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Financial instruments (Tables) | 6 Months Ended
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Dec. 31, 2020
Financial instruments |
Schedule of financial instruments classified into the hierarchical levels in line with IFRS 13 |
|  | Half year | Full year |  |
|  | 31 Dec 20 | 30 Jun 20 |  |
| IFRS 13 fair value | Carrying value | Fair value | Carrying value | Fair value |  |
Instrument | hierarchy | Rm | Rm | Rm | Rm | Valuation method | Significant inputs
Listed long-term debt | Level 1 | 50 373 | 52 710 | 56 760 | 50 701 | Fair value | Quoted market price for the same or similar instruments
Derivative financial assets and liabilities¹ | Level 2 | 2 237 | 2 237 | 7 078 | 7 078 | Forward rate interpolator model, discounted expected cash flows, numerical approximation, as appropriate | Foreign exchange rates, market commodity prices, US dollar swap curve, as appropriate
Derivative financial liabilities² | Level 3 | 668 | 668 | 2 168 | 2 168 | Forward rate interpolator model, discounted expected cash flows, numerical approximation, as appropriate | US PPI and US labour index forecast, US dollar and Rand treasury curves, Rand zero swap discount rate
1 | Includes derivative financial assets of R1,2 billion (2020: R0,6 billion) and derivative financial liabilities of R3,4 billion (2020: R7,7 billion). Refer to foot note 3 on page 1
2 | Relates to the embedded derivative contained in the Oxygen Train 17 service contract with Air Liquide. Refer to foot note 3 on page 1

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