|
|
|
|
|
|
|
Notional value |
|
Amount receivable |
|
Amount payable |
|
||||||||
|
Contracts |
|
Position |
|
2017 |
|
2016 |
|
2017 |
|
2016 |
|
2017 |
|
2016 |
|
||||
|
Forward |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
||
|
Maturity at 2017 |
|
|
|
purchase in US$ |
|
— |
|
US$ |
84.8 million |
|
— |
|
734 |
|
— |
|
(6,584 |
) |
|
|
Maturity at 2017 |
|
|
|
sell in US$ |
|
— |
|
US$ |
15.0 million |
|
— |
|
1,823 |
|
— |
|
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Cross currency swap |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Maturity in 2017 |
|
receivable under the swap |
|
Libor 6M + 2.25% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
payable under the swap |
|
INR 11.02% |
|
— |
|
US$ |
25.0 million |
|
— |
|
5,684 |
|
— |
|
— |
|
|
|
Maturity in 2019 |
|
receivable under the swap |
|
Libor 6M +2% |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
payable under the swap |
|
INR 10.17% |
|
US$ |
40.0 million |
|
US$ |
40.0 million |
|
— |
|
4,710 |
|
(1,267 |
) |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total fair value of financial instruments |
|
|
|
|
|
|
|
|
|
— |
|
12,951 |
|
(1,267 |
) |
(6,584 |
) |
||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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