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ANNUAL REPORT FY13/14 187
NOTESTOTHE FINANCIAL STATEMENTS
Year ended 31 March 2014
31 FINANCIAL RISK MANAGEMENT (continued)
The following are the expected contractual undiscounted cash outfows of fnancial liabilities, including estimated interest payments and
excluding the impact of netting arrangements:
------------------ Cash fows ---------------
Carrying
amount
Total
contractual
cash fows
Within
1 year
After 1 year
but within
5 years
After
5 years
$’000 $’000 $’000 $’000 $’000
Group
2014
Non-derivative fnancial liabilities
Loans and borrowings 1,835,865 2,167,528 637,562 1,062,682 467,284
Collateral loan 341,091 304,037 304,037 – –
Trade and other payables (1) 102,601 102,601 102,601 – –
Security deposits 85,962 91,622 28,812 53,593 9,217
2,365,519 2,665,788 1,073,012 1,116,275 476,501
Derivative fnancial liabilities
Interest rate swaps designated as cash fow hedges
(net-settled) 8,548 9,365 7,085 2,280 –
Other interest rate swaps (net-settled) 26,680 29,437 7,867 12,150 9,420
Cross currency swaps (net-settled) 57,615 62,313 4,305 46,858 11,150
92,843 101,115 19,257 61,288 20,570
2,458,362 2,766,903 1,092,269 1,177,563 497,071
2013
Non-derivative fnancial liabilities
Loans and borrowings 1,619,548 1,842,506 264,759 1,169,462 408,285
Collateral loan 359,517 308,837 4,800 304,037 –
Trade and other payables (1) 111,710 111,710 111,710 – –
Security deposits 74,284 80,377 75,385 4,456 536
2,165,059 2,343,430 456,654 1,477,955 408,821
Derivative fnancial liabilities
Interest rate swaps designated as cash fow hedges
(net-settled) 30,255 32,283 14,266 18,410 (393)
Other interest rate swaps (net-settled) 33,362 34,908 11,382 24,468 (942)
Cross currency swaps (net-settled) 43,147 47,080 2,915 29,614 14,551
106,764 114,271 28,563 72,492 13,216
2,271,823 2,457,701 485,217 1,550,447 422,037
(1) Excludes rental received in advance.