|
|
|
2017 |
|
2016 |
||||||||||||
|
|
|
Level 1 |
|
Level 2 |
|
Level 3 |
|
Total |
|
Level 1 |
|
Level 2 |
|
Level 3 |
|
Total |
|
|
|
£bn |
|
£bn |
|
£bn |
|
£bn |
|
£bn |
|
£bn |
|
£bn |
|
£bn |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Liabilities |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Deposits |
|
— |
|
0.8 |
|
— |
|
0.8 |
|
— |
|
15.7 |
|
— |
|
15.7 |
|
Short positions |
|
— |
|
— |
|
— |
|
— |
|
4.6 |
|
— |
|
— |
|
4.6 |
|
Derivatives |
|
— |
|
3.2 |
|
— |
|
3.2 |
|
— |
|
4.6 |
|
— |
|
4.6 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
— |
|
4.0 |
|
— |
|
4.0 |
|
4.6 |
|
20.3 |
|
— |
|
24.9 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Proportion |
|
— |
|
100% |
|
— |
|
100% |
|
18.5% |
|
81.5% |
|
— |
|
100% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|