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THE GROUP202120202019
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Quoted prices in active marketsSignificant observable inputsSignificant unobservable inputsQuoted prices in active marketsSignificant observable inputsSignificant unobservable inputsQuoted prices in active marketsSignificant observable inputsSignificant unobservable inputs
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Level 1Level 2Level 3Total fair valueLevel 1Level 2Level 3Total fair valueLevel 1Level 2Level 3Total fair value
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Financial assets at amortised costMUR'000MUR'000MUR'000MUR'000MUR'000MUR'000MUR'000MUR'000MUR'000MUR'000MUR'000MUR'000
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Derivative financial instruments
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Foreign exchange option contracts - 2,050 - 2,050 - 2,062 - 2,062 - 8,361 - 8,361
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Forward foreign exchange contracts and swaps - 59,798 - 59,798 - 125,451 - 125,451 - 84,052 - 84,052
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Cross currency interest rate swap - 151,683 - 151,683 - 97,580 - 97,580 - - - -
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Interest rate swaps - 2,870 - 2,870 - 3,906 - 3,906 - - - -
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Options contracts - 191,479 - 191,479 - 92,962 - 92,962 - 652,182 - 652,182
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 - 407,880 - 407,880 - 321,961 - 321,961 - 744,595 744,595
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 -
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Debt instruments mandatorily measured at fair value through profit or loss
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Government of Mauritius debts securities - 2,805,517 - 2,805,517 - 850,043 - 850,043 - 1,416,463 - 1,416,463
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Bank of Mauritius bonds and notes - 1,038,656 - 1,038,656 - 920,011 - 920,011 - 3,427,026 - 3,427,026
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Unquoted equity investments - - - - - 4,398 - 4,398 - 58,356 - 58,356
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Listed equity shares - - - - - - - - 813,783 - 813,783
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Corporate bonds and notes 1,656,406 34,234 - 1,690,640 190,635 81,791 - 272,426 356 - - 356
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 1,656,406 3,878,407 - 5,534,813 190,635 1,856,243 - 2,046,878 356 5,715,628 - 5,715,984
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Debt instruments at fair value through other comprehensive income
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Foreign Securities treasury bills and bonds - - - - - - - - - 3,571,880 - 3,571,880
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 - - - - - - - - - 3,571,880 - 3,571,880
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Equity investment designated at fair value through other comprehensive income*
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Equity investments - - 13,804 13,804 - - 36,940 36,940 - - 31,945 31,945
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 - - 13,804 13,804 - - 36,940 36,940 - - 31,945 31,945
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Equity Investment measured at fair value through profit or loss
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Equity investment 1,705 - - 1,705 - - - - - - - -
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 1,705 - - 1,705 - - - - - - - -
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 1,658,111 4,286,287 13,804 5,958,202 190,635 2,178,204 36,940 2,405,779 356 10,032,103 31,945 10,064,404
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Financial liabilities at amortised cost
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Derivative financial instruments
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Foreign exchange option contracts - 2,050 - 2,050 - 1,759 - 1,759 - 7,945 - 7,945
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Forward foreign exchange contracts - 13,701 - 13,701 - 7,706 - 7,706 - 42,050 - 42,050
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Interest rate swap - 3,162 - 3,162 - 4,741 - 4,741 - - - -
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Options contracts - 191,479 - 191,479 - 92,962 - 92,962 - 652,182 - 652,182
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 - 210,392 - 210,392 - 107,168 107,168 - 702,177 - 702,177
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Financial liabilities measured at fair value through profit or loss
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Equities - - - - - 4,398 - 4,398 - 813,783 - 813,783
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Bonds - - - - - - 58,356 - 58,356
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 - - - - - 4,398 - 4,398 - 872,139 - 872,139