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Our Performance Sustainability Statement Governance Our Numbers Other Information

7.0 GENErAL DISCLOSurE FOr OFF-BALANCE ShEET ExPOSurE AND COuNTErPArTy CrEDIT rISk (“CCr”)
(CONT’D.)

Islamic derivative financial assets/(liabilities)
The table below shows the fair values of Islamic derivative financial instruments, recorded as assets or liabilities, together with
their notional amounts. The notional amounts, recorded gross, is the amount of a derivative’s underlying asset, reference rate or
index and is the basis upon which changes in the value of derivatives are measured. The notional amounts indicate the volume
of transactions outstanding at the year end and are indicative of neither the market risk nor the credit risk.

Table 20: Islamic derivative financial assets/(liabilities)
31 December 2020 31 December 2019
Contract/ Contract/
notional Fair value notional Fair value
amount Assets Liabilities amount Assets Liabilities
Group and Bank rM’000 rM’000 rM’000 rM’000 rM’000 rM’000

Trading derivatives:
Foreign exchange contracts:
- Currency forwards
Less than one year 1,509,931 4,084 (43,920) 1,294,988 2,784 (19,088)
- Currency swaps
Less than one year 1,679,710 40,343 (15,826) 1,642,880 19,064 (4,299)
- Currency spot
Less than one year 136,881 3,393 (73) 27,415 11 (66)
- Dual currency investment option - - - - - -

3,326,522 47,820 (59,819) 2,965,283 21,859 (23,453)
Islamic profit rate swap (“IPRS”)
Unhedged IPRS - - - 75,000 - (916)
Hedged IPRS 1,200,000 - (107,516) 1,200,000 - (53,178)
Total 4,526,522 47,820 (167,335) 4,240,283 21,859 (77,547)