GENERAL MEETING DRAFT - Bankier.pl

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6.1 Hedging derivatives: breakdown by type of hedging and by levels (� '000)
A. Financial derivatives 49,661 9,859,787 9,499 96,041,403 1,453,972 6,284,363 7,371 65,993,892
1) Fair value 49,661 3,781,491 9,499 27,309,028 1,453,956 770,697 - 23,254,804
2) Cash flows - 6,078,296 - 68,732,375 16 5,513,666 7,371 42,739,088
3) Net investment in
foreign subsidiaries - - - - - - - -
B.Credit derivatives - - - 530,000 - 5,564 - 2,537,000
1) Fair value - - - 530,000 - 5,564 - 2,537,000
2) Cash flows - - - - - - - -
Total 49,661 9,859,787 9,499 96,571,403 1,453,972 6,289,927 7,371 68,530,892
Total Level 1, Level 2 and Level 3 9,918,947 7,751,270
2009 CONSOLIDATED REPORTS AND ACCOUNTS
Amounts as at 12.31.2009 Amounts as at 12.31.2008
Fair value
Fair value
Level 1 Level 2 Level 3
Notional
amount Level 1
Valuations at fair value were classified according to a hierarchy of levels reflecting the significance of the valuations input. For further information see Part
A) Accounting Policies – A3) Information on fair value.
Level 2
6.2 Hedging derivatives: breakdown by hedged items and risk type (� '000)
Transactions/ Hedge Types
Interest
rate risk
Currency
risk
Fair Value
Micro-hedge
Credit
risk
Amounts as at 12.31.2009
Price
risk
Multiple
risks
Cash Flow
1. Available for sale financial assets 277,715 - - - - X - X X
2. Loans and receivables 6,658 X - X - X - X X
3. Held to maturity investments X X - X - X - X X
4. Portfolio X X X X X 565,946 X 24,738 X
5. Others - - - - - X - X -
Total assets 284,373 - - - - 565,946 - 24,738 -
1. Financial liabilities 82,482 - - X 103,248 X - X X
2. Portfolio X X X X X 2,804,602 X 6,053,555 X
Total liabilities 82,482 - - - 103,248 2,804,602 - 6,053,555 -
1. Higly probable transactions (CFH) X X X X X X 3 X X
2. Financial assets and liabilities portfolio X X X X X X X X -
Macrohedge
Microhedge
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Level 3
Macrohedge
Notional
amount
Foreign
investments
7.1 Changes to macro-hedged financial liabilities (� '000)
Changes to macro-hedged liabilities
Amounts as at
12.31.2009 12.31.2008
1. Positive changes to financial liabilities 4,505,885 2,058,804
2. Negative changes to financial liabilities (1,745,925) (486,739)
Total 2,759,960 1,572,065
7.2 Liabilities subject to macro-hedging of interest rate risk: breakdown (� '000)
Hedged liabilities
Amounts as at
12.31.2009 12.31.2008
1. Deposits 11,460,334 716,310
2. Debt securities in issue 5,809,604 612,659
3. Portfolio 62,297,973 39,565,063
Total 79,567,911 40,894,032
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