UTC (UK) Pension Scheme - Annual Report & Chair's Statement

THE UTC COMMON INVESTMENT FUND

NOTES TO THE FINANCIAL STATEMENTS YEAR ENDED 31 DECEMBER 2024

levels as

follows:

2024 Total

(1)

(2)

(3)

Level

Bonds

- -

1,044,127

-

1,044,127

Pooled investment vehicles

298,192 (5,574)

132,359

430,551

Derivatives - net Cash deposits

7

6,844

1,277 2,895 5,097

2,895 5,097

- -

- - -

Other net investment balances

Repurchase agreements

-

(275,746)

(275,746)

Total

7,999

1,060,999

139,203

1,208,201

Analysis for the prior year end is as follows:

2023 Total

Level

(1)

(2)

(3)

Bonds

- -

1,172,762

-

1,172,762

Pooled investment vehicles

335,519

129,154 (3,362)

464,673

Derivatives - net Cash deposits

517 971

5,524

2,679

- -

- - -

971

6,871

6,871

Other net investment balances

-

(312,247)

(312,247)

Repurchase agreements

Total

8,359

1,201,558

125,792

1,335,709

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Investment risks

FRS 102 requires the disclosure of information in relation to certain investment risks as follows:

Credit risk : one party to a financial instrument will cause a financial loss for the other party by failing to discharge an obligation .

Market risk : comprises the following three types of risk:

Interest rate risk: The risk that the fair value or future cashflows of a financial asset will fluctuate because of changes in market interest rates Currency risk: The risk that the fair value or future cashflows of a financial asset will fluctuate because of changes in foreign exchange rates Other price risk: The risk that the fair value or future cashflows of a financial asset will fluctuate because of changes in market prices (other than those due to interest rates and currency).

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