ADT 2001 Annual Report Download - page 41

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39
The following tables provide information regarding Tyco Capital’s financial instruments which are sensitive to interest rates
and foreign currency exchange rates, and is based upon the contractual rates of Tyco Capital’s financial instruments at September
30, 2001. The amounts included in the table below are in U.S. dollars.
INTEREST RATE SENSITIVITY
FISCAL FISCAL FISCAL FISCAL FISCAL
($ IN MILLIONS) 2002 2003 2004 2005 2006 THEREAFTER TOTAL
DEBT
Fixed rate (US$) 2,340.6 2,641.9 4,266.3 3,898.8 1,145.3 1,614.9 15,907.8
Average interest rate 6.46% 6.95% 6.33% 7.12% 6.45% 7.82% 6.79%
Fixed rate (Canadian Dollar) 115.8 157.1 45.4 1.9 2.1 92.3 414.6
Average interest rate 6.47% 6.63% 6.96% 11.03% 11.20% 7.28% 6.81%
Fixed rate (Euro) 692.9 692.9
Average interest rate 5.50% 5.50%
Fixed rate (Yen) 90.0 80.2 28.4 198.6
Average interest rate 4.95% 4.41% 3.25% 4.44%
Variable rate (US$) 5,725.0 3,889.6 9,614.6
Average interest rate 3.47% 3.89% 3.64%
Commercial Paper (US$) 8,515.1 8,515.1
Average interest rate 3.32% 3.32%
Commercial Paper (Canadian Dollar) 136.9 136.9
Average interest rate 4.08% 4.08%
Commercial Paper (Australian Dollar) 217.2 217.2
Average interest rate 4.99% 4.99%
INTEREST RATE SWAPS
Variable to fixed (US$) 2,035.0 1,590.5 384.8 215.1 103.7 859.2 5,188.3
Average pay rate 6.35% 6.52% 5.73% 5.23% 5.18% 5.67% 6.17%
Average receive rate 3.03% 3.09% 3.28% 2.92% 2.95% 3.02% 3.06%
Fixed to variable (US$) 20.0 429.4 313.5 257.8 200.0 1,220.7
Average pay rate 3.47% 3.40% 5.04% 4.79% 2.52% 3.97%
Average receive rate 7.54% 6.87% 7.15% 6.92% 5.92% 6.81%
Variable to fixed ( Canadian Dollar) 109.3 61.5 132.5 65.0 0.5 2.4 371.2
Average pay rate 6.07% 6.15% 6.29% 6.34% 6.43% 6.43% 6.21%
Average receive rate 4.13% 4.11% 3.99% 4.20% 4.01% 4.01% 4.09%
Variable to fixed (Australian Dollar) 50.7 33.6 9.8 94.1
Average pay rate 6.37% 6.39% 6.62% 6.40%
Average receive rate 4.87% 4.89% 4.96% 4.89%
Variable to fixed (British Pound) 0.3 0.3 0.3 0.4 0.4 12.9 14.6
Average pay rate 5.43% 5.43% 5.43% 5.43% 5.43% 5.43% 5.43%
Average receive rate 4.48% 4.48% 4.48% 4.48% 4.48% 4.48% 4.48%
Variable to fixed (Italian Lira) 3.8 3.8
Average pay rate 3.56% 3.56%
Average receive rate 4.31% 4.31%