Mega Bank Annual Report 2017

93 Annual Report 2017 -93- (B) Derivatives settled on a gross basis Derivatives of the Bank and subsidiaries settled on a gross basis include: a. Foreign exchange derivatives: forward exchange b. Interest derivatives: cross currency swaps and currency swaps 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 $ 27,223,858 $ 12,766,317 $ 6,696,367 $ 2,581,317 $ 1,371,641 $ - $ 50,639,500 Outflow 27,159,553 12,700,082 6,622,980 2,567,709 1,341,572 - 50,391,896 Interest rate derivative instruments Inflow 371,875,856 162,999,593 78,682,742 20,305,658 1,367,068 - 635,230,917 Outflow 372,274,968 162,200,579 78,277,632 19,946,846 1,358,461 - 634,058,486 Total inflows $ 399,099,714 $ 175,765,910 $ 85,379,109 $ 22,886,975 $ 2,738,709 $ - $ 685,870,417 Total outflows $ 399,434,521 $ 174,900,661 $ 84,900,612 $ 22,514,555 $ 2,700,033 $ - $ 684,450,382 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 $ 918,236 $ 430,596 $ 225,863 $ 87,065 $ 46,264 $ - $ 1,708,024 Outflow 916,067 428,362 223,387 86,606 45,250 - 1,699,672 Interest rate derivative instruments Inflow 12,543,033 5,497,828 2,653,897 684,892 46,110 - 21,425,760 Outflow 12,556,495 5,470,878 2,640,233 672,789 45,819 - 21,386,214 Total inflows $ 13,461,269 $ 5,928,424 $ 2,879,760 $ 771,957 $ 92,374 $ - $ 23,133,784 Total outflows $ 13,472,562 $ 5,899,240 $ 2,863,620 $ 759,395 $ 91,069 $ - $ 23,085,886 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 $ 30,197,850 $ 18,201,973 $ 7,524,575 $ 2,406,361 $ 511,877 $ - $ 58,842,636 Outflow 30,211,238 18,192,363 7,553,978 2,422,939 515,424 - 58,895,942 Interest rate derivative instruments Inflow 284,272,580 162,606,566 73,320,045 34,026,932 32,427 - 554,258,550 Outflow 282,968,234 162,045,158 73,151,435 33,799,850 29,688 - 551,994,365 Total inflows $ 314,470,430 $ 180,808,539 $ 80,844,620 $ 36,433,293 $ 544,304 $ - $ 613,101,186 Total outflows $ 313,179,472 $ 180,237,521 $ 80,705,413 $ 36,222,789 $ 545,112 $ - $ 610,890,307 E. Analysis for off-balance sheet contractual commitments 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 Irrevocable commitments $ 1,778,198 $ 132,777 $ 64,358,929 $ 4,927,631 $ 19,987,704 $ 77,612,020 $ 168,797,259 Financial guarantee contracts 51,862,977 60,001,331 33,697,291 77,828,638 19,169,582 594,028 243,153,847 Total $ 53,641,175 $ 60,134,108 $ 98,056,220 $ 82,756,269 $ 39,157,286 $ 78,206,048 $ 411,951,106 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 Irrevocable commitments $ 59,977 $ 4,479 $ 2,170,768 $ 166,204 $ 674,167 $ 2,617,783 $ 5,693,378 Financial guarantee contracts 1,749,291 2,023,790 1,136,579 2,625,089 646,572 20,036 8,201,357 Total $ 1,809,268 $ 2,028,269 $ 3,307,347 $ 2,791,293 $ 1,320,739 $ 2,637,819 $ 13,894,735 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 Irrevocable commitments $ 559,687 $ 969,790 $ 58,619,353 $ 8,386,759 $ 25,266,226 $ 77,985,498 $ 171,787,313 Financial guarantee contracts 48,952,334 58,435,802 40,052,670 88,858,404 20,169,882 558,802 257,027,894 Total $ 49,512,021 $ 59,405,592 $ 98,672,023 $ 97,245,163 $ 45,436,108 $ 78,544,300 $ 428,815,207 a. Off-balance sheet items include irrevocable commitments and financial guarantee contracts b. Irrevocable commitments include irrevocable arranged financing limit and credit card line commitments c. Financial guarantee contracts refer to guarantees and letters of credit issued