Nikon 2006 Annual Report Download - page 45

Download and view the complete annual report

Please find page 45 of the 2006 Nikon 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 54

  • 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

43
Derivative contracts outstanding at March 31, 2006 and 2005, were as follows:
Derivatives which qualified for hedge accounting and related amounts are included with the associated assets and liabilities, and were
excluded from disclosure of market value information in the preceding table.
Foreign exchange forward contracts :
Selling USD
Selling EUR
Buying JPY
Buying USD
Buying EUR
Total
Currency option contracts :
Selling put EUR
Option premiums
Buying call EUR
Option premiums
Total
Interest rate swaps :
(fixed rate receipt, floating rate payment)
(fixed rate payment, floating rate receipt)
Total
Net
Unrealized
Gain (Loss)
¥ (490)
(288)
(2)
(2)
(782)
¥
(6)
5
(1)
¥ 271
(242)
¥29
Fair Value
¥ 43,400
14,001
100
2,576
¥
17
14
¥ 271
(242)
¥29
Contract or
Notional
Amount
¥ 42,910
13,713
102
2,578
¥ 249
11
249
9
¥ 20,000
10,000
¥ 30,000
Millions of Yen
2006
Net
Unrealized
Gain (Loss)
$ (4,166)
(2,455)
(15)
(15)
(6,651)
$
(50)
40
(10)
$ 2,307
(2,062)
$ 245
Fair Value
$ 369,452
119,191
854
21,927
$
142
116
$ 2,307
(2,062)
$ 245
Contract or
Notional
Amount
$ 365,286
116,736
869
21,942
$ 2,120
92
2,120
76
$ 170,256
85,128
$ 255,384
Thousands of U.S. Dollars
2006
Foreign exchange forward contracts :
Selling USD
Selling EUR
Buying JPY
Buying USD
Buying EUR
Total
Currency option contracts :
Selling put EUR
Option premiums
Buying call EUR
Option premiums
Total
Interest rate swaps :
(fixed rate receipt, floating rate payment)
(fixed rate payment, floating rate receipt)
Total
Net
Unrealized
Gain (Loss)
¥ (1,001)
(233)
0
75
(9)
(1,168)
¥
(9)
5
(4)
¥ 517
(462)
¥55
Fair Value
¥ 45,638
14,715
26
3,003
2,861
¥
21
15
¥ 517
(462)
¥55
Contract or
Notional
Amount
¥ 44,637
14,482
26
2,928
2,870
¥ 2,250
12
2,250
10
¥ 20,000
10,000
¥ 30,000
Millions of Yen
2005