FirstChoice Wholesale Investments part 2 - Colonial First State

COLONIAL FIRST STATE - FIRSTCHOICE WHOLESALE INVESTMENT FUNDS
NOTES TO THE FINANCIAL STATEMENTS
FOR THE REPORTING PERIOD ENDED 30 JUNE 2013
10. DERIVATIVE FINANCIAL INSTRUMENTS AND HEDGE ACCOUNTING (continued)
a) Derivative Financial Instruments (continued)
Colonial First State Wholesale Diversified Fixed Interest
Contract/ Fair Values Contract/ Fair Values
Notional Assets Liabilities Notional Assets Liabilities
30/06/2013
30/06/2012
$'000 $'000 $'000 $'000 $'000 $'000
Consolidated
- Share price index future - - - - - -
- Interest rate futures 506,160 6,666 (2,039) 551,385 176 (2,555)
- Exchange traded options - - - - - -
- Foreign currency forward contracts - - - 56,627 2,227 (376)
- Interest rate swaps 1,147,000 23,896 (17,100) 721,500 26,672 (258)
- Cross currency swaps - - - - - -
- Credit default swaps 27,312 - (861) 868,089 27,017 -
- Warrants - - - - - -
- Others - - - - - -
1,680,472 30,562 (20,000) 2,197,601 56,092 (3,189)
Parent
- Share price index future - - - - - -
- Interest rate futures 520,932 6,644 (2,006) 618,503 60 (2,374)
- Exchange traded options - - - - - -
- Foreign currency forward contracts - - - 56,627 2,227 (376)
- Interest rate swaps 604,000 6,367 (16,192) 275,000 4,904 (257)
- Cross currency swaps - - - - - -
- Credit default swaps 27,312 - (861) 868,089 27,018 -
- Warrants - - - - - -
- Others - - - - - -
1,152,244 13,011 (19,059) 1,818,219 34,209 (3,007)
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