| A | B | C | D | E | F | G | H | I | |
|---|---|---|---|---|---|---|---|---|---|
1 | |||||||||
2 | Assets | Liabilities | Assets | Liabilities | Assets | Liabilities | |||
3 | 2020 | 2020 | 2019 | 2019 | 2018 | 2018 | |||
4 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | |||
5 | |||||||||
6 | Foreign exchange option contracts | 2,062 | (1,759) | 8,361 | (7,945) | 11,815 | (11,392) | ||
7 | Foreign exchange contracts | 125,451 | (7,706) | 84,052 | (42,050) | 196,675 | (52,990) | ||
8 | Cross currency interest rate swap | 97,580 | - | - | - | - | - | ||
9 | Interest rate swap | 3,906 | (4,741) | - | - | - | - | ||
10 | Options contracts | 92,962 | (92,962) | - | - | - | - | ||
11 | Option Linked Notes | - | - | - | - | 85,625 | (85,625) | ||
12 | Index Linked Notes | - | - | 652,182 | (652,182) | 602,937 | (602,937) | ||
13 | 321,961 | (107,168) | 744,595 | (702,177) | 897,052 | (752,944) | |||
14 |