Page 152 - Exim iar24_Ebook

EXIM BANK MALAYSIA
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NOTES TO THE FINANCIAL STATEMENTS

11. DERIVATIVE FINANCIAL INSTRUMENTS (cont’d)
Fair value hedge (cont’d)
Full details of hedging as follows:

Group and Bank
2024

Notional Hedging instrument: Hedged item: Hedging Nature
amount Interest/Profit Rate Swap MTN/SUKUK relationship of risk
USD50 million Floating rate of 6 months Libor + 0.388% p.a. Fixed 1.831% Fair value Interest rate
(receive fixed USD semi-annually/pay float per annum (payable hedge
USD semi-annually) semi-annually)

USD50 million Floating rate of 6 months Libor + 0.375% p.a. Fixed 1.831% Fair value Interest rate
(receive fixed USD semi-annually/pay float per annum (payable hedge
USD semi-annually) semi-annually)

USD100 million Floating rate of 6 months Libor + 0.385% p.a. Fixed 1.831% Fair value Interest rate
(receive fixed USD semi-annually/pay float per annum (payable hedge
USD semi-annually) semi-annually)

USD100 million Floating rate of 6 months Libor + 0.373% p.a. Fixed 1.831% Fair value Interest rate
(receive fixed USD semi-annually/pay float per annum (payable hedge
USD semi-annually) semi-annually)

USD25 million Floating rate of 6 months Libor + 0.397% p.a. Fixed 1.831% Fair value Interest rate
(receive fixed USD semi-annually/pay float per annum (payable hedge
USD semi-annually) semi-annually)

USD25 million Floating rate of 6 months Libor + 0.397% p.a. Fixed 1.831% Fair value Interest rate
(receive fixed USD semi-annually/pay float per annum (payable hedge
USD semi-annually) semi-annually)

USD100 million Floating rate of 3 months Libor + 1.40% p.a. Fixed 4.25% Fair value Interest rate
(receive fixed USD annually/pay float USD per annum (payable hedge
quarterly) annually)