16a. Financial assets valued at fair value through profit and loss (held for trading) and adjustment due to fair value hedge
| 31.12.2014 | 31.12.2013 | |
|---|---|---|
| Debt securities | 933.482 | 432.822 |
| Issued by State Treasury | 933.482 | 432.822 |
| a) bills | 0 | 0 |
| b) bonds | 933.482 | 432.822 |
| Equity instruments | 753 | 227 |
| Quoted on the active market | 753 | 227 |
| a) financial institutions | 0 | 55 |
| b) non-financial institutions | 753 | 172 |
| Adjustment due to fair value hedge | 27.097 | 11.321 |
| Positive valuation of derivatives | 455.944 | 406.362 |
| Total | 1.417.276 | 850.732 |
16b. Financial assets valued at fair value through profit and loss (held for trading)
| 31.12.2014 | 31.12.2013 | |
|---|---|---|
| Trading financial assets | 1.390.179 | 839.411 |
| Adjustment due to fair value hedge | 27.097 | 11.321 |
| Financial assets valued at fair value when initially recognized | 0 | 0 |
| Total | 1.417.276 | 850.732 |
Information on financial assets securing liabilities is presented in Chapter 14.2).
16c. Debt securities valued at fair value through profit and loss (held for trading), at balance sheet value
| 31.12.2014 | 31.12.2013 | |
|---|---|---|
| - with fixed interest rate | 761.373 | 360.660 |
| - with variable interest rate | 172.109 | 72.162 |
| Total | 933.482 | 432.822 |
16d. Debt securities valued at fair value through profit and loss (held for trading), by maturity
| 31.12.2014 | 31.12.2013 | |
|---|---|---|
| to 1 month | 0 | 1.812 |
| above 1 month to 3 months | 0 | 0 |
| above 3 months to 1 year | 2.294 | 57.195 |
| above 1 year to 5 years | 727.622 | 269.607 |
| above 5 years | 203.566 | 104.208 |
| Total | 933.482 | 432.822 |
16e. Change of debt securities and equity instruments valued at fair value through profit and loss (held for trading)
| 01.01.2014 - 31.12.2014 | 01.01.2013 - 31.12.2013 | |
|---|---|---|
| Balance at the beginning of the period | 433.049 | 46.929 |
| Increases (purchase and accrual of interest and discount) | 44.634.317 | 52.686.313 |
| Reductions (sale and redemption) | -44.132.898 | -52.299.660 |
| Differences from valuation at fair value | -234 | -533 |
| Balance at the end of the period | 934.234 | 433.049 |
Note 16 f / Note 27 Valuation of derivatives and: Adjustment due to fair value hedge, Liabilities from short sale of securities as at 31.12.2014
| Par value of instruments with future maturity | Fair values | ||||||
|---|---|---|---|---|---|---|---|
| below 3 months | from 3 months to 1 year | from 1 year to 5 years | above 5 years | Total | Assets | Liabilities | |
| 1. Interest rate derivatives | 2.294.000 | 8.693.288 | 8.202.118 | 587.498 | 11.817 | 348.052 | 336.235 |
| Forward Rate Agreements (FRA) | 0 | 2.600.000 | 0 | 0 | 493 | 493 | 0 |
| Interest rate swaps (IRS) | 2.294.000 | 5.993.288 | 8.166.747 | 587.498 | 11.324 | 346.147 | 334.823 |
| Other interest rate contracts: options | 0 | 100.000 | 35.371 | 0 | 0 | 1.412 | 1.412 |
| 2. FX derivatives * | 8.700.636 | 891.710 | 366.639 | 83.123 | -4.168 | 33.107 | 37.275 |
| FX contracts | 1.488.022 | 717.142 | 231.060 | 0 | 1.240 | 8.187 | 6.947 |
| FX swaps | 7.212.614 | 174.568 | 135.579 | 0 | 5.665 | 24.920 | 19.255 |
| Other FX contracts (CIRS) | 0 | 0 | 0 | 83.123 | -11.073 | 0 | 11.073 |
| FX options | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 3. Embedded instruments | 710.872 | 1.120.475 | 1.047.861 | 0 | -67.939 | 0 | 67.939 |
| Options embedded in deposits | 697.923 | 1.061.796 | 798.219 | 0 | -55.790 | 0 | 55.790 |
| Options embedded in securities issued | 12.949 | 58.679 | 249.642 | 0 | -12.149 | 0 | 12.149 |
| 4. Indexes options | 1.077.077 | 1.219.083 | 1.005.862 | 0 | 68.745 | 74.785 | 6.040 |
| Valuation of derivatives, TOTAL | 12.782.585 | 11.924.556 | 10.622.480 | 670.621 | 8.454 | 455.944 | 447.489 |
| Valuation of balance sheet items designated to fair value hedge accounting | 27.097 | 20.047 | |||||
| Liabilities from short sale of securities | 162.254 | ||||||
* Notional value for double-currency derivatives constitutes the sum of both transactions expressed in PLN
Note 16 f / Note 27 Valuation of derivatives and: Adjustment due to fair value hedge, Liabilities from short sale of securities as at 31.12.2013
| Par value of instruments with future maturity | Fair values | ||||||
|---|---|---|---|---|---|---|---|
| below 3 months | from 3 months to 1 year | from 1 year to 5 years | above 5 years | Total | Assets | Liabilities | |
| 1. Interest rate derivatives | 2.996.000 | 5.338.458 | 10.274.310 | 673.823 | -2.684 | 292.044 | 294.728 |
| Forward Rate Agreements (FRA) | 500.000 | 0 | 0 | 0 | -281 | 0 | 281 |
| Interest rate swaps (IRS) | 2.496.000 | 5.336.515 | 10.171.910 | 673.823 | -2.403 | 291.164 | 293.567 |
| Other interest rate contracts: options | 0 | 1.943 | 102.400 | 0 | 0 | 880 | 880 |
| 2. FX derivatives * | 5.039.383 | 944.433 | 262.856 | 81.972 | 7.248 | 39.045 | 31.797 |
| FX contracts | 936.002 | 537.784 | 150.463 | 0 | -6.434 | 5.974 | 12.408 |
| FX swaps | 4.103.381 | 406.649 | 112.393 | 0 | 20.699 | 33.071 | 12.372 |
| Other FX contracts (CIRS) | 0 | 0 | 0 | 81.972 | -7.017 | 0 | 7.017 |
| FX options | 0 | 0 | 0 | 0 | 0 | 0 | 0 |
| 3. Embedded instruments | 230.548 | 511.203 | 1.335.438 | 0 | -60.437 | 0 | 60.437 |
| Options embedded in deposits | 218.906 | 451.509 | 1.059.454 | 0 | -44.773 | 0 | 44.773 |
| Options embedded in securities issued | 11.642 | 59.694 | 275.984 | 0 | -15.664 | 0 | 15.664 |
| 4. Indexes options | 276.672 | 715.514 | 1.436.816 | 0 | 60.778 | 75.273 | 14.495 |
| Valuation of derivatives, TOTAL | 8.542.603 | 7.509.608 | 13.309.420 | 755.795 | 4.905 | 406.362 | 401.457 |
| Valuation of balance sheet items designated to fair value hedge accounting | 11.321 | 0 | |||||
| Liabilities from short sale of securities | 173.641 | ||||||
*Notional value for double-currency derivatives constitutes the sum of both transactions expressed in PLN
Up