33.2. Other derivative instruments – financial information

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OTHER DERIVATIVE INSTRUMENTS – BY TYPE 31.12.2023 31.12.2022
Assets Liabilities Assets Liabilities
IRS 4,398 5,153 8,275 8,101
CIRS 46 49 408 350
FX Swap 1,648 1,942 1,245 1,039
Options 952 1,051 842 926
Commodity swap1 167 157 1,380 1,384
FRA 31 30 24 24
Forward 930 695 577 799
Commodity Forward2 234 213 404 355
Other – 1 7 –
Total 8,406 9,291 13,162 12,978
1 The item includes valuation of gas market participation contracts: assets of PLN 84 million (PLN 1,229 million as at 31 December 2022 ) – and liabilities of PLN 81 million (PLN 1,237 million as at 31 December 2022 ).
2 The item includes valuation of contracts for CO2 emission allowances.
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31.12.2023 31.12.2022
CVA and CDA adjustments 4 146
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NOMINAL AMOUNTS OF UNDERLYING INSTRUMENTS (BUY AND SELL TOGETHER) other derivative instruments
31.12.2023 up to 1 month 1 to 3 months 3 months to 1 year 1 to 5 years more than 5 years Total
IRS 5,294 21,658 86,536 211,422 41,800 366,710
Purchase 2,647 10,829 43,268 105,711 20,900 183,355
Sale 2,647 10,829 43,268 105,711 20,900 183,355
CIRS – – – 6,726 2,044 8,770
Purchase – – – 3,368 1,022 4,390
Sale – – – 3,358 1,022 4,380
FX Swap 34,259 23,842 26,558 15,460 – 100,119
Purchase of currencies 17,160 11,834 13,138 7,694 – 49,826
Sale of currencies 17,099 12,008 13,420 7,766 – 50,293
Options 25,382 18,646 51,054 17,100 1,053 113,235
Purchase 12,751 9,362 25,591 8,339 525 56 568
Sale 12,631 9,284 25,463 8,761 528 56 667
FRA – – 32,463 10,079 – 42,542
Purchase – – 16,697 5,191 – 21,888
Sale – – 15,766 4,888 – 20,654
Forward 8,527 14,466 19,030 7,238 – 49,261
Purchase of currencies 4,246 7,368 9,538 3,664 – 24,816
Sale of currencies 4,281 7,098 9,492 3,574 – 24,445
Other, including commodity swap, commodity forward and futures 980 3,067 3,367 466 – 7,880
Purchase 494 1,591 1,636 234 – 3,955
Sale 486 1,476 1,731 232 – 3,925
Total 74,442 81,679 219,008 268,491 44,897 688,517
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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
Options 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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