ICICI Bank 2015 Annual Report Download - page 150

Download and view the complete annual report

Please find page 150 of the 2015 ICICI Bank annual report below. You can navigate through the pages in the report by either clicking on the pages listed below, or by using the keyword search tool below to find specific information within the annual report.

Page out of 236

  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • 12
  • 13
  • 14
  • 15
  • 16
  • 17
  • 18
  • 19
  • 20
  • 21
  • 22
  • 23
  • 24
  • 25
  • 26
  • 27
  • 28
  • 29
  • 30
  • 31
  • 32
  • 33
  • 34
  • 35
  • 36
  • 37
  • 38
  • 39
  • 40
  • 41
  • 42
  • 43
  • 44
  • 45
  • 46
  • 47
  • 48
  • 49
  • 50
  • 51
  • 52
  • 53
  • 54
  • 55
  • 56
  • 57
  • 58
  • 59
  • 60
  • 61
  • 62
  • 63
  • 64
  • 65
  • 66
  • 67
  • 68
  • 69
  • 70
  • 71
  • 72
  • 73
  • 74
  • 75
  • 76
  • 77
  • 78
  • 79
  • 80
  • 81
  • 82
  • 83
  • 84
  • 85
  • 86
  • 87
  • 88
  • 89
  • 90
  • 91
  • 92
  • 93
  • 94
  • 95
  • 96
  • 97
  • 98
  • 99
  • 100
  • 101
  • 102
  • 103
  • 104
  • 105
  • 106
  • 107
  • 108
  • 109
  • 110
  • 111
  • 112
  • 113
  • 114
  • 115
  • 116
  • 117
  • 118
  • 119
  • 120
  • 121
  • 122
  • 123
  • 124
  • 125
  • 126
  • 127
  • 128
  • 129
  • 130
  • 131
  • 132
  • 133
  • 134
  • 135
  • 136
  • 137
  • 138
  • 139
  • 140
  • 141
  • 142
  • 143
  • 144
  • 145
  • 146
  • 147
  • 148
  • 149
  • 150
  • 151
  • 152
  • 153
  • 154
  • 155
  • 156
  • 157
  • 158
  • 159
  • 160
  • 161
  • 162
  • 163
  • 164
  • 165
  • 166
  • 167
  • 168
  • 169
  • 170
  • 171
  • 172
  • 173
  • 174
  • 175
  • 176
  • 177
  • 178
  • 179
  • 180
  • 181
  • 182
  • 183
  • 184
  • 185
  • 186
  • 187
  • 188
  • 189
  • 190
  • 191
  • 192
  • 193
  • 194
  • 195
  • 196
  • 197
  • 198
  • 199
  • 200
  • 201
  • 202
  • 203
  • 204
  • 205
  • 206
  • 207
  • 208
  • 209
  • 210
  • 211
  • 212
  • 213
  • 214
  • 215
  • 216
  • 217
  • 218
  • 219
  • 220
  • 221
  • 222
  • 223
  • 224
  • 225
  • 226
  • 227
  • 228
  • 229
  • 230
  • 231
  • 232
  • 233
  • 234
  • 235
  • 236

148 Annual Report 2014-2015
Schedules
forming part of the Accounts (Contd.)
Financial Statements of ICICI Bank Limited
Trading ` in million
Benchmark Type Notional principal No. of deals
SGD SOR Floating receivable v/s fixed payable 21.8 3
CAD CDOR Floating receivable v/s fixed payable 13,609.4 8
CAD CDOR Fixed receivable v/s floating payable 12,872.4 5
CHF LIBOR Floating receivable v/s fixed payable 706.5 2
CHF LIBOR Fixed receivable v/s floating payable 2,890.2 1
CHF LIBOR Floating receivable v/s floating payable 642.3 1
GBP LIBOR Floating receivable v/s fixed payable 6,601.8 9
GBP LIBOR Fixed receivable v/s floating payable 8,894.9 11
USD LIBOR v/s EURIBOR Floating receivable v/s floating payable 3,144.2 2
Total 2,472,435.8 3,814
The following tables set forth, the nature and terms of FRA/IRS at March 31, 2014
Hedging ` in million
Benchmark Type Notional principal No. of deals
AUD LIBOR Fixed receivable v/s floating payable 8,294.6 3
CHF LIBOR Fixed receivable v/s floating payable 6,781.2 2
JPY LIBOR Fixed receivable v/s floating payable 2,901.8 1
SGD SOR Fixed receivable v/s floating payable 13,558.5 7
USD LIBOR Fixed receivable v/s floating payable 371,762.3 74
Total 403,298.4 87
Trading ` in million
Benchmark Type Notional principal No. of deals
CAD CDOR Fixed receivable v/s floating payable 19,463.3 8
CAD CDOR Floating receivable v/s fixed payable 16,962.5 9
CHF LIBOR Fixed receivable v/s floating payable 3,390.6 2
CHF LIBOR Floating receivable v/s fixed payable 2,576.8 5
CHF LIBOR Floating receivable v/s floating payable 678.1 1
EURIBOR Fixed receivable v/s floating payable 6,727.1 16
EURIBOR Floating receivable v/s fixed payable 6,574.0 8
EURIBOR Floating receivable v/s floating payable 2,480.8 2
GBP LIBOR Fixed receivable v/s floating payable 8,079.8 7
GBP LIBOR Floating receivable v/s fixed payable 5,632.5 6
INBMK Fixed receivable v/s floating payable 21,061.0 59
INBMK Floating receivable v/s fixed payable 51,327.8 98
JPY LIBOR Fixed receivable v/s floating payable 8,876.4 16
JPY LIBOR Floating receivable v/s fixed payable 2,440.0 7
JPY LIBOR Floating receivable v/s floating payable 2,988.4 5
MIBOR Fixed receivable v/s floating payable 239,380.5 445
MIBOR Floating receivable v/s fixed payable 249,716.4 441
MIBOR Floating receivable v/s floating payable 2,000.0 1
MIFOR Fixed receivable v/s floating payable 222,525.0 500
MIFOR Floating receivable v/s fixed payable 218,335.0 475
Other Fixed receivable v/s fixed payable 5,881.5 143
SGD SOR Fixed receivable v/s floating payable 68.5 3
SGD SOR Floating receivable v/s fixed payable 68.6 3
USD LIBOR Fixed receivable v/s floating payable 410,297.7 614
USD LIBOR Floating receivable v/s fixed payable 464,096.7 488
USD LIBOR Floating receivable v/s floating payable 27,065.8 39
Total 1,998,694.7 3,401