GRI
2022 Annual Report

33.2. Other derivative instruments – financial information

2022 Annual Report
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OTHER DERIVATIVE INSTRUMENTS – BY TYPE Assets Liabilities
31.12.2022 31.12.2021
IRS 8 275 8 101 4 640 4 791
CIRS 408 350 694 602
FX Swap 1 245 1 039 586 312
Options 842 926 520 665
Commodity swap1 1 380 1 384 2 812 2 807
FRA 24 24 44 44
Forward 577 799 321 497
Commodity Forward2 404 355 1 286 1 276
Other 7 – – 14
Total 13 162 12 978 10 903 11 008
1 The item includes valuation of gas market participation contracts: assets of PLN 1 229 million (PLN 2 574 million as at 31 December 2021 ) – and liabilities of PLN 1 237 million (PLN 2 574 million as at 31 December 2021 ).
2 The item includes valuation of contracts for CO2 emission allowances.
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31.12.2022 31.12.2021
CVA and CDA adjustments 146 (10)
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NOMINAL AMOUNTS OF UNDERLYING INSTRUMENTS (BUY AND SELL TOGETHER)
other derivative instruments
31.12.2022 up to 1 month 1 to 3 months 3 months to 1 year 1 to 5 years more than 5 years Total
IRS 6 730 16 972 88 148 236 010 53 496 401 356
Purchase 3 365 8 486 44 074 118 005 26 748 200 678
Sale 3 365 8 486 44 074 118 005 26 748 200 678
CIRS 14 124 – 2 870 31 020 2 168 50 182
Purchase 7 025 – 1 435 15 362 1 084 24 906
Sale 7 099 – 1 435 15 658 1 084 25 276
FX Swap 34 144 32 795 36 739 29 127 – 132 805
Purchase of currencies 17 045 16 362 18 356 14 769 – 66 532
Sale of currencies 17 099 16 433 18 383 14 358 – 66 273
Opcje 21 765 46 129 62 797 29 681 1 787 162 159
Purchase 10 817 22 857 31 486 14 871 892 80 923
Sale 10 948 23 272 31 311 14 810 895 81 236
FRA – – 38 913 1 910 – 40 823
Purchase – – 20 016 932 – 20 948
Sale – – 18 897 978 – 19 875
Forward 7 492 25 761 30 224 6 519 – 69 996
Purchase of currencies 3 752 12 891 15 150 3 120 – 34 913
Sale of currencies 3 740 12 870 15 074 3 399 – 35 083
Other, including commodity swap, commodity forward and futures 1 091 2 171 6 877 251 – 10 390
Purchase 546 1 108 3 431 126 – 5 211
Sale 545 1 063 3 446 125 – 5 179
Total 85 346 123 828 266 568 334 518 57 451 867 711
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NOMINAL AMOUNTS OF UNDERLYING INSTRUMENTS (BUY AND SELL TOGETHER)
other derivative instruments
31.12.2021 up to 1 month 1 to 3 months 3 months to 1 year 1 to 5 years more than 5 years Total
IRS 12 202 21 092 75 924 253 584 70 590 433 392
Purchase 6 101 10 546 37 962 126 792 35 295 216 696
Sale 6 101 10 546 37 962 126 792 35 295 216 696
CIRS – – 4 723 41 005 7 438 53 166
Purchase – – 2 345 20 321 3 718 26 384
Sale – – 2 378 20 684 3 720 26 782
FX Swap 35 949 25 886 18 396 24 898 – 105 129
Purchase of currencies 17 988 12 959 9 196 12 477 – 52 620
Sale of currencies 17 961 12 927 9 200 12 421 – 52 509
Opcje 27 076 27 666 58 663 29 268 1 203 143 876
Purchase 13 518 13 835 29 296 14 616 601 71 866
Sale 13 558 13 831 29 367 14 652 602 72 010
FRA – – 13 457 – – 13 457
Purchase – – 6 126 – – 6 126
Sale – – 7 331 – – 7 331
Forward 12 809 11 284 19 068 20 888 – 64 049
Purchase of currencies 6 401 5 638 9 510 10 398 – 31 947
Sale of currencies 6 408 5 646 9 558 10 490 – 32 102
Other, including commodity swap, commodity forward and futures 2 132 1 321 4 970 1 499 23 9 945
Purchase 1 067 668 2 481 750 9 4 975
Sale 1 065 653 2 489 749 14 4 970
Total 90 168 87 249 195 201 371 142 79 254 823 014
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