CITIC Limited Half-Year Report 2020

115 CITIC Limited Half-Year Report 2020 For the six months ended 30 June 2020 Notes to the Consolidated Financial Statements 29 Financial risk management and fair values (continued) (e) Fair values (continued) (i) Financial instruments carried at fair value (continued) As at 30 June 2020 Level 1 Level 2 Level 3 Total HK$ million HK$ million HK$ million HK$ million Assets Bills receivables at FVOCI – 11,700 – 11,700 Loans and advances to customers and other parties at FVOCI – 410,330 – 410,330 Loans and advances to customers and other parties at FVPL – – 7,713 7,713 Derivative financial assets 15 27,518 69 27,602 Investments in financial assets 132,960 1,003,953 61,764 1,198,677 132,975 1,453,501 69,546 1,656,022 Liabilities Financial liabilities at FVPL (368) (504) (5,988) (6,860) Derivative financial liabilities (169) (29,501) (2) (29,672) (537) (30,005) (5,990) (36,532) As at 31 December 2019 Level 1 Level 2 Level 3 Total HK$ million HK$ million HK$ million HK$ million Assets Bills receivables at FVOCI – 14,415 – 14,415 Loans and advances to customers and other parties at FVOCI – 344,715 – 344,715 Loans and advances to customers and other parties at FVPL – – 7,719 7,719 Derivative financial assets 117 19,111 352 19,580 Investments in financial assets 138,381 895,670 78,681 1,112,732 138,498 1,273,911 86,752 1,499,161 Liabilities Financial liabilities at FVPL (147) (244) (1,045) (1,436) Derivative financial liabilities (263) (20,500) – (20,763) (410) (20,744) (1,045) (22,199)