| A | B | C | D | E | F | G | H | I | J | K | L | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | ||||||||||||
2 | 2021 | 2020 | 2019 | |||||||||
3 | Segment A | Segment B | Total | Segment A | Segment B | Total | Segment A | Segment B | Total | |||
4 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | |||
5 | ASSETS | |||||||||||
6 | ||||||||||||
7 | Derivative Financial Instruments | |||||||||||
8 | ||||||||||||
9 | Foreign exchange option contracts | 530 | 1,520 | 2,050 | 173 | 1,889 | 2,062 | 6,315 | 2,046 | 8,361 | ||
10 | Foreign exchange contracts and swaps | 59,798 | - | 59,798 | 115,467 | 9,984 | 125,451 | 75,192 | 8,860 | 84,052 | ||
11 | Cross currency interest rate swap | 151,683 | - | 151,683 | 97,580 | - | 97,580 | - | - | - | ||
12 | Interest rate swaps | 2,870 | - | 2,870 | 3,906 | - | 3,906 | - | - | - | ||
13 | Options contracts | 12,706 | 178,773 | 191,479 | 4,427 | 88,535 | 92,962 | - | - | - | ||
14 | 227,587 | 180,293 | 407,880 | 221,553 | 100,408 | 321,961 | 81,507 | 10,906 | 92,413 | |||
15 | ||||||||||||
16 | LIABILITIES | |||||||||||
17 | ||||||||||||
18 | Derivative Financial Instruments | |||||||||||
19 | ||||||||||||
20 | Foreign exchange option contracts | - | (2,050) | (2,050) | - | (1,759) | (1,759) | (593) | (7,352) | (7,945) | ||
21 | Forward foreign exchange contracts | (13,701) | - | (13,701) | (4,245) | (3,461) | (7,706) | (9,230) | (32,820) | (42,050) | ||
22 | Interest rate swaps | - | (3,162) | (3,162) | - | (4,741) | (4,741) | - | - | - | ||
23 | Options contracts | (112,675) | (78,804) | (191,479) | (49,389) | (43,573) | (92,962) | - | - | - | ||
24 | (126,376) | (84,016) | (210,392) | (53,634) | (53,534) | (107,168) | (9,823) | (40,172) | (49,995) | |||
25 |