BANCOLOMBIA SA | CIK:0001071371 | 3

  • Filed: 4/30/2018
  • Entity registrant name: BANCOLOMBIA SA (CIK: 0001071371)
  • Generator: DataTracks
  • SEC filing page: http://www.sec.gov/Archives/edgar/data/1071371/000114420418023396/0001144204-18-023396-index.htm
  • XBRL Instance: http://www.sec.gov/Archives/edgar/data/1071371/000114420418023396/cib-20171231.xml
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  • EDGAR Dashboard: https://edgardashboard.xbrlcloud.com/edgar-dashboard/?cik=0001071371
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    • ifrs-full:DisclosureOfOffsettingOfFinancialAssetsAndFinancialLiabilitiesExplanatory

    The table below presents derivative instruments subject to enforceable master netting agreements and other similar agreements but not offset in the statement of financial position as of December 31, 2017 and 2016 by derivative and by risk:
     
    As of December 31, 2017
     
     
    Derivatives Assets
    Derivatives Liabilities
    In millions of COP
    Over-the-counter
    Foreign exchange contracts
    Swaps
    672,558
    (505,823)
    Forwards
    172,310
    (142,976)
    Options
    14,995
    (16,943)
    Interest rate contracts
     
     
    Swaps
    274,137
    (275,641)
    Equity contracts
     
     
    Forwards
    372
    (4,470)
    Gross derivative assets/liabilities
    1,134,372
    (945,853)
    Offsetting of derivatives
    -
    -
    Derivative financial instruments in statement of financial position
    1,134,372
    (945,853)
    Master netting agreements
    (894,863)
    945,853
    Cash collateral received/paid
    (239,509)
    -
    Total derivative financial instruments assetss/ liabilities
    -
    -
      
    As of December 31, 2016
     
     
    Derivatives Assets
    Derivatives Liabilities
    In millions of COP
    Over-the-counter
    Foreign exchange contracts
    Swaps
    1,127,474
    (749,082)
    Forwards
    313,566
    (323,923)
    Options
    47,297
    (42,961)
    Interest rate contracts
     
     
    Swaps
    186,208
    (192,344)
    Equity contracts
     
     
    Forwards
    3,425
    (3,110)
    Futures
    -
    (1,030)
    Gross derivative assets/liabilities
    1,677,970
    (1,312,450)
    Offsetting of derivatives
    -
    -
    Derivative financial instruments in statement of financial position
    1,677,970
    (1,312,450)
    Master netting agreements
    (1,221,565)
    1,312,450
    Cash collateral received/paid
    (343,334)
    -
    Total derivative financial instruments assetss/ liabilities
    113,071
    -