XML 376 R196.htm IDEA: XBRL DOCUMENT v3.21.2
Financial risk management and financial instruments - Significant Derivatives Sensitivity Analysis (Details)
R in Millions
12 Months Ended
Jun. 30, 2021
ZAR (R)
R / $
$ / bbl
$ / gal
Jun. 30, 2020
ZAR (R)
R / $
$ / gal
$ / bbl
Volatility    
Financial risk management and financial instruments    
Increase in significant input variable (as a percent) 2.00% 2.00%
Decrease in significant input variable (as a percent) (2.00%) (2.00%)
Ethane price    
Financial risk management and financial instruments    
Increase in price or rate assumption | $ / gal 2 2
Decrease in price or rate assumption | $ / gal (2) (2)
Crude oil price    
Financial risk management and financial instruments    
Increase in price or rate assumption | $ / bbl 2 2
Decrease in price or rate assumption | $ / bbl (2) (2)
USD/ZAR spot price    
Financial risk management and financial instruments    
Increase in price or rate assumption | R / $ 1 1
Decrease in price or rate assumption | R / $ (1) (1)
USD Libor curve    
Financial risk management and financial instruments    
Decrease in significant input variable (as a percent) (0.50%) (0.50%)
USD Swap curve    
Financial risk management and financial instruments    
Increase in significant input variable (as a percent) 0.10% 0.10%
Decrease in significant input variable (as a percent) (0.10%) (0.10%)
Rand Swap curve    
Financial risk management and financial instruments    
Increase in significant input variable (as a percent) 1.00% 1.00%
Decrease in significant input variable (as a percent) (1.00%) (1.00%)
Crude oil swap options | Crude oil price    
Financial risk management and financial instruments    
Impact on fair value from increase in significant input variable R (385)  
Impact on fair value from decrease in significant input variable 385  
Crude oil put options | Crude oil price    
Financial risk management and financial instruments    
Impact on fair value from increase in significant input variable   R (45)
Impact on fair value from decrease in significant input variable   55
Ethane swap options | Ethane price    
Financial risk management and financial instruments    
Impact on fair value from increase in significant input variable 14 329
Impact on fair value from decrease in significant input variable (14) (329)
Foreign exchange zero cost collars | Volatility    
Financial risk management and financial instruments    
Impact on fair value from increase in significant input variable 86 (196)
Impact on fair value from decrease in significant input variable (86) 209
Foreign exchange zero cost collars | USD/ZAR spot price    
Financial risk management and financial instruments    
Impact on fair value from increase in significant input variable (1,702) (2,504)
Impact on fair value from decrease in significant input variable R 1,702 2,172
Minimum weakening of exchange rate for fair value impact | R / $ 3.24  
Gain (loss) for derivatives settled at spot price between cap and floor R 0  
Derivative cap | R / $ 17.52  
Crude oil zero cost collar | Volatility    
Financial risk management and financial instruments    
Impact on fair value from increase in significant input variable R (29) (12)
Impact on fair value from decrease in significant input variable 29 14
Crude oil zero cost collar | Crude oil price    
Financial risk management and financial instruments    
Impact on fair value from increase in significant input variable (382) (81)
Impact on fair value from decrease in significant input variable 382 72
Interest rate swap | USD Libor curve    
Financial risk management and financial instruments    
Impact on fair value from decrease in significant input variable 559 811
Oxygen supply contract embedded derivative | USD/ZAR spot price    
Financial risk management and financial instruments    
Impact on fair value from increase in significant input variable (601) (506)
Impact on fair value from decrease in significant input variable 601 506
Oxygen supply contract embedded derivative | USD Swap curve    
Financial risk management and financial instruments    
Impact on fair value from increase in significant input variable 98 117
Impact on fair value from decrease in significant input variable (99) (120)
Oxygen supply contract embedded derivative | Rand Swap curve    
Financial risk management and financial instruments    
Impact on fair value from increase in significant input variable (825) (724)
Impact on fair value from decrease in significant input variable R 955 R 860