Nissan 2009 Annual Report Download - page 57

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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, 2008) (As of March 31, 2009)
Forward foreign
exchange
contracts:
Sell:
USD ¥ 7,895 — ¥ 7,521 ¥ 374 ¥ 3,252 — ¥ 3,374 ¥ (122)
EUR 1,100 — 1,104 (4) 74 — 74 0
GBP 9 — 8 1 — — — —
THB 8,937 — 8,878 59 6,811 — 6,569 242
Others — — — — 2 — 2 0
Buy:
EUR 1,172 — 1,183 11 110 — 110 0
USD 2,104 — 2,040 (64) 722 — 712 (10)
Others 403 — 388 (15) 5 — 5 0
Swaps:
EUR ¥ 66,854 _ ¥ (39) ¥ (39) ¥ 95,896 ¥ 48,803 ¥ (2,389) ¥ (2,389)
USD 9,000 8,541 1,491 1,491 226,304 91,728 (1,148) (1,148)
GBP — — — — 14,172 9,365 (1,432) (1,432)
AUD — — — — 24,998 — 1,752 1,752
CAD 3,694 3,694 (380) (380) 32,706 32,706 5,874 5,874
ZAR 4,631 — 268 268 2,068 — 36 36
THB 37,378 — 146 146 14,379 — (29) (29)
Total — — — 1,848 — — — 2,774
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)
Nissan Annual Report 2009 55