|
|
|
As of December 31, 2016 |
|
||||
|
|
|
Notional |
|
Fair value |
|
||
|
|
|
contract |
|
Asset |
|
Liability |
|
|
|
|
MCh$ |
|
MCh$ |
|
MCh$ |
|
|
Derivatives held for hedging of fair value |
|
|
|
|
|
|
|
|
Cross currency swap |
|
16,721 |
|
— |
|
4,304 |
|
|
Interest rate swap |
|
122,081 |
|
218 |
|
5,989 |
|
|
|
|
|
|
|
|
|
|
|
Total derivatives held for hedging purposes |
|
138,802 |
|
218 |
|
10,293 |
|
|
Derivatives held as cash flow hedges |
|
|
|
|
|
|
|
|
Interest rate swap and cross currency swap |
|
1,198,001 |
|
63,482 |
|
45,722 |
|
|
|
|
|
|
|
|
|
|
|
Total Derivatives held as cash flow hedges |
|
1,198,001 |
|
63,482 |
|
45,722 |
|
|
|
|
|
|
|
|
|
|
|
Derivatives held-for-trading purposes |
|
|
|
|
|
|
|
|
Currency forward |
|
22,834,923 |
|
163,716 |
|
136,101 |
|
|
Cross currency swap |
|
9,142,390 |
|
455,784 |
|
525,160 |
|
|
Interest rate swap |
|
34,896,973 |
|
253,307 |
|
246,415 |
|
|
Call currency options |
|
174,060 |
|
1,558 |
|
1,960 |
|
|
Put currency options |
|
122,709 |
|
1,584 |
|
858 |
|
|
|
|
|
|
|
|
|
|
|
Total derivatives held-for-trading purposes |
|
67,171,055 |
|
875,949 |
|
910,494 |
|
|
|
|
|
|
|
|
|
|
|
Total |
|
68,507,858 |
|
939,649 |
|
966,509 |
|
|
|
|
|
|
|
|
|
|
|
|
|
As of December 31, 2017 |
|
||||
|
|
|
Notional amount |
|
Fair value |
|
||
|
|
|
contract |
|
Asset |
|
Liability |
|
|
|
|
MCh$ |
|
MCh$ |
|
MCh$ |
|
|
Derivatives held for hedging of fair value |
|
|
|
|
|
|
|
|
Cross currency swap |
|
13,914 |
|
— |
|
3,652 |
|
|
Interest rate swap |
|
78,970 |
|
277 |
|
1,678 |
|
|
|
|
|
|
|
|
|
|
|
Total derivatives held for hedging purposes |
|
92,884 |
|
277 |
|
5,330 |
|
|
Derivatives held as cash flow hedges |
|
|
|
|
|
|
|
|
Interest rate swap and cross currency swap |
|
1,148,561 |
|
27,572 |
|
80,888 |
|
|
|
|
|
|
|
|
|
|
|
Total Derivatives held as cash flow hedges |
|
1,148,561 |
|
27,572 |
|
80,888 |
|
|
|
|
|
|
|
|
|
|
|
Derivatives held-for-trading purposes |
|
|
|
|
|
|
|
|
Currency forward |
|
29,451,333 |
|
506,614 |
|
574,931 |
|
|
Interest rate forward |
|
14,000 |
|
— |
|
206 |
|
|
Interest rate swap |
|
55,617,104 |
|
243,931 |
|
236,954 |
|
|
Cross currency swap |
|
11,281,240 |
|
466,192 |
|
490,811 |
|
|
Call currency options |
|
153,776 |
|
514 |
|
472 |
|
|
Put currency options |
|
145,873 |
|
2,841 |
|
3,403 |
|
|
|
|
|
|
|
|
|
|
|
Total derivatives held-for-trading purposes |
|
96,663,326 |
|
1,220,092 |
|
1,306,777 |
|
|
|
|
|
|
|
|
|
|
|
Total |
|
97,904,771 |
|
1,247,941 |
|
1,392,995 |
|
|
|
|
|
|
|
|
|
|