Notes to the consolidated financial statements
22. Financial assets and liabilities held for trading
Financial assets held for trading | Balance as at | Balance as at |
---|---|---|
31 December 2016 | 31 December 2015 | |
PLN’000 | PLN’000 | |
Derivative instruments | 695 | 603 |
Total | 695 | 603 |
Treasury bonds by maturity | Balance as at | Balance as at |
---|---|---|
31 December 2016 | 31 December 2015 | |
PLN’000 | PLN’000 | |
From 1 year to 5 years | 0 | 0 |
Total | 0 | 0 |
Financial liabilities held for trading | Balance as at | Balance as at |
---|---|---|
31 December 2016 | 31 December 2015 | |
PLN’000 | PLN’000 | |
Derivative instruments | 205 | 377 |
Total | 205 | 377 |
Derivatives by type | Balance as at | Balance as at | ||
---|---|---|---|---|
31 December 2016 | 31 December 2015 | |||
Assets | Liabilities | Assets | Liabilities | |
PLN’000 | PLN’000 | PLN’000 | PLN’000 | |
Currency swap | 2 | 0 | 0 | 0 |
FRA | 0 | 0 | 0 | 18 |
IRS | 693 | 205 | 603 | 359 |
Total | 695 | 205 | 603 | 377 |
Up to 1 month | From 1 month to 3 months |
From 3 months to 1 year |
From 1 year to 5 years |
Over 5 years | Total | |
---|---|---|---|---|---|---|
PLN’000 | PLN’000 | PLN’000 | PLN’000 | PLN’000 | PLN’000 | |
FX derivatives | ||||||
Currency swap | ||||||
purchase | 53 | 0 | 0 | 0 | 0 | 53 |
sale | 53 | 0 | 0 | 0 | 0 | 53 |
Interest rate derivatives: | ||||||
IRS | ||||||
purchase | 0 | 0 | 0 | 20 000 | 25 000 | 45 000 |
sale | 0 | 0 | 0 | 20 000 | 25 000 | 45 000 |
Up to 1 month | From 1 month to 3 months |
From 3 months to 1 year |
From 1 year to 5 years |
Over 5 years | Total | |
---|---|---|---|---|---|---|
PLN’000 | PLN’000 | PLN’000 | PLN’000 | PLN’000 | PLN’000 | |
Interest rate derivatives: | ||||||
FRA | ||||||
purchase | 0 | 0 | 150 000 | 0 | 0 | 150 000 |
IRS | ||||||
purchase | 0 | 0 | 0 | 95 000 | 0 | 95 000 |
sale | 0 | 0 | 0 | 95 000 | 0 | 95 000 |