PT BANK MANDIRI PERSERO TBK. AND SUBSIDIARIES NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS
Years Ended December 31, 2005 and 2004 Expressed in millions of Rupiah, unless otherwise stated
44
9. SECURITIES PURCHASED WITH AGREEMENTS TO RESELL
a. A summary of securities purchased with agreements to resell 2005
Counterparty Securities Commencement
Date Maturity Date
Resell Value
Unamortized Deferred Interest
Income Net Value
Rupiah PT Henan Putih Rai
ENRG shares 10202005
01182006 104,750
950 103,800
PT Danatama Makmur ENRG shares
10282005 01262006
104,750 1,372
103,378 PT Henan Putih Rai
BUMI shares 1222005
03022006 52,375
1,610 50,765
PT Danatama Makmur BUMI shares
1222005 03022006
52,375 1,610
50,765 PT Investindo
Bonds FR25 12132005
01132006 8,387
52 8,335
Total Rupiah 322,637 5,594
317,043
2004
Counterparty Securities Commencement
Date Maturity Date
Resell Value
Unamortized Deferred Interest
Income Net Value
Rupiah PT Bank Mega
Bonds 12242004
01242005 483,472
3,472 480,000
PT Satya Mulia Gemilang Shares
11302004 05302005
134,973 9,917
125,056 PT Agung Ometraco Muda
Shares 1020,212004
0420,212005 107,836
4,758 103,078
Total 726,281
18,147 708,134
Less:Allowance for possible losses 4,800
Total Rupiah 703,334
b. Movements of Allowance for securities purchased with agreements to resell:
2005 2004
Balance at beginning of year 4,800
- Reversalprovision during the year Note 37
4,800 4,800
Balance at end of year -
4,800
Management believes that the allowance for securities purchased with agreements to resell is adequate.
10. DERIVATIVE RECEIVABLES AND PAYABLES
As of December 31, 2005, a summary of derivative transactions is as follows:
Notional Amount Fair Value
Derivative Derivative
Transactions Contract
Note 2k
Receivables Payables
Third parties
Foreign Exchange Related 1. Forward-buy
US Dollar
622,074 605,772
1,655 17,957
Others 77,300
76,054 -
1,246 2. Forward-sell
US Dollar
426,077 425,276
835 34
Others 59,919
59,401 594
76 3. Swap-buy
US Dollar
2,666,750 2,644,010 1,239
23,979
PT BANK MANDIRI PERSERO TBK. AND SUBSIDIARIES NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS
Years Ended December 31, 2005 and 2004 Expressed in millions of Rupiah, unless otherwise stated
45
10. DERIVATIVE RECEIVABLES AND PAYABLES continued
Notional Amount Fair Value
Derivative Derivative
Transactions Contract
Note 2k
Receivables Payables
4. Swap - sell US
Dolar 4,869,156 4,601,502 312,921
45,267 Others
150,000 149,620
- 380
Interest Rate Related 1. Swap - interest rate
US Dolar
- 97,533
Other 1,442
2,740 2. Forward Rate Agreement
US Dolar
- 334
Total 318,686
189,546 Less: Allowance for possible losses
3,443 -
315,243 189,546
Interest Rate Swaps On April 17, 2003 Bank Mandiri entered into interest rate swap agreements with counterparty banks with
nominal values amounting to US125,000,000 full amount and US175,000,000 full amount, respectively. The underlying transaction is the Bank’s US300,000,000 full amount fixed interest rate
Medium-Term Note MTN issued in April 2003 Note 24. Under this transaction, the Bank receives semi- annual fixed interest at the rate of 7.00 per annum and pays semi-annual floating interest at the rate of
six-month Libor + 3.37 per annum until the maturity of the Note on April 22, 2008. The six-month Libor interest is stated in arrears. These transactions qualify as hedging for accounting purposes.
The background and purpose of the issuance of the hedging instruments are related to interest rate risk management, whereby the Bank’s positive foreign currency interest rate gap position is exposed to
downward trends in interest rates in the following five years. The Bank decided to convert its MTN’s fixed interest rate into floating interest rates in order to mitigate the risks of a decrease in net interest margin.
The Bank uses the Discounted Cash Flows approach to calculate the fair value of the hedging instruments, while the short-cut method is used to determine their hedging effectiveness. As of December
31, 2005 and 2004, losses amounting to Rp86,039 and Rp24,215 as a result of the hedging fair value calculation have been offset against the gains from decrease of the MTNs, a hedged item, based on the
fair value calculation Note 24.
Bank Mandiri entered into an interest rate swap agreement with nominal amount of US125,000,000 full amount with counterparty bank in August 2002. The underlying transaction is the Bank’s
US125,000,000 full amount fixed interest rate Subordinated Note issued in 2002 Note 29. Under the transaction, the Bank receives semi-annual fixed interest at the rate of 10.625 per annum and pays
semi-annual floating interest at the rate of six-month LIBOR + 6.19 per annum for a 5-year period. The six-month Libor interest is stated in arrears. While the transaction is for the purpose of hedging the fixed
rate coupon payments of the Subordinated Note with floating coupon payments, it does not qualify as a hedging transaction for accounting purposes.
Cross Currency Swaps Bank Mandiri has entered into cross currency swap contracts, which are associated with the securities
sale and repurchase agreements with several counterparty banks. The contract were initiated when Bank Mandiri sold its Government Recapitalization Bonds to the counterparty banks and received Rupiah funds.
These funds were used to settle the spot leg of the cross currency swaps and Bank Mandiri will then receive US Dollar funds. On the settlement date, the Bank will receive Rupiah funds and pay US Dollar
funds to the counterparty banks. Bank Mandiri is then obliged to use the Rupiah funds to repurchase the Government Recapitalization Bonds it previously sold to counterparty banks Notes 7 and 22.