Interim Report 2020

96 Sunny Optical Technology (Group) Company Limited • INTERIM REPORT 2020 FOR THE SIX MONTHS ENDED 30 JUNE 2020 截至二零二零年六月三十日止六個月 Notes to the Condensed Consolidated Financial Statements 簡明綜合財務報表附註 Financial assets Fair value as at Fair value hierarchy Valuation technique and key inputs 金融資產 於以下日期的公允值 公允值等級 估值法及主要輸入數據 30 June 2020 (unaudited) 31 December 2019 (audited) 二零二零年 六月三十日 （未經審核） 二零一九年 十二月三十一日 （經審核） Financial assets at fair value through profit or loss Unlisted financial products: RMB5,321,134,000 Unlisted financial products: RMB5,289,170,000 Level 2 Discounted cash flows Key inputs are: (1) expected yields of debt instruments invested by banks (2) a discount rate that reflects the credit risk of the banks 按公允值計入損益的金融資產 非上市金融產品： 人民幣 5,321,134,000 元 非上市金融產品： 人民幣 5,289,170,000 元 第二級 貼現現金流量 主要輸入數據為： (1) 銀行投資債務工具的預期收益 (2) 反映銀行信貸風險的貼現率 Foreign currency options contracts classified as derivatives financial assets and liabilities Current derivative financial assets: RMB13,365,000 Current derivative financial liabilities: RMB14,433,000 Current derivative financial assets: RMB4,607,000 Current derivative financial liabilities: RMB1,430,000 Level 3 Black-scholes model Key unobservable input: Volatility of the foreign exchange rate (Note a) 分類為衍生金融資產及負債的外匯期 權合約 流動衍生金融資產： 人民幣 13,365,000 元 流動衍生金融負債： 人民幣 14,433,000 元 流動衍生金融資產： 人民幣 4,607,000 元 流動衍生金融負債： 人民幣 1,430,000 元 第三級 柏力克－舒爾斯模式 主要不可觀察輸入數據： 匯率波動（附註 a ） 32.FAIR VALUE MEASUREMENT (Continued) 32. 公允值計量（續）