My first Publication ocbc_ar17_fullreport_english | Page 193
18. DERIVATIVE FINANCIAL INSTRUMENTS (continued)
2017
BANK ($’000)
Foreign exchange derivatives (“FED”)
Forwards
Swaps
OTC options – bought
OTC options – sold
Interest rate derivatives (“IRD”)
Swaps
OTC options – bought
OTC options – sold
Exchange traded futures – bought
Exchange traded futures – sold
Equity derivatives
Swaps
OTC options – bought
OTC options – sold
Exchange traded futures – bought
Exchange traded futures – sold
Others
Credit derivatives
Swaps – protection buyer
Swaps – protection seller
Other derivatives
Precious metals – sold
Commodity swaps
Total
Included items designated for hedges:
Fair value hedge – FED
Fair value hedge – IRD
Hedge of net investments – FED
2016
Principal
notional
amount Derivative
payables Principal
notional
amount Derivative
receivables
Derivative
receivables Derivative
payables
26,867,182
241,666,109
11,990,517
9,775,087
290,298,895 197,307
2,533,571
135,775
10,034
2,876,687 229,522
2,415,762
29,010
108,861
2,783,155 24,546,486
191,406,789
8,845,329
8,014,687
232,813,291 362,551
3,594,828
204,319
12,175
4,173,873 246,760
3,411,089
35,585
186,497
3,879,931
445,480,040
846,786
2,140,002
1,643,308
2,892,394
453,002,530 2,143,771
2,156
–
224
618
2,146,769 2,094,828
–
17,993
82
42
2,112,945 328,204,318
129,555
2,038,452
167,070
1,592,462
332,131,857 2,052,646
449
–
161
1
2,053,257 1,988,019
–
24,137
–
549
2,012,705
1,017,073
134,137
87,979
148,188
263,093
3,073
1,653,543 26,610
1,046
2,686
998
22
24
31,386 26,545
227
713
–
1,219
24
28,728 663,614
196,857
109,641
–
144,897
7,886
1,122,895 18,392
2,023
7,504
–
5
240
28,164 18,403
1,964
889
–
926
6
22,188
5,398,439
4,376,951
9,775,390 543
61,736
62,279 62,529
494
63,023 7,815,162
7,043,269
14,858,431 10,961
82,309
93,270 82,089
7,998
90,087
21,735
–
21,735 –
–
– 784
–
784 19,430
6,241
25,671 –
3,024
3,024 365
3,024
3,389
754,752,093 5,117,121 4,988,635 580,952,145 6,351,588 6,008,300
1,597,531
4,345,405
1,268,975
7,211,911 94,826
39,366
5,738
139,930 –
14,168
8,914
23,082 630,616
6,095,022
2,229,795
8,955,433 286
72,668
27,150
100,104 168,403
20,511
21,100
210,014
BUILDING ON OUR CORPORATE STRATEGY FOR SUSTAINABLE GROWTH
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