Nissan 2007 Annual Report Download - page 73

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2) Interest-related transactions
Millions of yen Thousands of U.S. dollars
Notional Unrealized Notional Unrealized
Fiscal year 2006 (As of Mar. 31, 2007) amount Fair value gain (loss) amount Fair value gain (loss)
Interest rate swaps:
Receive/floating and pay/fixed........................................................... ¥203,495 ¥ 108 ¥ 108 $1,724,534 $ 915 $ 915
Receive/fixed and pay/floating........................................................... 251,648 280 280 2,132,610 2,373 2,373
Options:
Caps sold................................................................................................................ ¥460,851 $3,905,517
(Premium).............................................................................................................. (—) (1,558) (1,558) (—) (13,203) (13,203)
Caps purchased................................................................................................ 460,851 3,905,517
(Premium).............................................................................................................. (—) 1,558 1,558 (—) 13,203 13,203
Total..................................................................................................................................... — — ¥ 388 — — $ 3,288
Millions of yen
Notional Unrealized
Fiscal year 2005 (As of Mar. 31, 2006) amount Fair value gain (loss)
Interest rate swaps:
Receive/floating and pay/fixed........................................................... ¥127,717 ¥ 640 ¥ 640
Receive/fixed and pay/floating........................................................... 239,000 757 757
Options:
Caps sold................................................................................................................ ¥515,208
(Premium).............................................................................................................. (—) (5,823) (5,823)
Caps purchased................................................................................................ 515,208
(Premium).............................................................................................................. (—) 5,823 5,823
Total..................................................................................................................................... — — ¥ 1,397
Note: The notional amounts of the interest rate swaps and options presented above exclude those for which the deferral hedge accounting has
been applied.
Nissan Annual Report 2006-2007 71
FINANCIAL SECTION»