Nissan 2009 Annual Report Download - page 58

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(2) Interest-related transactions
(Millions of yen)
Prior fiscal year Current fiscal year
(As of March 31, 2008) (As of March 31, 2009)
Swaps:
Receive
floating/
pay fixed ¥198,869 ¥198,869 ¥(2,787) ¥(2,787) ¥135,869 ¥135,869 ¥(4,418) ¥(4,418)
Receive fixed/
pay floating 202,060 202,060 2,288 2,288 139,597 139,597 3,420 3,420
Options
Caps sold ¥546,622 ¥183,007 ¥644,936 ¥324,992
(Premium) (—) (—) ¥(2,923) ¥(2,923) (—) (—) ¥(2,986) ¥(2,986)
Caps
purchased 546,622 183,007 644,936 324,992
(Premium) (—) (—) 2,923 2,923 (—) (—) 2,986 2,986
Total — — — ¥ (499) — — — ¥ (998)
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.
(3) Commodity-related transactions
(Millions of yen)
Prior fiscal year Current fiscal year
(As of March 31, 2008) (As of March 31, 2009)
Forward
contract
Sell:
Aluminum — — — — ¥3,578 — ¥1,891 ¥1,687
Buy:
Aluminum ¥49,563 — ¥55,375 ¥5,812 3,835 — 1,891 (1,944)
Total — — — ¥5,812 — — — ¥ (257)
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.
Classification
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)
Classification
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)
Non-market transactions
Non-market transactions
56 Nissan Annual Report 2009