash and short-term funds
12 227 
12 227 
Other short-term securities
4 170 
1 592 
570 
322 
328 
3 628 
10 610 
Government and other securities
4 381 
132 
286 
12 242 
2 478 
1 814 
21 333 
Derivative instruments
28 496 
28 496 
Advances
176 581 
2 088 
3 096 
18 469 
8 529 
1 333 
210 096 
Sundry debtors
7 463 
7 463 
Deferred taxation assets
3 074 
3 074 
Current taxation prepaid
256 
256 
Investments in associate
companies and joint ventures
1 627 
1 627 
Other investments
3 788 
3 788 
Insurance assets
5 152 
5 152 
Property and equipment
2 684 
2 684 
Computer software and
capitalised development costs
1 710 
1 710 
Goodwill
3 762 
3 762 
Customers’ indebtedness
for acceptances
835 
835 
Total assets
185 132 
3 812 
3 952 
31 033 
11 335 
77 849 
313 113 
Total shareholders’ equity and
minority shareholders’ equity
15 101 
15 101 
Derivative instruments
28 206 
28 206 
Deposits, current accounts
and other liabilities
189 289 
14 313 
8 389 
8 943 
1 917 
15 553 
238 404 
Sundry creditors
12 454 
12 454 
Deferred taxation liabilities
2 731 
2 731 
Current taxation liabilities
144 
144 
Insurance funds
5 152 
5 152 
Long-term debt instruments
3 002 
2 481 
4 036 
567 
10 086 
Liabilities under acceptances
  
  
  
  
  
835 
835 
Total shareholders’ equity
and liabilities
192 291 
14 313 
8 389 
11 424 
5 953 
80 743 
 313 113 
Derivatives**
16 175 
 (398)
(257)
(7 983)
(7 536)
  
  
Interest rate sensitivity gap
9 016 
(10 899)
(4 694)
11 626 
2 154 
(7 203)
  
Cumulative gap
9 016 
(1 883)
(6 577)
5 049 
7 203