| A | B | C | D | E | F | G | H | I | |
|---|---|---|---|---|---|---|---|---|---|
1 | |||||||||
2 | Assets | Liabilities | Assets | Liabilities | Assets | Liabilities | |||
3 | 2021 | 2021 | 2020 | 2020 | 2019 | 2019 | |||
4 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | |||
5 | |||||||||
6 | Foreign exchange option contracts | 2,050 | (2,050) | 2,062 | (1,759) | 8,361 | (7,945) | ||
7 | Foreign exchange contracts | 59,798 | (13,701) | 125,451 | (7,706) | 84,052 | (42,050) | ||
8 | Cross currency interest rate swap | 151,683 | - | 97,580 | - | - | - | ||
9 | Interest rate swaps | 2,870 | (3,162) | 3,906 | (4,741) | - | - | ||
10 | Options contracts (structured deposits) | 191,479 | (191,479) | 92,962 | (92,962) | - | - | ||
11 | 407,880 | (210,392) | 321,961 | (107,168) | 92,413 | (49,995) |