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Notes to the consolidated financial statements

22. Financial assets and liabilities held for trading

Download note 22 in XLS

 Financial assets held for trading Balance as at
31 December 2014		 Balance as at
31 December 2013
  PLN ‘000 PLN ‘000
Derivative instruments 1,336 1,369
Total 1,336 1,369

 

 Financial liabilities held for trading Balance as at
31 December 2014		 Balance as at
31 December 2013
  PLN ‘000 PLN ‘000
Derivative instruments 94 17
Total 94 17

 

Derivatives by type  Balance as at
31 December 2014		 Balance as at
31 December 2013
  Assets Liabilities Assets Liabilities
  PLN ‘000 PLN ‘000 PLN ‘000 PLN ‘000
Currency swap 0 9 0 0
FRA 0 85 0 0
IRS 1,336 0 1,369 0
OIS 0 0 0 17
Total 1,336 94 1,369 17

 

The face value of instruments with the time to maturity as at 31 December 2014

  Up to 1 month From 1 to 3 months From 3 months to 1 year From 1 to 5 years Over 5 years Total
  PLN ‘000 PLN ‘000 PLN ‘000 PLN ‘000 PLN ‘000 PLN ‘000 
FX derivatives:            
Currency swap 1,763 0 0 0 0 1,763
      purchase 886 0 0 0 0 886
      sale 877 0 0 0 0 877
Interest rate derivatives:            
FRA 0 0 100,000 0 0 100,000
      purchase     100,000 0 0 100,000
IRS 0 0 100,000 40,000 0 140,000
      purchase 0 0 50,000 20,000 0 70,000
      sale 0 0 50,000 20,000 0 70,000
Total derivatives 1,763 0 200,000 40,000 0 241,763

 

The face value of instruments with the time to maturity as at 31 December 2013

  Up to 1 month From 1 to 3 months From 3 months to 1 year From 1 to 5 years Over 5 years Total
  PLN ‘000 PLN ‘000 PLN ‘000 PLN ‘000 PLN ‘000 PLN ‘000 
Interest rate derivatives::            
IRS 0 0 100,000 100,000 0 200,000
      purchase 0 0 50,000 50,000 0 100,000
      sale 0 0 50,000 50,000 0 100,000
OIS 200,000 0 0 0 0 200,000
      purchase 100,000 0 0 0 0 100,000
      sale 100,000 0 0 0 0 100,000
Total derivatives 200,000 0 100,000 100,000 0 400,000

 

Annual Report 2014 - Bank Pocztowy