Affin Bank Berhad | Annual Report 2020

267 AFFIN BANK BERHAD 197501003274 (25046-T) | ANNUAL REPORT 2020 6 DERIVATIVE FINANCIAL ASSETS 2020 2019 Contract/ Contract/ Notional Notional amount Assets amount Assets The Group RM’000 RM’000 RM’000 RM’000 At fair value Foreign exchange derivatives: - Currency forwards 1,356,819 35,220 505,367 10,419 - Cross currency swaps 5,234,180 172,475 4,724,700 87,448 - Currency swaps 3,426,300 87,890 1,688,734 28,504 Interest rate derivatives: - Interest rate swaps 2,345,000 92,709 1,995,000 38,497 12,362,299 388,294 8,913,801 164,868 2020 2019 Contract/ Contract/ Notional Notional amount Assets amount Assets The Bank RM’000 RM’000 RM’000 RM’000 At fair value Foreign exchange derivatives: - Currency forwards 161,922 3,300 143,656 1,279 - Cross currency swaps 5,570,503 186,168 5,032,355 93,790 Interest rate derivatives: - Interest rate swaps 895,000 41,714 695,000 23,156 6,627,425 231,182 5,871,011 118,225 NOTES TO THE FINANCIAL STATEMENTS FOR THE FINANCIAL YEAR ENDED 31 DECEMBER 2020