| A | B | C | D | E | F | G | H | I | J | K | L | M | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
1
|
|||||||||||||
|
2
|
2019 | 2018 | 2017 | ||||||||||
|
3
|
Quoted prices in active markets | Significant observable | Significant unobservable inputs | Quoted prices in
active markets |
Significant
observable inputs |
Quoted prices in
active markets |
Significant observable inputs | ||||||
|
4
|
Level 1 | Level 2 | Level 3 | Total fair value | Level 1 | Level 2 | Total fair value | Level 1 | Level 2 | Total fair value | |||
|
5
|
MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | |||
|
6
|
Financial assets | ||||||||||||
|
7
|
Derivative financial instruments |
||||||||||||
|
8
|
Foreign exchange option contracts | - | 8361 | - | 8,361 | - | 11,815 | 11,815 | - | 156,180 | 156,180 | ||
|
9
|
Forward foreign exchange contracts | - | 84052 | - | 84,052 | - | 196,675 | 196,675 | - | 59,843 | 59,843 | ||
|
10
|
Options linked notes | - | - | - | - | - | 85,625 | 85,625 | - | 89,587 | 89,587 | ||
|
11
|
Spot position account | - | - | - | - | - | - | - | - | 12,510 | 12,510 | ||
|
12
|
Index linked notes | - | 652182 | - | 652,182 | - | 602,937 | 602,937 | - | - | - | ||
|
13
|
- | 744,595 | - | 744,595 | 897,052 | 897,053 | - | 318,120 | 318,120 | ||||
|
14
|
|||||||||||||
|
15
|
Debt instruments mandatorily
measured at fair value through profit or loss |
||||||||||||
|
16
|
Government of Mauritius debts securities | - | 1416463 | - | 1,416,463 | - | 1,749,284 | 1,749,284 | - | 2,000,177 | 2,000,177 | ||
|
17
|
Bank of Mauritius bonds and notes | - | 3427026 | - | 3,427,026 | - | 1,209,012 | 1,209,012 | - | 845,572 | 845,572 | ||
|
18
|
Unquoted equity investments and bonds | - | 58356 | - | 58,356 | - | 203,247 | 203,247 | - | 861,676 | 861,676 | ||
|
19
|
Listed equity shares | 813,783 | - | - | 813,783 | - | 694,407 | 694,407 | - | - | - | ||
|
20
|
Corporate debt securtities | 356 | - | - | 356 | - | - | - | - | 98828 | 98,828 | ||
|
21
|
814,139 | 4,901,845 | - | 5,715,984 | - | 3,855,950 | 3,855,950 | - | 3,855,950 | 3,855,950 | |||
|
22
|
|||||||||||||
|
23
|
Debt instruments at fair value through other comprehensive income | ||||||||||||
|
24
|
Government of Mauritius treasury bills and bonds | - | - | - | - | - | 119,091 | 119,091 | - | 649,741 | 649,741 | ||
|
25
|
Equity shares | - | - | - | - | - | - | - | - | 1,125 | 1,125 | ||
|
26
|
Bank of Mauritius bonds and notes | - | - | - | - | - | 451,389 | 451,389 | - | 272,946 | 272,946 | ||
|
27
|
Foreign Securities treasury bills and bonds | - | 3,571,880 | - | 3,571,880 | - | 3,485,461 | 3,485,461 | - | 4,803,601 | 4,803,601 | ||
|
28
|
- | 3,571,880 | - | 3,571,880 | - | 4,055,941 | 4,055,941 | - | 5,727,413 | 5,727,413 | |||
|
29
|
|||||||||||||
|
30
|
Equity investment designated at fair value through other comprehensive income | ||||||||||||
|
31
|
Equity investments | 31,945 | 31,945 | - | 18,559 | 18,559 | - | 18,559 | 18,559 | ||||
|
32
|
- | - | 31,945 | 31,945 | - | 18,559 | 18,559 | - | 18,559 | 18,559 | |||
|
33
|
|||||||||||||
|
34
|
814,139 | 9,218,320 | 31,945 | 10,064,404 | - | 8,827,502 | 8,827,502 | - | 9,870,345 | 9,870,345 | |||
|
35
|
|||||||||||||
|
36
|
Financial liabilities | ||||||||||||
|
37
|
Derivative financial instruments Foreign exchange option contracts |
- | (7,945) | (7,945) | - | (11,392) | (11,392) | - | (156,180) | (156,180) | |||
|
38
|
Forward foreign exchange contracts | - | (42,050) | (42,050) | - | (52,990) | (52,990) | - | (48,280) | (48,280) | |||
|
39
|
Options linked notes | - | - | - | - | (85,625) | (85,625) | - | (89,587) | (89,587) | |||
|
40
|
Index linked notes | - | (652,182) | (652,182) | - | (602,937) | (602,937) | - | - | - | |||
|
41
|
- | (702,177) | (702,177) | - | (752,944) | (752,944) | - | (294,047) | (294,047) |
| A | B | C | D | E | F | G | H | I | J | K | L | M | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
1
|
|||||||||||||
|
2
|
2019 | 2018 | 2017 | ||||||||||
|
3
|
Quoted prices in active markets |
Significant observable |
Significant unobservable inputs |
Quoted prices in
active markets |
Significant
observable inputs |
Quoted prices in
active markets |
Significant observable inputs |
||||||
|
4
|
Level 1 | Level 2 | Level 3 | Total fair value | Level 1 | Level 2 | Total fair value | Level 1 | Level 2 | Total fair value | |||
|
5
|
MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | |||
|
6
|
Financial assets | ||||||||||||
|
7
|
Derivative financial instruments |
||||||||||||
|
8
|
Foreign exchange option contracts | - | 8361 | - | 8,361 | - | 11,815 | 11,815 | - | 156,180 | 156,180 | ||
|
9
|
Forward foreign exchange contracts | - | 84052 | - | 84,052 | - | 196,675 | 196,675 | - | 59,843 | 59,843 | ||
|
10
|
Options linked notes | - | - | - | - | - | 85,625 | 85,625 | - | 89,587 | 89,587 | ||
|
11
|
Spot position account | - | - | - | - | - | - | - | - | 12,510 | 12,510 | ||
|
12
|
Index linked notes | - | 652182 | - | 652,182 | - | 602,937 | 602,937 | - | - | - | ||
|
13
|
- | 744,595 | - | 744,595 | 897,052 | 897,053 | - | 318,120 | 318,120 | ||||
|
14
|
|||||||||||||
|
15
|
Debt instruments mandatorily
measured at fair value through profit or loss |
||||||||||||
|
16
|
Government of Mauritius debts securities | - | 1416463 | - | 1,416,463 | - | 1,749,284 | 1,749,284 | - | 2,000,177 | 2,000,177 | ||
|
17
|
Bank of Mauritius bonds and notes | - | 3427026 | - | 3,427,026 | - | 1,209,012 | 1,209,012 | - | 845,572 | 845,572 | ||
|
18
|
Unquoted equity investments and bonds | - | 58356 | - | 58,356 | - | 203,247 | 203,247 | - | 861,676 | 861,676 | ||
|
19
|
Listed equity shares | 813,783 | - | - | 813,783 | - | 694,407 | 694,407 | - | - | - | ||
|
20
|
Corporate debt securtities | 356 | - | - | 356 | - | - | - | - | 98828 | 98,828 | ||
|
21
|
814,139 | 4,901,845 | - | 5,715,984 | - | 3,855,950 | 3,855,950 | - | 3,855,950 | 3,855,950 | |||
|
22
|
|||||||||||||
|
23
|
Debt instruments at fair value through other comprehensive income | ||||||||||||
|
24
|
Government of Mauritius treasury bills and bonds | - | - | - | - | - | 119,091 | 119,091 | - | 649,741 | 649,741 | ||
|
25
|
Equity shares | - | - | - | - | - | - | - | - | 1,125 | 1,125 | ||
|
26
|
Bank of Mauritius bonds and notes | - | - | - | - | - | 451,389 | 451,389 | - | 272,946 | 272,946 | ||
|
27
|
Foreign Securities treasury bills and bonds | - | 3,571,880 | - | 3,571,880 | - | 3,485,461 | 3,485,461 | - | 4,803,601 | 4,803,601 | ||
|
28
|
- | 3,571,880 | - | 3,571,880 | - | 4,055,941 | 4,055,941 | - | 5,727,413 | 5,727,413 | |||
|
29
|
|||||||||||||
|
30
|
Equity investment designated at fair value through other comprehensive income | ||||||||||||
|
31
|
Equity investments | 31,945 | 31,945 | - | 18,559 | 18,559 | - | 18,559 | 18,559 | ||||
|
32
|
- | - | 31,945 | 31,945 | - | 18,559 | 18,559 | - | 18,559 | 18,559 | |||
|
33
|
|||||||||||||
|
34
|
814,139 | 9,218,320 | 31,945 | 10,064,404 | - | 8,827,502 | 8,827,502 | - | 9,870,345 | 9,870,345 | |||
|
35
|
|||||||||||||
|
36
|
Financial liabilities | ||||||||||||
|
37
|
Derivative financial instruments Foreign exchange option contracts |
- | (7,945) | (7,945) | - | (11,392) | (11,392) | - | (156,180) | (156,180) | |||
|
38
|
Forward foreign exchange contracts | - | (42,050) | (42,050) | - | (52,990) | (52,990) | - | (48,280) | (48,280) | |||
|
39
|
Options linked notes | - | - | - | - | (85,625) | (85,625) | - | (89,587) | (89,587) | |||
|
40
|
Index linked notes | - | (652,182) | (652,182) | - | (602,937) | (602,937) | - | - | - | |||
|
41
|
- | (702,177) | (702,177) | - | (752,944) | (752,944) | - | (294,047) | (294,047) |
| A | B | C | D | E | F | G | H | I | J | K | L | M | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
1
|
|||||||||||||
|
2
|
2019 | 2018 | 2017 | ||||||||||
|
3
|
Quoted prices in active markets |
Significant observable |
Significant unobservable inputs |
Quoted prices in
active markets |
Significant
observable inputs |
Quoted prices in
active markets |
Significant observable inputs |
||||||
|
4
|
Level 1 | Level 2 | Level 3 | Total fair value | Level 1 | Level 2 | Total fair value | Level 1 | Level 2 | Total fair value | |||
|
5
|
MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | MUR'000 | |||
|
6
|
Financial assets | ||||||||||||
|
7
|
Derivative financial instruments |
||||||||||||
|
8
|
Foreign exchange option contracts | - | 8361 | - | 8,361 | - | 11,815 | 11,815 | - | 156,180 | 156,180 | ||
|
9
|
Forward foreign exchange contracts | - | 84052 | - | 84,052 | - | 196,675 | 196,675 | - | 59,843 | 59,843 | ||
|
10
|
Options linked notes | - | - | - | - | - | 85,625 | 85,625 | - | 89,587 | 89,587 | ||
|
11
|
Spot position account | - | - | - | - | - | - | - | - | 12,510 | 12,510 | ||
|
12
|
Index linked notes | - | 652182 | - | 652,182 | - | 602,937 | 602,937 | - | - | - | ||
|
13
|
- | 744,595 | - | 744,595 | 897,052 | 897,053 | - | 318,120 | 318,120 | ||||
|
14
|
|||||||||||||
|
15
|
Debt instruments mandatorily
measured at fair value through profit or loss |
||||||||||||
|
16
|
Government of Mauritius debts securities | - | 1416463 | - | 1,416,463 | - | 1,749,284 | 1,749,284 | - | 2,000,177 | 2,000,177 | ||
|
17
|
Bank of Mauritius bonds and notes | - | 3427026 | - | 3,427,026 | - | 1,209,012 | 1,209,012 | - | 845,572 | 845,572 | ||
|
18
|
Unquoted equity investments and bonds | - | 58356 | - | 58,356 | - | 203,247 | 203,247 | - | 861,676 | 861,676 | ||
|
19
|
Listed equity shares | 813,783 | - | - | 813,783 | - | 694,407 | 694,407 | - | - | - | ||
|
20
|
Corporate debt securtities | 356 | - | - | 356 | - | - | - | - | 98828 | 98,828 | ||
|
21
|
814,139 | 4,901,845 | - | 5,715,984 | - | 3,855,950 | 3,855,950 | - | 3,855,950 | 3,855,950 | |||
|
22
|
|||||||||||||
|
23
|
Debt instruments at fair value through other comprehensive income | ||||||||||||
|
24
|
Government of Mauritius treasury bills and bonds | - | - | - | - | - | 119,091 | 119,091 | - | 649,741 | 649,741 | ||
|
25
|
Equity shares | - | - | - | - | - | - | - | - | 1,125 | 1,125 | ||
|
26
|
Bank of Mauritius bonds and notes | - | - | - | - | - | 451,389 | 451,389 | - | 272,946 | 272,946 | ||
|
27
|
Foreign Securities treasury bills and bonds | - | 3,571,880 | - | 3,571,880 | - | 3,485,461 | 3,485,461 | - | 4,803,601 | 4,803,601 | ||
|
28
|
- | 3,571,880 | - | 3,571,880 | - | 4,055,941 | 4,055,941 | - | 5,727,413 | 5,727,413 | |||
|
29
|
|||||||||||||
|
30
|
Equity investment designated at fair value through other comprehensive income | ||||||||||||
|
31
|
Equity investments | 31,945 | 31,945 | - | 18,559 | 18,559 | - | 18,559 | 18,559 | ||||
|
32
|
- | - | 31,945 | 31,945 | - | 18,559 | 18,559 | - | 18,559 | 18,559 | |||
|
33
|
|||||||||||||
|
34
|
814,139 | 9,218,320 | 31,945 | 10,064,404 | - | 8,827,502 | 8,827,502 | - | 9,870,345 | 9,870,345 | |||
|
35
|
|||||||||||||
|
36
|
Financial liabilities | ||||||||||||
|
37
|
Derivative financial instruments Foreign exchange option contracts |
- | (7,945) | (7,945) | - | (11,392) | (11,392) | - | (156,180) | (156,180) | |||
|
38
|
Forward foreign exchange contracts | - | (42,050) | (42,050) | - | (52,990) | (52,990) | - | (48,280) | (48,280) | |||
|
39
|
Options linked notes | - | - | - | - | (85,625) | (85,625) | - | (89,587) | (89,587) | |||
|
40
|
Index linked notes | - | (652,182) | (652,182) | - | (602,937) | (602,937) | - | - | - | |||
|
41
|
- | (702,177) | (702,177) | - | (752,944) | (752,944) | - | (294,047) | (294,047) |