Bank Islam Integrated Annual Report 2020

6. DERIVATIVE FINANCIAL ASSETS/(LIABILITIES) (CONTINUED) 2019 Notional amount RM’000 Fair value Group and Bank Assets RM’000 Liabilities RM’000 Forward contracts 6,255,520 31,626 (35,927) Profit rate swaps 147,098 1,700 (819) 6,402,618 33,326 (36,746) 7. FINANCIAL ASSETS AT FAIR VALUE THROUGH OTHER COMPREHENSIVE INCOME (“FVOCI”) Group Bank 2020 RM’000 2019 RM’000 2020 RM’000 2019 RM’000 Financial assets at FVOCI: (a) Debt instrument* 12,494,040 12,099,681 12,494,040 12,099,681 (b) Equity instrument 63,951 46,959 64,689 47,697 12,557,991 12,146,640 12,558,729 12,147,378 * Included in debt instruments are investment made in Malaysian Government Securities (“MGS”) and Malaysian Government Investment Issues (“MGII”) amounting to RM600,000,000 (2019: RM Nil) as part of the Bank’s Statutory Reserves Requirements (“SRR”) compliance. (a) Debt instrument at FVOCI Group and Bank 2020 RM’000 2019 RM’000 Money market instruments Malaysian Government Investment Issues 2,919,864 2,253,390 Corporate Sukuk 9,314,815 9,615,420 Islamic Commercial Papers 259,361 230,871 12,494,040 12,099,681 BANK ISLAM MALAYS IA BERHAD INTEGRATED ANNUAL REPORT 2020 223