II. Government recapitalization bonds (continued)
9. DERIVATIVES RECEIVABLE AND PAYABLE (continued)
a. Berdasarkan jenis, mata uang dan pihak berelasi (lanjutan)
a. By type, currency and related party (continued)
30 Juni/June 30, 2012 (Tidak Diaudit/Unaudited)
Nilai notional
(kontrak) (ekuivalen
dengan Rp)/
Notional amount Tagihan Liabilitas
(contract) derivatif/ derivatif/
(equivalent Derivatives Derivatives
to Rp) receivable payable
Terkait dengan kontrak Related to exchange rate
nilai tukar contracts
Pihak ketiga Third parties
Forward Forward
Dolar Amerika Serikat 530.816 4.108 5.144 United States Dollar
Mata uang asing lainnya 241.239 1.167 915 Other foreign currencies
Swap Swap
Dolar Amerika Serikat 5.815.836 49.672 20.718 United States Dollar
Mata uang asing lainnya 811.325 3.687 1.806 Other foreign currencies
7.399.216 58.634 28.583
Terkait dengan suku bunga Related to interest rate
Pihak berelasi (Catatan 41) Related parties (Note 41)
Swap Swap
Dolar Amerika Serikat 2.181.371 - 26.645 United States Dollar
Pihak ketiga Third parties
Swap Swap
Dolar Amerika Serikat 2.181.371 71.567 - United States Dollar
Mata uang asing lainnya 149.999 5.743 - Other foreign currencies
2.331.370 77.310 -
Terkait dengan kontrak Related to exchange rate
nilai tukar dan suku bunga contracts and interest rate
Pihak ketiga Third parties
Swap Swap
Mata uang asing lainnya 2.161.532 94.641 79.223 Other foreign currencies
Jumlah 14.073.489 230.585 134.451 Total
kecuali dinyatakan lain) unless otherwise stated)
9. TAGIHAN DAN LIABILITAS DERIVATIF (lanjutan)
9. DERIVATIVES RECEIVABLE AND PAYABLE (continued)
a. Berdasarkan jenis, mata uang dan pihak berelasi (lanjutan)
a. By type, currency and related party (continued)
31 Desember/December 31, 2011 (Diaudit/Audited)
Nilai notional
(kontrak) (ekuivalen
dengan Rp)/
Notional amount Tagihan Liabilitas
(contract) derivatif/ derivatif/
(equivalent Derivatives Derivatives
to Rp) receivable payable
Terkait dengan kontrak Related to exchange rate
nilai tukar contracts
Pihak ketiga Third parties
Forward Forward
Dolar Amerika Serikat 1.078.126 5.775 6.892 United States Dollar
Mata uang asing lainnya 234.508 3.020 6 Other foreign currencies
Swap Swap
Dolar Amerika Serikat 4.358.113 34.531 18.059 United States Dollar
Mata uang asing lainnya 209.747 240 1.973 Other foreign currencies
5.880.494 43.566 26.930
Terkait dengan suku bunga Related to interest rate
Pihak berelasi (Catatan 41) Related parties (Note 41)
Swap Swap
Dolar Amerika Serikat 771.599 769 1.806 United States Dollar
Pihak ketiga Third parties
Swap Swap
Dolar Amerika Serikat 771.599 14.095 - United States Dollar
Mata uang asing lainnya 170.000 5.282 - Other foreign currencies
941.599 19.377 -
Terkait dengan kontrak Related to exchange rate
nilai tukar dan suku bunga contracts and interest rate
Pihak ketiga Third parties
Swap Swap
Dolar Amerika Serikat 952.088 - 57.765 United States Dollar
Mata uang asing lainnya 1.137.390 48.712 - Other foreign currencies
2.089.478 48.712 57.765
Jumlah 9.683.170 112.424 86.501 Total
Informasi mengenai jatuh tempo diungkapkan pada Catatan 52.
Information on maturities is disclosed in Note 52.
9. TAGIHAN DAN LIABILITAS DERIVATIF (lanjutan)
9. DERIVATIVES RECEIVABLE AND PAYABLE (continued)
a. Berdasarkan jenis, mata uang dan pihak berelasi (lanjutan)
a. By type, currency and related party (continued)
Pada tanggal 30 Juni 2012, Bank memiliki transaksi kontrak valuta berjangka pertukaran mata uang asing dan suku bunga dengan beberapa bank asing dan debitur untuk pengelolaan likuiditas dan menghadapi risiko perubahan suku bunga atas aset dan liabilitas Bank. Berdasarkan perjanjian ini, Bank wajib membayar pokok pinjaman beserta bunga dengan suku bunga mengambang atau tetap.
Bunga dibayarkan dalam mata uang Rupiah dan USD setiap satu atau tiga bulan sampai dengan tanggal jatuh tempo. Transaksi kontrak valuta berjangka pertukaran mata uang asing dan suku bunga tersebut akan jatuh tempo dari tanggal 23 September 2013 sampai dengan 20 Juni 2016.
As of June 30, 2012, the Bank has outstanding cross currency swap transaction with several foreign banks and debtors for liquidity management and to cover the interest rate fluctuation as part of asset and liabilities management of the Bank. Based on the agreement, the Bank should pay principal and variable or fixed interest rate. The interest is paid in Rupiah and USD currencies on a monthly or quarterly basis until maturity date. The cross currency swap transactions will mature from September 23, 2013 until June 20, 2016.
Pada tanggal 30 Juni 2012, Bank memiliki transaksi kontrak pertukaran suku bunga dengan beberapa bank asing tertentu untuk pengelolaan risiko perubahan suku bunga atas aset dan liabilitas Bank. Berdasarkan perjanjian ini, Bank wajib membayar bunga mengambang setiap tiga bulan hingga
tanggal jatuh tempo yang berkisar 18 Februari 2013 hingga 2 Januari 2017.
As of June 30, 2012, the Bank has outstanding interest rate swap transaction with several banks for liquidity management and to cover the interest rate fluctuation as part of asset and liabilities management of the Bank. Based on the agreement, the Bank should pay variable interest rate on quarterly basis until maturity date on February 18, 2013 until January 2, 2017.
b. Berdasarkan jatuh tempo dan kolektibilitas b. By maturity and collectibility Per 30 Juni 2012 dan 31 Desember 2011
jangka waktu kontrak forward mata uang asing masing-masing adalah antara 9 - 371 dan 4 - 371 hari, jangka waktu kontrak swap mata uang asing masing-masing adalah antara 3 - 1.840 dan 4 - 1.840 hari.
As of June 30, 2012 and December 31, 2011, the tenure of the forward foreign currency contracts were between 9 - 371 and 4 - 371 days, foreign currency swaps were between 3 - 1,840 and 4 - 1,840 days.
Kolektibilitas tagihan derivatif pada tanggal 30 Juni 2012 dan 31 Desember 2011 adalah lancar.
The collectibility of derivatives receivable as of June 30, 2012 and December 31, 2011 was current.
kecuali dinyatakan lain) unless otherwise stated)
9. TAGIHAN DAN LIABILITAS DERIVATIF (lanjutan)
9. DERIVATIVES RECEIVABLE AND PAYABLE (continued)
c. Suku bunga kontraktual c. Contractual interest rate Suku bunga kontraktual untuk tahun yang berakhir
pada tanggal 30 Juni 2012 dan 31 Desember 2011 untuk transaksi swap suku bunga dan swap mata uang dan suku bunga adalah sebagai berikut:
Contractual effective interest rate per annum for the years ended June 30, 2012 and December 31, 2011 for interest rate swap and cross currency rate swap deals were as follows:
30 Juni/ 31 Desember/
June 30, December 31,
2012 2011
(Tidak Diaudit/ (Diaudit/
Unaudited) Audited)
Swap Suku Bunga Interest rate Swap
Rupiah Rupiah
Yang akan dibayar To be paid
Suku bunga mengambang 1M BIMTD - 3M BIMTD 1M SBI 1M - 3M SBI Variable rate
Yang akan diterima To be received
Suku bunga tetap 7,60% - 8,10% 7,30% - 8,10% Fixed rate
Mata uang asing Foreign currencies
Yang akan dibayar To be paid
Suku bunga mengambang 1M Libor+575 - 3M Libor+675 1M Libor+575 - 1M Libor+675 Variable rate
Suku bunga tetap 6,77% - 7,79% 6,77% - 7,79% Fixed rate
Yang akan diterima To be received
Suku bunga mengambang 1M Libor+575 - 3M Libor+675 1M Libor+575 - 1M Libor+675 Variable rate
Suku bunga tetap 7,10% - 8,60% 7,10% - 8,60% Fixed rate
Swap Suku Bunga dan mata uang Cross currency rate Swap
Rupiah Rupiah
Yang akan dibayar To be paid
Suku bunga tetap 6,67% - 11,33% 6,81% - 11,33% Fixed rate
Yang akan diterima To be received
Suku bunga tetap 6,81% - 12,10% 6,81-12,10% Fixed rate
Mata uang asing Foreign currencies
Yang akan dibayar To be paid
Suku bunga mengambang 1M Libor+165 - 3M Libor+465 1M Libor+465 - 3M Libor+180 Variable rate
Yang akan diterima To be received
Suku bunga mengambang 1M Libor+465 - 3M Libor+465 1M Libor+465 - 3M Libor+180 Variable rate
Suku bunga tetap 5,10% - 7,00% 5,10% Fixed rate
Pertukaran tingkat suku bunga dan mata uang dilakukan setiap bulanan dan kuartalan.
The interest rate and currency exchanges are exercised on a monthly and quarterly.
Jangka waktu kontrak swap suku bunga berkisar antara 2 - 5 tahun. Pada tanggal 30 Juni 2012, sisa jangka waktu kontrak dari swap suku bunga dan swap suku bunga dan mata uang berkisar antara 6 bulan sampai 5 tahun.
The contract period of interest rate swaps ranged between 2 - 5 years. As at June 30, 2012, the remaining contract period of interest rate swaps and cross currency rate swap ranged between 6 months until 5 years.