Page 309 - Tata_Chemicals_yearly-reports-2019-20

Integrated report Statutory reportS Financial StatementS
Consolidated

the following table provides the fair value measurement hierarchy of the group’s financial assets and liabilities that are measured at fair
value or where fair value disclosure is required.
` in crore
As at March 31, 2020
Fair value measurement using
Total Quoted prices in Significant Significant
active markets observable unobservable
(Level 1) inputs (Level 2) inputs (Level 3)
Assets measured at fair value:
Derivative financial assets
Cross currency interest rate swaps - - - -
Commodity swaps 1.90 - 1.90 -
Interest rate swaps - - - -
Forward contracts 11.44 - 11.44 -
option contracts - - - -
FVTOCI financial investments
Quoted equity instruments 1,502.68 1,502.68 - -
unquoted equity instruments 410.79 - - 410.79
FVTPL financial investments
Investment in mutual funds 1,601.02 - 1,601.02 -
Liabilities measured at fair value:
Derivative financial liabilities
Forward contracts 4.06 - 4.06 -
Interest rate swaps 96.84 - 96.84 -
Commodity swaps 193.68 - 193.68 -
there have been no transfers between levels during the period.
` in crore
As at March 31, 2019
Fair value measurement using
Total Quoted prices in Significant Significant
active markets observable unobservable
(Level 1) inputs (Level 2) inputs (Level 3)
Assets measured at fair value:
Derivative financial assets
Cross currency interest rate swaps 39.56 - 39.56 -
Commodity swaps 7.32 - 7.32 -
Interest rate swaps 3.90 - 3.90 -
Forward contracts 5.56 - 5.56 -
option contracts 0.20 - 0.20 -
FVTOCI financial investments
Quoted equity instruments 2,005.87 2,005.87 - -
unquoted equity instruments 486.50 - - 486.50
FVTPL financial investments
Investment in mutual funds 2,252.34 - 2,252.34 -
Liabilities measured at fair value:
Derivative financial liabilities
Forward contracts 6.07 - 6.07 -
Interest rate swaps 23.09 - 23.09 -
Commodity swaps 38.73 - 38.73 -
Liabilities for which fair values are disclosed :
Borrowings
unsecured non-convertible debentures 250.67 250.67 - -
there have been no transfers between levels during the period.

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