Mazda 2012 Annual Report Download - page 54

Download and view the complete annual report

Please find page 54 of the 2012 Mazda annual report below. You can navigate through the pages in the report by either clicking on the pages listed below, or by using the keyword search tool below to find specific information within the annual report.

Page out of 60

  • 1
  • 2
  • 3
  • 4
  • 5
  • 6
  • 7
  • 8
  • 9
  • 10
  • 11
  • 12
  • 13
  • 14
  • 15
  • 16
  • 17
  • 18
  • 19
  • 20
  • 21
  • 22
  • 23
  • 24
  • 25
  • 26
  • 27
  • 28
  • 29
  • 30
  • 31
  • 32
  • 33
  • 34
  • 35
  • 36
  • 37
  • 38
  • 39
  • 40
  • 41
  • 42
  • 43
  • 44
  • 45
  • 46
  • 47
  • 48
  • 49
  • 50
  • 51
  • 52
  • 53
  • 54
  • 55
  • 56
  • 57
  • 58
  • 59
  • 60

The following tables summarize fair value information as of March 31, 2012 and 2011 of derivative transactions
for which hedge accounting has been applied:
Millions of yen Thousands of U.S. dollars
As of March 31, 2012
Contract
amount
Thereof due
after 1 year
Estimated
fair value
Contract
amount
Thereof due
after 1 year
Estimated
fair value
Interest rate swaps:
On long-term loans payable:
Where certain hedging criteria are met (*1)
¥ 40,900 ¥37,200 ¥ — $ 498,780 $453,659 $ —
Forward foreign exchange contracts:
Sell:
U.S. dollar 94,710 — (3,747) 1,155,000 — (45,696)
Euro 32,202 — (144) 392,707 — (1,756)
Canadian dollar 31,449 — (750) 383,524 — (9,146)
Australian dollar 57,013 — (1,144) 695,280 — (13,951)
Sterling pound 3,860 — (70) 47,073 — (854)
Swiss franc 184 — 2 2,244 — 24
Buy:
U.S. dollar 5,788 — (83) 70,585 — (1,012)
Thai baht 4,528 — 219 55,220 — 2,671
Total ¥270,634 ¥37,200 ¥(5,717) $3,300,413 $453,659 $(69,720)
Millions of yen
As of March 31, 2011
Contract
amount
Thereof due
after 1 year
Estimated
fair value
Interest rate swaps:
On long-term loans payable:
Where certain hedging criteria are met (*1)
¥ 41,400 ¥38,900 ¥ —
Forward foreign exchange contracts:
Sell:
U.S. dollar 46,424 — 53
Euro 44,107 — (1,580)
Canadian dollar 16,812 — (627)
Australian dollar 45,763 — (2,760)
Sterling pound 12,807 — (151)
Swiss franc 1,688 — (33)
Buy:
U.S. dollar 3,114 — (49)
Thai baht 20,138 — 401
Total ¥232,253 ¥38,900 ¥(4,746)
(*1) The fair value of these interest rate swaps are, in effect, included in and presented with that of the hedged item long-term loans payable.
For details, refer to Note 4, “Financial Instruments.”
Notes to Consolidated Financial Statements
Mazda Annual Report 2012
52