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Average fixed interest rate related to the group of interest rate derivatives.

No definition available.

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Floor rate on an interest rate derivative such as an interest rate floor or collar. If market rates falls below the floor rate, a payment or receipt is triggered on the contract.

No definition available.

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Nominal or face amount used to calculate payment on derivative.

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Number of interest rate derivative instruments held by the entity at the reporting date.

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Amount, before tax and reclassification, of gain (loss) from derivative instrument designated and qualifying cash flow hedge included in assessment of hedge effectiveness.

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The cash inflow for a financial contract that meets the hedge criteria as either a cash flow hedge, fair value hedge, or hedge of a net investment in a foreign operation.

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