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AfrAsia Bank Limited and its Group Entities
Annual Report 2015
page 299
noteS to the finanCial StatementS
for the year ended 30 June 2015
43. SEGMENTAL REPORTING (CONTINUED)
VIII
DERIVATIVE FINANCIAL INSTRUMENTS (CONTINUED)
2014
Segment A
Segment B
Total
Notional Amount
ASSETS
MUR
MUR
MUR
MUR
Derivatives held-for-trading
Forward Exchange Option Contracts
53,155,459
14,693,720
67,849,179
8,134,678,605
Forward Foreign Exchange Contracts
-
8,239,095
8,239,095
8,661,329,435
53,155,459
22,932,815
76,088,274
16,796,008,040
LIABILITIES
Derivatives held-for-trading
Forward Exchange Option Contracts
(23,327,141)
(41,118,674)
(64,445,815)
8,134,678,605
Forward Foreign Exchange Contracts
(8,239,095)
-
(8,239,095)
8,661,329,435
(31,566,236)
(41,118,674)
(72,684,910)
16,796,008,040