Page 290 - Tata_Chemicals_yearly-reports-2020-2021

Integrated Annual Report 2020-21

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, 2021
Fair value measurement using
Quoted prices in Significant Significant
Total active markets observable unobservable
(Level 1) inputs (Level 2) inputs (Level 3)
Assets measured at fair value:
Derivative financial assets
Commodity swaps 54.63 - 54.63 -
Forward contracts 7.20 - 7.20 -
FVTOCI financial investments
Quoted equity instruments 2,634.31 2,634.31 - -
Unquoted equity instruments 516.13 - - 516.13
FVTPL financial investments
Investment in mutual funds 1,563.49 - 1,563.49 -
Quoted debentures 150.00 150.00 -
Liabilities measured at fair value:
Derivative financial liabilities
Forward contracts 2.42 - 2.42 -
Interest rate swaps 62.81 - 62.81 -
Commodity swaps 1.65 - 1.65 -
There have been no transfers between levels during the period.
` in crore
As at March 31, 2020
Fair value measurement using
Quoted prices in Significant Significant
Total 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 -
Forward contracts 11.44 - 11.44 -
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 -

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