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65
Nissan Annual Report 2008
2. Fair value of derivative transactions
Notional amounts, fair value and unrealized gain or loss
(1) Currency-related transactions
(Millions of yen)
Prior fiscal year Current fiscal year
(As of March 31, 2007) (As of March 31, 2008)
Forward foreign
exchange
contracts:
Sell:
USD ¥ 12,849 — ¥ 12,928 ¥ (79) ¥ 7,895 — ¥ 7,521 ¥ 374
EUR 1,064 — 1,080 (16) 1,100 — 1,104 (4)
ZAR 695 — 694 1 — — — —
GBP 22 — 22 0 9 — 8 1
THB — — — — 8,937 — 8,878 59
Others 12 — 12 0 — — — —
Buy:
EUR 757 — 763 6 1,172 — 1,183 11
USD 3,483 — 3,477 (6) 2,104 — 2,040 (64)
Others 10 — 10 0 403 — 388 (15)
Swaps:
EUR ¥ 59,657 — ¥ (269) ¥ (269) ¥ 66,854 — ¥ (39) ¥ (39)
USD 20,816 10,064 424 424 9,000 8,541 1,491 1,491
AUD 1,291 — (29) (29) — — — —
CAD 4,353 4,353 (42) (42) 3,694 3,694 (380) (380)
ZAR — — — — 4,631 — 268 268
THB 25,513 — (81) (81) 37,378 — 146 146
Total — — — ¥ (91) — — — ¥ 1,848
Notes: 1. Calculation of fair value
Calculation of fair value is based on the discounted cash flows and others.
2. The notional amounts of the derivative transactions presented above exclude those for which hedge accounting has been adopted.
ClassificationNon-market transactions
Type
Notional
amounts
Portion due
after one year
included herein Fair value
Unrealized
gain (loss)
Notional
amounts
Portion due
after one year
included herein Fair value
Unrealized
gain (loss)