As at 20 February 2011 Amounts in $000


Debt securities Equities


Absolute return funds UCITS


Forward currency contracts Cash balances


Amounts due from Members


Reinsurers’ share of outstanding claims Accrued interest Sundry debtors


Gross outstanding claims Other liabilities


As at 20 February 2010 Amounts in $000


Debt securities Equities


Absolute return funds UCITS


Forward currency contracts Cash balances


Amounts due from Members


Reinsurers’ share of outstanding claims Accrued interest Sundry debtors


Gross outstanding claims Other liabilities


Sensitivity analysis


A 5 per cent strengthening of the following currencies against the US Dollar would be estimated to have (decreased)/ increased the surplus before tax and reserves at the year end by the following amounts:


Amounts in $000


As at 20 February 2011 Sterling Euro


As at 20 February 2010 Sterling Euro


Effect on surplus after tax and reserves


3,528 2,171


2,061 (151)


A 5 per cent weakening of those currencies against the US Dollar would be estimated to have the equal and opposite effect.


US Dollar Sterling


417,324 160,768 89,622


198,257 -


38,365 77,832


296,269 2,714


15,003


Euro


61,120 120,601 38,773 -


17,160 -


15,024 5,242 1,773 (1) -


938 (3,848)


(5,310) 62,179


22,133 (371)


1,626 1,523 -


1,343 403


(1,602)


Other


Total


25,762 624,807 - 216,701 -


4,871


2,425 (58)


82 1,901


89,622


- 235,414 -


44,189 79,296


- 296,269 5,077


13,459


(706,480) (51,532) (163,137) (183,863) (105,012) (19,872) 569,802


(54) (26,838) (321) (153,805) 477,855 US Dollar Sterling


369,769 123,584 93,011


219,622 (268)


19,061


136,855 333,300 2,326


20,556


49,397 29,410 -


16,585 899


1,309


(8) -


880 (3,845) (510) Euro


69,499 15,461 -


23,439 1,018 2,062 1,847 -


1,120 409


(1,529) Other Total


24,938 513,603 - 168,455 -


93,011


- 259,646 -


7,635 40 1,649 30,067


241 138,935 - 333,300 4,366


1,991 19,111


(723,102) (52,744) (166,975) (188,189) (1,131,010) (19,707) 575,007


(42) (21,788) 41,373 (53,649) (153,386) 409,345


Page 1  |  Page 2  |  Page 3  |  Page 4  |  Page 5  |  Page 6  |  Page 7  |  Page 8  |  Page 9  |  Page 10  |  Page 11  |  Page 12  |  Page 13  |  Page 14  |  Page 15  |  Page 16  |  Page 17  |  Page 18  |  Page 19  |  Page 20  |  Page 21  |  Page 22  |  Page 23  |  Page 24  |  Page 25  |  Page 26  |  Page 27  |  Page 28  |  Page 29  |  Page 30  |  Page 31  |  Page 32  |  Page 33  |  Page 34  |  Page 35  |  Page 36  |  Page 37  |  Page 38  |  Page 39  |  Page 40  |  Page 41  |  Page 42  |  Page 43  |  Page 44  |  Page 45  |  Page 46  |  Page 47  |  Page 48  |  Page 49  |  Page 50  |  Page 51  |  Page 52  |  Page 53