The following table presents the notional values of outstanding foreign exchange forward contracts, foreign exchange option contracts and interest rate swap contracts:
| As at | ||||||||
| March 31, 2018 |
March 31, 2017 |
|||||||
|
Forward contracts (Sell) |
||||||||
|
In US dollars |
$ | 242,418 | $ | 241,673 | ||||
|
In United Kingdom Pound Sterling |
132,591 | 126,441 | ||||||
|
In Euro |
23,883 | 14,769 | ||||||
|
In Australian dollars |
48,147 | 43,474 | ||||||
|
Others |
2,332 | 3,511 | ||||||
|
|
|
|
|
|||||
| $ | 449,371 | $ | 429,868 | |||||
|
|
|
|
|
|||||
|
Option contracts (Sell) |
||||||||
|
In US dollars |
$ | 107,629 | $ | 84,490 | ||||
|
In United Kingdom Pound Sterling |
116,401 | 94,094 | ||||||
|
In Euro |
21,483 | 14,494 | ||||||
|
In Australian dollars |
28,828 | 19,412 | ||||||
|
Others |
927 | 1,978 | ||||||
|
|
|
|
|
|||||
| $ | 275,268 | $ | 214,468 | |||||
|
|
|
|
|
|||||
|
Interest Rate Swap contracts |
||||||||
|
In US dollars |
89,900 | 118,000 | ||||||