| A | B | C | D | E | F | G | H | I | J | K | L | M | N | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | ||||||||||||||
2 | THE GROUP | 2020 | 2019 | 2018 | ||||||||||
3 | Quoted prices in active markets | Significant observable inputs | Significant unobservable inputs | Quoted prices in active markets | Significant observable inputs | Significant unobservable inputs | Quoted prices in active markets | Significant observable inputs | ||||||
4 | Level 1 | Level 2 | Level 3 | Total fair value | Level 1 | Level 2 | Level 3 | Total fair value | Level 1 | Level 2 | Total fair value | |||
5 | Financial assets at amortised cost | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | ||
6 | ||||||||||||||
7 | ||||||||||||||
8 | Derivative financial instruments | |||||||||||||
9 | Foreign exchange option contracts | - | 2,062 | - | 2,062 | - | 8,361 | - | 8,361 | - | 11,815 | 11,815 | ||
10 | Forward foreign exchange contracts and swaps | - | 125,451 | - | 125,451 | - | 84,052 | - | 84,052 | - | 196,675 | 196,675 | ||
11 | Spot position account | - | - | - | - | - | - | - | - | - | 85,625 | 85,625 | ||
12 | Cross currency interest rate swap | - | 97,580 | - | 97,580 | - | - | - | - | - | - | - | ||
13 | Interest rate swaps | - | 3,906 | - | 3,906 | - | - | - | - | - | - | - | ||
14 | Options contracts | - | 92,962 | - | 92,962 | - | 652,182 | - | 652,182 | - | 602,937 | 602,937 | ||
15 | - | 321,961 | - | 321,961 | - | 744,595 | - | 744,595 | - | 897,052 | 897,052 | |||
16 | - | |||||||||||||
17 | Debt instruments mandatorily measured at fair value through profit or loss | |||||||||||||
18 | Government of Mauritius debts securities | - | 850,043 | - | 850,043 | - | 1,416,463 | - | 1,416,463 | - | 1,749,284 | 1,749,284 | ||
19 | Bank of Mauritius bonds and notes | - | 920,011 | - | 920,011 | - | 3,427,026 | - | 3,427,026 | - | 1,209,012 | 1,209,012 | ||
20 | Unquoted equity investments | - | 4,398 | - | 4,398 | - | 58,356 | - | 58,356 | - | 203,247 | 203,247 | ||
21 | Listed equity shares | - | - | - | - | 813,783 | - | 813,783 | - | 694,407 | 694,407 | |||
22 | Corporate debt securtities | 190,635 | 81,791 | - | 272,426 | 356 | - | - | 356 | - | - | - | ||
23 | 190,635 | 1,856,243 | - | 2,046,878 | 356 | 5,715,628 | - | 5,715,984 | - | 3,855,950 | 3,855,950 | |||
24 | ||||||||||||||
25 | Debt instruments at fair value through other comprehensive income | |||||||||||||
26 | Government of Mauritius treasury bills and bonds | - | - | - | - | - | - | - | - | - | 119,091 | 119,091 | ||
27 | Bank of Mauritius bonds and notes | - | - | - | - | - | - | - | - | - | 451,389 | 451,389 | ||
28 | Foreign Securities treasury bills and bonds | - | - | - | - | - | 3,571,880 | - | 3,571,880 | - | 3,485,461 | 3,485,461 | ||
29 | - | - | - | - | - | 3,571,880 | - | 3,571,880 | - | 4,055,941 | 4,055,941 | |||
30 | Equity investment designated at fair value through other comprehensive income* | |||||||||||||
31 | ||||||||||||||
32 | Equity investments | - | - | 36,940 | 36,940 | - | 31,945 | 31,945 | 18,559 | 18,559 | ||||
33 | - | - | 36,940 | 36,940 | - | - | 31,945 | 31,945 | - | 18,559 | 18,559 | |||
34 | ||||||||||||||
35 | ||||||||||||||
36 | ||||||||||||||
37 | 190,635 | 2,178,204 | 36,940 | 2,405,779 | 356 | 10,032,103 | 31,945 | 10,064,404 | - | 8,827,502 | 8,827,502 | |||
38 | ||||||||||||||
39 | Financial liabilities at amortised cost | |||||||||||||
40 | ||||||||||||||
41 | Derivative financial instruments | |||||||||||||
42 | Foreign exchange option contracts | - | (1,759) | - | (1,759) | - | (7,945) | - | (7,945) | - | (11,392) | (11,392) | ||
43 | Forward foreign exchange contracts | - | (7,706) | - | (7,706) | - | (42,050) | - | (42,050) | - | (52,990) | (52,990) | ||
44 | Interest rate swap | - | (4,741) | - | (4,741) | - | - | - | - | - | (85,625) | (85,625) | ||
45 | Options contracts | - | (92,962) | - | (92,962) | - | (652,182) | - | (652,182) | - | (602,937) | (602,937) | ||
46 | - | (107,168) | - | (107,168) | - | (702,177) | (702,177) | - | (752,944) | (752,944) | ||||
47 | ||||||||||||||
48 | Financial liabilities measured at fair value through profit or loss | |||||||||||||
49 | Equities | - | 4,398 | - | 4,398 | - | 813,783 | - | 813,783 | - | 694,407 | 694,407 | ||
50 | Bonds | - | - | - | - | - | 58,356 | - | 58,356 | - | 203,247 | 203,247 | ||
51 | - | 4,398 | - | 4,398 | - | 872,139 | - | 872,139 | - | 897,654 | 897,654 |