― 78
21. Financial risk management continued 21.3 Liquidity risk
TOTAL CONTRACTUAL CASH FLOWS $M
PAYABLE > 5 YEARS $M
PAYABLE 2 – 5 YEARS $M
PAYABLE 1 – 2 YEARS $M
PAYABLE < 1 YEAR $M
Contractual cash flows maturity profile 2020 Non–derivative financial liabilities Trade payables
155.2
–
–
–
155.2
10.9
9.9 7.8
16.8 15.0
1.8
39.4 48.3
Contract liabilities
9.8
15.7
Lease liabilities
96.3
90.5
167.0 775.2
214.6
568.4
Borrowings: interest Borrowings: principal
499.1
507.7
1,239.5
3,021.5
Derivative financial (assets)/liabilities Cross currency swaps: inflow
(55.8)
(253.8)
(399.1)
(1,454.1) 1,448.5
(2,162.8) 2,007.8
35.7
182.6
341.0
Cross currency swaps: outflow
(33.1)
(2.3)
– –
– –
(35.4)
Forward exchange contracts: inflow Forward exchange contracts: outflow
33.0
2.4
35.4
Net settled derivatives Interest rate swaps
33.8
24.0
47.6
9.3
114.7
Group contractual cash flows
784.9
568.8
963.5
1,475.3 3,792.5
TOTAL CONTRACTUAL CASH FLOWS $M
PAYABLE > 5 YEARS $M
PAYABLE 2 – 5 YEARS $M
PAYABLE 1 – 2 YEARS $M
PAYABLE < 1 YEAR $M
Contractual cash flows maturity profile 2019 Non–derivative financial liabilities Trade payables
154.6
–
–
–
154.6
Contract liabilities
9.7 9.0
9.6 6.9
19.0 16.3
2.2
40.5 51.9
Lease liabilities
19.7 74.4
Borrowings: interest Borrowings: principal
89.4
74.8
147.0
385.6
685.2
350.0
1,011.6
696.5
2,743.3
Derivative financial (assets)/liabilities Cross currency swaps: inflow
(332.3)
(33.8)
(532.0)
(512.2)
(1,410.3) 1,294.2
Cross currency swaps: outflow
326.1
25.8
458.1
484.2
Forward exchange contracts: inflow Forward exchange contracts: outflow
(13.0)
– –
– –
– –
(13.0)
13.1
13.1
Net settled derivatives Interest rate swaps
29.7
22.6
28.8
6.2
87.3
Group contractual cash flows
971.5
455.9
1,148.8
771.0
3,347.2
THE INTERPLAY OF TODAY AND TOMORROW
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