XML 523 R119.htm IDEA: XBRL DOCUMENT v3.20.4
Financial Instruments - classification - Offsetable assets and liabilities (Details)
£ in Millions
Dec. 31, 2020
$ / shares
Dec. 31, 2020
GBP (£)
Dec. 31, 2019
GBP (£)
Instruments which can be offset      
IFRS offset   £ 733 £ 811
Potential for offset not recognised by IFRS      
Financial Assets   799,491 723,039
Non-cumulative preference shares of US$0.01      
Potential for offset not recognised by IFRS      
Par value per share | $ / shares $ 0.01    
Derivatives      
Instruments which can be offset      
Gross   4,811 4,454
IFRS offset   733 811
Balance sheet   5,544 5,265
Potential for offset not recognised by IFRS      
Cash collateral   (4,574) (1,389)
Other financial collateral   (132) (3,016)
Net amount after the effect of netting arrangements and related collateral   838 860
Instruments outside netting arrangements   274 (2,115)
Balance sheet total   5,818 3,150
Trading reverse repos/repos      
Instruments which can be offset      
Gross   1,705 (2,124)
Balance sheet   1,705 (2,124)
Potential for offset not recognised by IFRS      
Other financial collateral   (1,633) 2,485
Net amount after the effect of netting arrangements and related collateral   72 361
Instruments outside netting arrangements   (1,337) (1,666)
Balance sheet total   368 (3,790)
Non trading reverse repos / repos      
Instruments which can be offset      
Gross   13,527 6,452
Balance sheet   13,527 6,452
Potential for offset not recognised by IFRS      
Other financial collateral   (13,527) (6,452)
Balance sheet total   13,527 6,452
Currency swaps | GBP LIBOR      
Potential for offset not recognised by IFRS      
Financial Assets   5,200  
Currency swaps | GBP LIBOR | USD      
Potential for offset not recognised by IFRS      
Financial Assets   2,000  
Currency swaps | GBP LIBOR | Euro      
Potential for offset not recognised by IFRS      
Financial Assets   2,900  
Currency swaps | GBP LIBOR | Other CCY      
Potential for offset not recognised by IFRS      
Financial Assets   300  
Currency swaps | USD IBOR      
Potential for offset not recognised by IFRS      
Financial Assets   98,500  
Currency swaps | USD IBOR | GBP      
Potential for offset not recognised by IFRS      
Financial Assets   231,700  
Currency swaps | USD IBOR | Euro      
Potential for offset not recognised by IFRS      
Financial Assets   85,800  
Currency swaps | USD IBOR | Other CCY      
Potential for offset not recognised by IFRS      
Financial Assets   47,400  
Currency swaps | EUR IBOR      
Potential for offset not recognised by IFRS      
Financial Assets   5,100  
Currency swaps | EUR IBOR | GBP      
Potential for offset not recognised by IFRS      
Financial Assets   2,300  
Currency swaps | EUR IBOR | USD      
Potential for offset not recognised by IFRS      
Financial Assets   1,800  
Currency swaps | EUR IBOR | Other CCY      
Potential for offset not recognised by IFRS      
Financial Assets   1,000  
Currency swaps | Other IBOR      
Potential for offset not recognised by IFRS      
Financial Assets   2,200  
Currency swaps | Other IBOR | USD      
Potential for offset not recognised by IFRS      
Financial Assets   1,200  
Currency swaps | Other IBOR | Euro      
Potential for offset not recognised by IFRS      
Financial Assets   700  
Currency swaps | Other IBOR | Other CCY      
Potential for offset not recognised by IFRS      
Financial Assets   300  
Basis swaps | GBP LIBOR      
Potential for offset not recognised by IFRS      
Financial Assets   97,000  
Basis swaps | USD IBOR      
Potential for offset not recognised by IFRS      
Financial Assets   81,000  
Basis swaps | EUR IBOR      
Potential for offset not recognised by IFRS      
Financial Assets   49,000  
Basis swaps | Other IBOR      
Potential for offset not recognised by IFRS      
Financial Assets   10,000  
Derivatives      
Instruments which can be offset      
Gross   171,614 154,396
IFRS offset   (11,540) (11,724)
Balance sheet   160,074 142,672
Potential for offset not recognised by IFRS      
Effect of master netting agreement and similar agreements   (137,086) (122,697)
Cash collateral   (15,034) (17,296)
Other financial collateral   (4,921) (1,276)
Net amount after the effect of netting arrangements and related collateral   3,033 1,403
Instruments outside netting arrangements   631 4,207
Balance sheet total   160,705 146,879
Trading repos      
Instruments which can be offset      
Gross   42,203 54,131
IFRS offset   (24,867) (28,720)
Balance sheet   17,336 25,411
Potential for offset not recognised by IFRS      
Effect of master netting agreement and similar agreements   (929) (562)
Other financial collateral   (16,407) (24,849)
Instruments outside netting arrangements   1,700 2,474
Balance sheet total   19,036 27,885
Non trading repos      
Instruments which can be offset      
Gross   22,590 14,889
IFRS offset   (10,953) (10,527)
Balance sheet   11,637 4,362
Potential for offset not recognised by IFRS      
Other financial collateral   (11,637) (4,362)
Balance sheet total   11,637 4,362
Derivatives      
Instruments which can be offset      
Gross   176,425 158,850
IFRS offset   (10,807) (10,913)
Balance sheet   165,618 147,937
Potential for offset not recognised by IFRS      
Effect of master netting agreement and similar agreements   (137,086) (122,697)
Cash collateral   (19,608) (18,685)
Other financial collateral   (5,053) (4,292)
Net amount after the effect of netting arrangements and related collateral   3,871 2,263
Instruments outside netting arrangements   905 2,092
Balance sheet total   166,523 150,029
Potential for offset not recognised by IFRS      
Financial Assets   166,523 150,029
Trading reverse repos      
Instruments which can be offset      
Gross   43,908 52,007
IFRS offset   (24,867) (28,720)
Balance sheet   19,041 23,287
Potential for offset not recognised by IFRS      
Effect of master netting agreement and similar agreements   (929) (562)
Other financial collateral   (18,040) (22,364)
Net amount after the effect of netting arrangements and related collateral   72 361
Instruments outside netting arrangements     808
Balance sheet total     24,095
Potential for offset not recognised by IFRS      
Instruments outside netting arrangements   363  
Balance sheet total   19,404  
Non trading reverse repos      
Instruments which can be offset      
Gross   36,117 21,341
IFRS offset   (10,953) (10,527)
Balance sheet   25,164 10,814
Potential for offset not recognised by IFRS      
Other financial collateral   (25,164) (10,814)
Balance sheet total   £ 25,164 £ 10,814