ADT 2001 Annual Report Download - page 42

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40
EXCHANGE RATE SENSITIVITY
FISCAL FISCAL FISCAL FISCAL FISCAL
($ IN MILLIONS) 2002 2003 2004 2005 2006 THEREAFTER TOTAL
CROSS-CURRENCY SWAPS
Pay US$/receive Canadian Dollar 3.8 12.9 4.4 4.7 5.0 9.6 40.4
Average pay rate 5.34% 4.51% 5.34% 5.34% 5.34% 5.34% 5.07%
Average receive rate 3.48% 6.61% 3.48% 3.48% 3.48% 3.48% 4.48%
Pay US$/receive Yen 90.0 80.2 28.4 198.6
Average pay rate 4.25% 3.56% 3.70% 3.89%
Average receive rate 3.72% 4.41% 3.25% 3.93%
Pay US$/receive Euro 663.4 663.4
Average pay rate 5.16% 5.16%
Average receive rate 5.50% 5.50%
Pay US$/receive Australian Dollar 8.1 1.9 2.1 2.3 7.5 21.9
Average pay rate 6.90% 6.46% 6.47% 6.47% 6.56% 6.66%
Average receive rate 4.84% 4.75% 4.75% 4.75% 4.73% 4.78%
Pay Canadian Dollar/receive US$ 10.4 8.3 6.7 695.9 721.3
Average pay rate 4.84% 4.84% 4.84% 4.94% 4.94%
Average receive rate 8.26% 8.26% 8.26% 6.93% 6.98%
Pay British Pound/receive US$ (41.8) 1.5 1.8 20.1 57.3 38.9
Average pay rate 5.60% 5.60% 5.60% 5.60% 5.60% 5.60%
Average receive rate 2.55% 2.55% 2.55% 2.55% 2.55% 2.55%
Pay British Pound/receive Canadian Dollar 0.4 0.5 0.6 0.7 0.8 39.6 42.6
Average pay rate 6.79% 6.72% 6.80% 6.85% 6.88% 5.93% 5.99%
Average receive rate 6.11% 6.01% 6.10% 6.17% 6.19% 5.00% 5.08%
FORWARD CONTRACTS
Receive US$/Pay Canadian Dollar 378.3 195.2 573.5
Average contractual exchange rate 1.53 1.55 1.54
Receive US$/Pay British Pound 694.4 432.6 74.8 1,201.8
Average contractual exchange rate 0.66 0.65 0.71 0.66
Receive US$/Pay Euro 371.3 201.2 53.2 0.4 12.4 638.5
Average contractual exchange rate 1.04 1.06 1.13 0.91 1.10 1.05
Receive US$/Pay Australian Dollar 20.1 16.0 36.1
Average contractual exchange rate 0.61 0.53 0.58
Receive US$/Pay Taiwan Dollar 21.2 25.7 1.4 48.3
Average contractual exchange rate 33.20 33.69 35.73 33.53
Receive US$/Pay Hong Kong Dollar 38.7 38.7
Average contractual exchange rate 7.80 7.80
Receive US$/Pay Korean Won 27.6 9.3 36.9
Average contractual exchange rate 1,275.66 1,278.78 1,276.44
Receive US$/Pay Singapore Dollar 31.6 1.8 33.4
Average contractual exchange rate 1.76 1.67 1.76
Receive US$/Pay Swiss Franc 21.4 4.7 1.1 27.2
Average contractual exchange rate 1.62 1.55 1.26 1.59
Receive US$/Pay New Zealand Dollar 10.3 3.5 1.8 15.6
Average contractual exchange rate 0.44 0.42 0.40 0.43
Receive US$/Pay Sweden Krona 6.9 6.9
Average contractual exchange rate 10.91 10.91
Receive British Pound/Pay US$ 264.1 273.6 7.1 544.8
Average contractual exchange rate 0.69 0.72 0.70 0.70
Receive Euro/Pay US$ 16.6 7.7 5.4 29.7
Average contractual exchange rate 1.11 1.14 1.12 1.12
Receive Australian Dollar/Pay US$ 13.6 3.1 16.7
Average contractual exchange rate 0.63 0.63 0.63
Receive Hong Kong Dollar/Pay US$ 2.6 2.6
Average contractual exchange rate 7.80 7.80