Mega Bank Annual Report 2017

92 Mega Bank -92- D. Structure analysis for maturity of derivative financial assets and liabilities (A) Derivatives settled on a net basis Derivatives of the Bank and 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 Ǻ In NT Thousand Dollars December 31, 2017 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 $ 157,614 $ 18,477 $ 19,054 $ 13,752 $ - $ - $ 208,897 Outflow 146,250 14,708 16,044 12,668 - - 189,670 Interest rate derivative instruments Inflow 40,982 125,089 210,593 630,380 3,184,282 5,250,370 9,441,696 Outflow 94,266 124,275 206,707 278,617 2,309,459 3,411,216 6,424,540 Credit derivative instruments Inflow - 50,626 47,985 80,514 276,682 - 455,807 Outflow - - - - - - - Total inflows $ 198,596 $ 194,192 $ 277,632 $ 724,646 $ 3,460,964 $ 5,250,370 $ 10,106,400 Total outflows $ 240,516 $ 138,983 $ 222,751 $ 291,285 $ 2,309,459 $ 3,411,216 $ 6,614,210 UNIT Ǻ In US Thousand Dollars December 31, 2017 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 $ 5,316 $ 623 $ 643 $ 464 $ - $ - $ 7,046 Outflow 4,933 496 541 427 - - 6,397 Interest rate derivative instruments Inflow 1,382 4,219 7,103 21,262 107,403 177,090 318,460 Outflow 3,179 4,192 6,972 9,398 77,896 115,057 216,694 Credit derivative instruments Inflow - 1,708 1,619 2,716 9,332 - 15,375 Outflow - - - - - - - Total inflows $ 6,698 $ 6,550 $ 9,365 $ 24,442 $ 116,735 $ 177,090 $ 340,880 Total outflows $ 8,112 $ 4,688 $ 7,513 $ 9,825 $ 77,896 $ 115,057 $ 223,091 UNIT Ǻ In NT Thousand Dollars December 31, 2016 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 $ 278,109 $ 21,204 $ 217,171 $ 193,270 $ 607 $ - $ 710,361 Outflow 275,216 16,688 204,314 178,911 - - 675,129 Interest rate derivative instruments Inflow 104,140 157,958 230,830 783,552 3,556,882 4,957,305 9,790,667 Outflow 119,528 134,626 221,583 520,088 2,955,843 21,449,704 25,401,372 Credit derivative instruments Inflow - 74,301 75,025 137,014 514,761 - 801,101 Outflow - - - - - - - Total inflows $ 382,249 $ 253,463 $ 523,026 $ 1,113,836 $ 4,072,250 $ 4,957,305 $ 11,302,129 Total outflows $ 394,744 $ 151,314 $ 425,897 $ 698,999 $ 2,955,843 $ 21,449,704 $ 26,076,501