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PART III: FINANCIAL HIGHLIGHTS AND RISK MANAGEMENT
CONVENIENCE TRANSLATION OF PUBLICLY ANNOUNCED CONSOLIDATED FINANCIAL STATEMENTS ORIGINALLY ISSUED IN TURKISH, SEE IN NOTE I. OF SECTION THREE
TÜRKİYE VAKIFLAR BANKASI TÜRK ANONİM ORTAKLIĞI AND
ITS FINANCIAL SUBSIDIARIES
NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS AS AT AND
FOR THE YEAR ENDED 31 DECEMBER 2015
(Amounts expressed in thousands of Turkish Lira (“TL”) unless otherwise stated.)
31 December 2015
Up to 1 Month
1-3 Months
3-12 Months
1-5 Years
5 Years and Over
Total
Currency swaps:
Purchase
10,038,294
3,520,445
242,757
-
-
13,801,496
Sale
4,394,944
3,535,470
251,525
-
-
8,181,939
Currency forwards:
Purchase
21,330
60,137
107,684
45,556
-
234,707
Sale
21,304
60,054
107,359
45,336
-
234,053
Cross currency interest rate swaps:
Purchase
-
-
186,709 2,732,075
-
2,918,784
Sale
-
-
120,583 2,236,276
-
2,356,859
Interest rate swaps:
Purchase
-
-
218,250 2,763,121
3,675,508
6,656,879
Sale
-
-
218,250 2,763,121
3,675,508
6,656,879
Options:
Purchase
229,308
13,086
8,586
-
-
250,980
Sale
239,124
13,526
9,900
-
-
262,550
Other trading derivatives:
Purchase
-
-
625,650
-
1,247,145
1,872,795
Sale
5,597,158
-
611,602
-
873,000
7,081,760
Total purchases
10,288,932
3,593,668
1,389,636 5,540,752
4,922,653
25,735,641
Total sales
10,252,530
3,609,050
1,319,219 5,044,733
4,548,508
24,774,040
Total
20,541,462
7,202,718
2,708,855 10,585,485
9,471,161
50,509,681
