Current derivative financial liabilities options used for hedging

NameCurrentDerivativeFinancialLiabilitiesOptionsUsedForHedging
Namespacehttp://xbrl.ssm.com.my/taxonomy/2017-12-31/ssmt-mfrs-cor
Prefixssmt-mfrs
Data typexbrli:monetaryItemType
Period typeinstant
Substitution Groupxbrli:item
Balancecredit
NillableTrue
AbstractFalse

Labels

TextLangRoleContainer role
Current derivative financial liabilities options used for hedgingenhttp://www.xbrl.org/2003/role/labelhttp://www.xbrl.org/2003/role/link
Report the value, as at the reporting date, the aggregate current portion of rights to buy or sell derivative instruments at a specified price within a set time used for hedging.enhttp://xbrl.ssm.com.my/role/ssm/rol_ssmt-mfrs-cor_2017-12-31/ReportingDocumentationhttp://www.xbrl.org/2003/role/link
Optionsenhttp://xbrl.ssm.com.my/role/ssm/fs/mfrs/lab_rol_ssmt-fs-mfrs_2017-12-31/ReportingLabelhttp://www.xbrl.org/2003/role/link
Report the value, as at the reporting date, the aggregate of current portion of option contracts. Option contract is an agreement between two parties to facilitate a potential transaction on the underlying security at a preset price, referred to as the strike price, prior to the expiration date. The two types of contracts are put and call options, which can be purchased to speculate on the direction of stocks or stock indices, or sold to generate income.enhttp://xbrl.ssm.com.my/role/ssm/fs/mfrs/lab_rol_ssmt-fs-mfrs_2017-12-31/ReportingDocumentationhttp://www.xbrl.org/2003/role/link

References

NameValueRole
NameMFRShttp://www.xbrl.org/2009/role/commonPracticeRef
Section101.78http://www.xbrl.org/2009/role/commonPracticeRef
NameMFRShttp://www.xbrl.org/2009/role/commonPracticeRef
Section101.77http://www.xbrl.org/2009/role/commonPracticeRef
NameMFRShttp://www.xbrl.org/2009/role/commonPracticeRef
Section7.8http://www.xbrl.org/2009/role/commonPracticeRef
Subsectionahttp://www.xbrl.org/2009/role/commonPracticeRef