Notes to the financial statements for the year ended 31 December 2015
37
8. Cash and cash equivalents
The Petroleum Fund invests surplus cash in overnight markets with banks or through reverse repurchase agreements. For the purposes of the statement of cash flows, cash and cash equivalents comprise the following balances with original maturity of less than 90 days:
As at 31122015
As at 31122014
USD USD
Cash at bank 89,876,810
64,542,141 Overnight reverse repurchase agreements
45,300,000 2,300,000
135,176,810 66,842,141
The cash at bank includes the balance at the Federal Reserve Bank of New York, in the earmarked receipts account held by the BCTL in accordance with Article 5.2 of the Petroleum Fund Law.
9. Financial assets valued through profit or loss
Transactions in financial assets, which arise either from the investment of new funds or the periodic rebalancing of the investment portfolio, are summarized as follows:
As at 31122015
As at 31122014
USD USD
Financial assets at fair value through profit or loss Opening fair value
16,466,483,685 14,904,678,996
Purchases at cost 12,746,142,226
16,254,196,325 Proceeds from sales
12,822,234,541 14,893,635,166
Net lossesgains on financial assets at fair value through profit and loss 21,060,960
627,313,626 Net foreign exchange losses
302,027,185 425,542,866
Net gainslosses through interest income 8,999,229
527,230
Closing fair value 16,076,302,454
16,466,483,685
Notes to the financial statements for the year ended 31 December 2015
38
9. Financial assets valued through profit or loss continued
A summary of securities is as follows:
As at 31122015 USD
As at 31122014 USD
Designated as at fair value through profit or loss Fair Value
of net assets Fair Value
of net assets Fixed interest securities
United States treasury bill 19,962,597
- -
- European treasury bill
- -
11,190,953 -
United States treasury notes 8,049,248,771
50 8,311,880,935
50 Australian government bonds
177,167,232 1
163,501,748 1
Japanese government bonds 154,358,289
1 147,261,709
1 United Kingdom government bonds
155,324,504 1
193,285,097 1
European government bonds 487,196,026
3 443,574,441
3 Other government bonds
608,651,281 4
616,124,795 4
Total fixed interest securities 9,651,908,700
60 9,886,819,678
60 Equity securities
United States equities 3,784,991,393
23 3,856,201,783
23 Australian equities
162,983,537 1
176,209,987 1
Japanese equities 579,451,558
4 531,978,919
3 United Kingdom equities
485,484,977 3
532,166,374 3
European equities 734,478,624
5 740,570,166
5 Equities from other countries
676,772,309 4
742,812,061 5
Total equity securities 6,424,162,398
40 6,579,939,290
40 Held for trading
Derivatives
Foreign currency forwards 231,356
- 293,358
- Equity options
- -
18,075 -
231,356 -
275,283 -
Total securities 16,076,302,454
16,466,483,685
In the table above, European equities represents all equities denoted in Euros. The following table provides an analysis of financial instruments that are measured subsequent to initial recognition at fair value, grouped
into Levels 1 to 3 based on the degree to which the fair value is observable. Level 1 fair value measurements are those derived from quoted prices unadjusted in active markets for identical assets or liabilities. The
Petroleum Fund does not adjust the quoted prices for these instruments. Level 2 fair value measurements are those derived from inputs other than quoted prices included within Level 1 that are observable for the
asset or liability, either directly i.e. as prices or indirectly i.e. derived from prices. As level 2 investments include positions that are not traded in active markets andor subject to transfer restrictions, valuations may be adjusted to reflect illiquidity andor non-transferability
which are generally based on available market information. Level 3 fair value measurements are those derived from valuation techniques that include inputs for the asset or liability that are not based
on observable market data unobservable inputs.
As at 31122015 USD
Financial assets Level 1
Level 2 Level 3
Total
Financial Instruments designated at fair value through profit or loss
Derivatives -
231,356 -
231,356 Equity securities
6,424,162,398 -
- 6,424,162,398
Fixed interest securities 9,651,908,700
- -
9,651,908,700
Total 16,076,071,098
231,356 - 16,076,302,454