Bangkok Bank Public Company Limited Annual Report 2009
177
Million Baht 2008 Notional Amount
Forward foreign exchange contracts Currency swaps Interest rate swaps Credit derivatives
Fair Value
Up to 1 Year
Over 1 Year
Total
733,407 29 3,600
301 2,734 2,865 1,747
733,708 2,763 6,465 1,747
-
155 7 (173) (979)
5.28.7 Fair value of nancial instruments
The following table presents the Bank’s carrying amount and estimated fair value of nancial instruments as at December 31, 2009 and 2008 : Million Baht CONSOLIDATED FINANCIAL STATEMENTS
2009
Financial Assets Cash Interbank and money market items, net Investments, net Loans and accrued interest receivables, net Customers’ liabilities under acceptances Financial Liabilities Deposits Interbank and money market items Liabilities payable on demand Borrowings Bank’s liabilities under acceptances Interest payable
2008
Carrying Amount
Fair Value
Carrying Amount
Fair Value
35,780 230,775 343,141 1,080,316 414
35,780 230,775 355,354 1,080,316 414
41,506 138,897 283,841 1,124,272 493
41,506 138,897 296,907 1,124,272 493
1,360,716 89,402 7,968 80,123 414 3,068
1,360,716 89,402 7,968 89,219 414 3,068
1,322,287 55,899 5,450 69,127 493 6,992
1,322,287 55,899 5,450 74,243 493 6,992