close

Navigation Map

Download our best practices
Interactive navigation is a tool that goes beyond the standard navigation of the integrated content (available in the report drop-down bar). New approach allowed to navigate in the two additional business dimensions of the PZU Group, i.e .:
  • strategy (insurance, health, investments, finances);
  • sustainable development (sales, employees, social responsibility, natural environment and ethics).
The above-mentioned areas were additionally supplemented with related GRI indicators, within each selected issue.
Employees
Society
Ethics
Environment
Products
Overview
Health
Banking
Investments
Insurance
Business
practices

In the Chapter

GRIs

34.3 Quantitative data

Annual Report 2019 > 34.3 Quantitative data
Facebook Twitter All
Integrated Navigation
Insurance
Health
Investments
Banking
Best Pratices in PZU

Derivatives as at 31 December 2019 Base amount by maturities Assets Liabilities
  Up to 3 months Over 3 months up to 1 year Over 1 year to 5 years Over 5 years Total    
Related to interest rates 27,485 76,367 125,874 40,309 270,035 2,402 2,483
Fair value hedging instruments – SWAP transactions - 471 1,522 955 2,948 1 161
Cash flow hedging instruments – SWAP transactions 768 3,994 16,385 7,192 28,339 459 479
Instruments carried as held for trading, including: 26,717 71,902 107,967 32,162 238,748 1,942 1,843
– FRA transactions 628 - - - 628 - -
– SWAP transactions 25,610 68,418 105,006 31,868 230,902 1,933 1,841
– call options (purchase) 252 241 2,406 267 3,166 2 1
– put options (sale) - 1,976 189 27 2,192 7 1
– cap floor options 227 1,267 366 - 1,860 - -
Related to exchange rates 40,008 21,368 9,341 42 70,759 540 420
Cash flow hedging instruments – SWAP transactions 3,113 2,550 - - 5,663 83 25
Instruments carried as held for trading, including: 36,895 18,818 9,341 42 65,096 457 395
– forward contracts 8,631 7,243 4,570 - 20,444 170 169
– SWAP transactions 23,067 4,445 1,393 42 28,947 192 133
– call options (purchase) 2,568 3,565 1,683 - 7,816 49 19
– put options (sale) 2,629 3,565 1,695 - 7,889 46 74
Related to prices of securities 439 2,859 2,376 - 5,674 119 72
– forward contracts 26 - 1 - 27 - -
– call options (purchase) 227 1,469 1,383 - 3,079 118 4
– put options (sale) 186 1,390 992 - 2,568 1 68
Related to commodity prices 1,064 1,408 693 - 3,165 46 43
– forward contracts 151 73 - - 224 7 5
– SWAP transactions 377 864 440 - 1,681 14 14
– call options (purchase) 324 471 253 - 1,048 21 4
– put options (sale) 212 - - - 212 4 20
Total 68,996 102,002 138,284 40,351 349,633 3,107 3,018
   
Derivatives as at 31 December 2018 Base amount by maturities Assets Liabilities
  Up to 3 months Over 3 months up to 1 year Over 1 year to 5 years Over 5 years Total    
Related to interest rates 21,889 70,485 111,548 32,426 236,348 1,971 2,933
Fair value hedging instruments – SWAP transactions 262 128 1,408 1,535 3,333 21 144
Cash flow hedging instruments – SWAP transactions 3,150 4,234 10,336 6,323 24,043 374 770
Instruments carried as held for trading, including: 18,477 66,123 99,804 24,568 208,972 1,576 2,019
– FRA transactions 7,609 7,100 300 - 15,009 2 2
– SWAP transactions 10,208 56,405 94,891 24,486 185,990 1,564 2,012
– call options (purchase) 330 1,719 2,883 54 4,986 6 2
– put options (sale) 330 899 1,730 28 2,987 4 3
Related to exchange rates 40,041 17,290 4,803 43 62,177 302 250
Fair value hedging instruments – SWAP transactions 2,438 688 - - 3,126 31 1
Instruments carried as held for trading, including: 37,603 16,602 4,803 43 59,051 271 249
– forward contracts 10,259 9,537 1,661 - 21,457 92 131
– SWAP transactions 24,792 2,351 952 43 28,138 115 54
– call options (purchase) 1,201 2,230 1,107 - 4,538 46 22
– put options (sale) 1,351 2,484 1,083 - 4,918 18 42
Related to prices of securities 2,108 1,186 2,149 - 5,443 78 49
– forward contracts 326 211 243 - 780 10 13
– call options (purchase) 353 590 1,906 - 2,849 66 2
– put options (sale) 1,429 385 - - 1,814 2 34
Related to commodity prices 1,752 2,295 620 - 4,667 136 133
– forward contracts 895 18 - - 913 35 34
– SWAP transactions 529 372 72 - 973 46 45
– call options (purchase) 205 1,084 324 - 1,613 21 5
– put options (sale) 123 821 224 - 1,168 34 49
Total 65,790 91,256 119,120 32,469 308,635 2,487 3,365