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The table below presents, as of December 31, 2015 and 2014, the fair value of derivative financial instruments, recorded as asset or liability, along with nominal values and maturities. The amount of
reference, presented gross, is the amount of the underlying asset of the derivative and is the basis on which changes in the fair value of derivatives are measured.
2015 y 2014
Reference
Reference
Assets
Liabilities
amount
Maturity
Assets
Liabilities
amount
Maturity
Hedged instruments
S/.000
S/.000
S/.000
S/.000
S/.000
S/.000
Derivatives designated from
cash flow hedges
US$ / JPY currency swaps
-
-
-
-
-
298
4,404
15/02/2019
Debt with JBIC
US$ / JPY currency swaps
-
-
-
-
-
561
10,379
15/02/2019
Debt with JBIC
US$ / JPY currency swaps
-
-
-
-
-
874
10,080
15/02/2019
Debt with JBIC
US$ / JPY currency swaps
-
-
-
-
-
571
10,831
15/02/2019
Debt with JBIC
US$ / JPY currency swaps
-
-
-
-
-
1,327
10,347
15/02/2019
Debt with JBIC
US$ / JPY currency swaps
-
-
-
-
-
1,256
7,995
15/02/2019
Debt with JBIC
US$ / JPY currency swaps
-
-
-
-
-
1,692
12,981
15/02/2019
Debt with JBIC
PEN / US$ currency swaps
-
-
-
-
-
1,556
35,702
05/12/2025
Debt with BID US$25 million
US$ / JPY currency swaps
-
-
-
-
-
4,198
26,169
15/02/2019
Debt with JBIC
US$ / JPY currency swaps
-
-
-
-
-
4,617
27,233
15/02/2019
Debt with JBIC
US$ / JPY currency swaps
-
-
-
-
-
906
5,337
15/02/2019
Debt with JBIC
US$ / JPY currency swaps
-
-
-
-
-
1,814
10,964
15/02/2019
Debt with JBIC
US$ / JPY currency swaps
-
-
-
-
-
1,102
6,592
15/02/2019
Debt with JBIC
PEN / US$ currency swaps
-
-
-
-
-
1,595
39,521
15/02/2019
Debt with BID US$200 million
PEN / US$ currency swaps
-
-
-
-
-
1,297
39,521
15/02/2019
Debt with BID US$200 million
US$ / JPY currency swaps
-
125,438
255,510
08/09/2031
-
108,335
224,370
08/09/2031
Debt with AFLAC
US$ / JPY currency swaps
-
13,263
73,814
20/10/2027
-
11,586
64,818
20/10/2027
Debt with JICA
US$ / JPY currency swaps
-
717
4,145
20/10/2027
-
623
3,640
20/10/2027
Debt with JICA
US$ / JPY currency swaps
-
10,330
51,426
20/10/2027
-
9,377
45,159
20/10/2027
Debt with JICA
-
149,748
384,895
-
153,585
596,043
Interest-rate swaps
Fixed rate / Libor rate 6M - US$
-
-
-
-
2,114
40,311
15/02/2014
Debt with BID US$200 million
Interest-rate swaps
Fixed rate / Libor rate 6M - US$
3,816
-
682,200
15/07/2019
-
-
-
15/02/2019
COFIDE's corporate bonds 2019 US$ 300 million
3,816
-
682,200
-
2,114
40,311
2014
2015