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    UBL Annual Report 2018-115

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    IFRS Lab

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    UBL Annual Report 2018-115

    Uploaded by

    IFRS Lab
    9 views1 page

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    UBL Annual Report 2018-115

    Uploaded by

    IFRS Lab

    Copyright:

    © All Rights Reserved
    Download as PDF, TXT or read online from Scribd
    Download as pdf or txt
    of 1

    Notes to and forming part of the Unconsolidated Financial Statements

    For the year ended December 31, 2018

    24.1 Product analysis


    2018

    Counterparties Forward purchase Forward sale contracts


    Interest rate swaps FX options contracts of government of government Total
    securities securities

    Mark to Mark to Mark to Mark to Mark to


    Notional Market Notional Market Notional Market Notional Market Notional Market
    principal Gain / principal Gain / principal Gain / principal Gain / principal Gain /
    (Loss) (Loss) (Loss) (Loss) (Loss)
    ------------------------------------- (Rupees in '000) ------------------------------------------------------
    With banks for
    Hedging 179,132 1,170 579,876 - - - - - 759,008 1,170
    Market making 316,500 (16,000) - - 3,809,653 (58,123) - - 4,126,153 (74,123)
    495,632 (14,830) 579,876 - 3,809,653 (58,123) - - 4,885,161 (72,953)
    With FIs other than Banks
    Hedging - - - - - - - - - -
    Market making - - - - - - 2,326,880 (672) 2,326,880 (672)
    - - - - - - 2,326,880 (672) 2,326,880 (672)
    With other entities
    Hedging - - - - - - - - - -
    Market making 1,179,132 (7,252) 579,876 - 9,809,556 4,698 - - 11,568,564 (2,554)
    1,179,132 (7,252) 579,876 - 9,809,556 4,698 - - 11,568,564 (2,554)
    Total
    Hedging 179,132 1,170 579,876 - - - - - 759,008 1,170
    Market making 1,495,632 (23,252) 579,876 - 13,619,209 (53,425) 2,326,880 (672) 18,021,597 (77,349)
    1,674,764 (22,082) 1,159,752 - 13,619,209 (53,425) 2,326,880 (672) 18,780,605 (76,179)

    2017

    Counterparties Forward purchase Forward sale contracts


    Interest rate swaps FX options contracts of government of government Total
    securities securities

    Mark to Mark to Mark to Mark to Mark to


    Notional Market Notional Market Notional Market Notional Market Notional Market
    principal Gain / principal Gain / principal Gain / principal Gain / principal Gain /
    (Loss) (Loss) (Loss) (Loss) (Loss)
    ------------------------------------- (Rupees in '000) ------------------------------------------------------
    With banks for
    Hedging 413,071 2,597 83,368 - - - - - 496,439 2,597
    Market making 316,499 5,432 - - 7,870,890 (1,155) 1,478 (2) 8,188,867 4,275
    729,570 8,029 83,368 - 7,870,890 (1,155) 1,478 (2) 8,685,306 6,872
    With FIs other than Banks
    Hedging - - - - - - - - - -
    Market making - - - - - - - - - -
    - - - - - - - - - -
    With other entities
    Hedging - - - - - - - - - -
    Market making 3,629,071 66,836 83,368 - - - - - 3,712,439 66,836
    3,629,071 66,836 83,368 - - - - - 3,712,439 66,836
    Total
    Hedging 413,071 2,597 83,368 - - - - - 496,439 2,597
    Market making 3,945,570 72,268 83,368 - 7,870,890 (1,155) 1,478 (2) 11,901,306 71,111
    4,358,641 74,865 166,736 - 7,870,890 (1,155) 1,478 (2) 12,397,745 73,708

    Annual Report 2018 113

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