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Mega ICBC
-76-
D.
Structure analysis for maturity of derivative financial assets and liabilities
(A)
Derivatives settled on a net basis
Derivatives of the Bank and its subsidiaries settled on a net basis include
：
a.
Foreign exchange derivatives: currency option, non-delivery forward
b.
Interest derivatives: forward rate agreement, interest rate swap, assets swap, interest rate option, bond option, interest rate futures.
c.
Credit derivatives: credit default swaps (CDS).
d.
Equity derivative: stock option
e.
Others : combined commodity
UNIT
：
In NT Thousand Dollars
December 31, 2015
1-30 days
31-90 days 91-180 days
181 days
-1 year
1 year
-5 years
Over 5 years
Total
Foreign exchange derivative instruments
Inflow
$
419,794 $
110,923 $ 199,432 $
468,281 $ 469,817 $
- $ 1,668,247
Outflow
436,364
101,085
189,174
443,603
449,609
-
1,619,835
Interest rate derivative instruments
Inflow
50,280
169,925
184,707
1,103,979
5,530,082 22,163,837
29,202,810
Outflow
65,801
182,948
253,605
430,140
3,474,038 4,222,911
8,629,443
Credit derivative instruments
Inflow
-
69,983
69,855
131,827
548,703
-
820,368
Outflow
-
-
-
-
-
-
-
Total inflows
$
470,074 $
350,831 $ 453,994 $
1,704,087 $ 6,548,602 $ 22,163,837 $ 31,691,425
Total outflows
$
502,165 $
284,033 $ 442,779 $
873,743 $ 3,923,647 $ 4,222,911 $ 10,249,278
UNIT
：
In US Thousand Dollars
December 31, 2015
1-30 days
31-90 days 91-180 days
181 days-1 year 1 year-5 years Over 5 years
Total
Foreign exchange derivative instruments
Inflow
$
12,764 $
3,373 $
6,064 $
14,239 $
14,285 $
- $
50,725
Outflow
13,268
3,074
5,752
13,488
13,671
-
49,253
Interest rate derivative instruments
Inflow
1,529
5,166
5,616
33,568
168,149
673,919
887,947
Outflow
2,001
5,563
7,711
13,079
105,632
128,403
262,389
Credit derivative instruments
Inflow
-
2,128
2,124
4,008
16,684
-
24,944
Outflow
-
-
-
-
-
-
-
Total inflows
$
14,293 $
10,667 $
13,804 $
51,815 $ 199,118 $
673,919 $
963,616
Total outflows
$
15,269 $
8,637 $
13,463 $
26,567 $ 119,303 $
128,403 $
311,642
UNIT
：
In NT Thousand Dollars
December 31, 2014
1-30 days 31-90 days
91-180 days 181 days-1 year 1 year-5 years Over 5 years
Total
Foreign exchange derivative instruments
Inflow
$
180,964 $
76,759 $
133,199 $
390,579 $ 571,548 $
- $ 1,353,049
Outflow
187,906
75,186
130,844
379,303
546,061
-
1,319,300
Interest rate derivative instruments
Inflow
83,184
154,548
179,470
1,056,864
4,570,734 19,685,043
25,729,843
Outflow
2,726,618
304,525
145,885
511,307
3,262,605 9,177,382
16,128,322
Credit derivative instruments
Inflow
-
53,450
57,123
110,599
534,060
1,618
756,850
Outflow
-
-
-
-
-
-
-
Total inflows
$
264,148 $
284,757 $
369,792 $
1,558,042 $ 5,676,342 $ 19,686,661 $ 27,839,742
Total outflows
$ 2,914,524 $
379,711 $
276,729 $
890,610 $ 3,808,666 $ 9,177,382 $ 17,447,622
（
Blank below
）