KB prezent. angl - Komerční banka

102 ➔103
Unconsolidated Financial Statements
under CAS
Financial derivative instruments designated as held for trading at nominal values per remaining maturity:
CZK million Less than 1 year 1 to 5 years Over 5 years Total
Interest rate instruments
Interest rate swaps 13,227 52,116 18,134 83,477
Forward rate agreements 147,573 12,120 0 159,693
Options 0 1,400 0 1,400
Total 160,800 65,636 18,134 244,570
Foreign currency instruments
Swaps 42,690 0 0 42,690
Cross currency swaps 3,100 6,678 227 10,005
Forwards 3,535 308 0 3,843
Call options 3,418 127 0 3,545
Put options 3,439 128 0 3,567
Total 56,182 7,241 227 63,650
Other instruments
Credit options 11 0 0 11
Forwards on debt securities 1,025 0 0 1,025
Forwards on equities 2 0 0 2
Equity options 9 0 0 9
Total 1,047 0 0 1,047
TOTAL 218,029 72,877 18,361 309,267
Note: The remaining maturity of forward rate agreements (FRA) covers the period to the fixing date when off balance sheet exposures are
reversed.
Financial derivative instruments designated as hedging:
CZK million Notional value Notional value Notional value
2003 2003 2002 2002 2001 2001
Assets Liabilities Assets Liabilities Assets Liabiliteis
Interest rate instruments
Interest rate swaps 89,497 89,497 68,641 68,641 65,427 65,427
Forward rate agreements 0 0 0 0 2,800 2,800
Total 89,497 89,497 68,641 68,641 68,227 68,227
TOTAL 89,497 89,497 68,641 68,641 68,227 68,227
CZK million Fair value Fair value Fair value
2003 2003 2002 2002 2001 2001
Positive Negative Positive Negative Positive Negative
Interest rate instruments
Interest rate swaps 3,914 697 4,715 266 2,033 78
Forward rate agreements 0 0 0 0 27 0
Total 3,914 697 4,715 266 2,060 78
TOTAL 3,914 697 4,715 266 2,060 78
Remaining maturity of derivatives designated as hedging:
CZK million Less than 1 year 1 to 5 years Over 5 years Total
Interest rate swaps 8,300 35,425 45,772 89,497
Total 8,300 35,425 45,772 89,497