Notes to the financial statements Year ended 31 December 2024 7. FINANCIAL DERIVATIVES (continued) The following are the contractual maturities of financial derivative assets and liabilities, including estimated interest payments: Carrying amount Contractual cash flow Within 1 year Within 2 to 5 years $’000 $’000 $’000 $’000 Group and Trust Financial derivative assets 2024 Forwards 267 – Outflow (50,954) (50,954) – – Inflow 51,221 51,221 – Interest rate swaps 7,554 9,584 6,869 2,715 7,821 9,851 7,136 2,715 2023 Forwards 570 – Outflow (30,230) (25,249) (4,981) – Inflow 30,800 25,800 5,000 Interest rate swaps 19,657 23,833 16,039 7,794 20,227 24,403 16,590 7,813 Financial derivative liabilities 2024 Cross currency interest rate swaps (8,632) – Outflow (200,527) (24) (200,503) – Inflow 191,906 890 191,016 Forwards (100) – Outflow (30,100) (30,100) – – Inflow 30,000 30,000 – Interest rate swaps (2,731) (2,725) (1,402) (1,323) (11,463) (11,446) (636) (10,810) 2023 Cross currency interest rate swaps (1,362) – Outflow (52,266) – (52,266) – Inflow 50,794 349 50,445 Interest rate swaps (3,987) (4,150) 435 (4,585) (5,349) (5,622) 784 (6,406) As at reporting date, it is not expected that the cash flows included in the maturity analysis could occur significantly earlier, or at significantly different amounts. The table also indicates the periods in which the cash flows associated with derivatives that are expected to occur and impact the statement of total return and Unitholders’ funds. 125 Annual Report 2024
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