Ryanair 2010 Annual Report Download - page 157

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155
The following tables indicate the periods in which cash flows associated with derivatives that are
designated as cash-flow hedges were expected to occur, as of March 31, 2010, 2009 and 2008:
Carrying
Amount
Expected
Cash
flows 2011 2012 2013 2014 Thereafter
1M 1M 1M 1M 1M 1M 1M
At March 31, 2010
Interest rate swaps
..............................
(76.4) (149.2) (44.2) (37.8) (23.9) (17.8) (25.5)
U.S. dollar currency forward
contracts ................................
.............
99.8 107.9 83.4 24.4 0.1 - -
U.K. pounds sterling currency
forward contracts
................................
3.0 3.0 3.0 - - - -
Commodity forward contracts
............
42.6 42.6 42.6 - - - -
69.0 4.3 84.8 (13.4) (23.8) (17.8) (25.5)
Carrying
Amount
Expected
Cash
flows 2010 2011 2012 2013 Thereafter
1M 1M 1M 1M 1M 1M 1M
At March 31, 2009
Interest rate swaps
..............................
(84.8) (92.3) (22.0) (25.2) (19.6) (10.9) (14.6)
U.S. dollar currency forward
contracts ................................
.............
189.3 182.8 123.1 38.3 21.3 0.1 -
Commodity forward contracts
............
(106.7) (106.7) (106.7) - - - -
(2.2) (16.2) (5.6) 13.1 1.7 (10.8) (14.6)
Carrying
Amount
Expected
Cash
flows 2009 2010 2011 2012 Thereafter
1M 1M 1M 1M 1M 1M 1M
At March 31, 2008
Interest rate swaps
..............................
(59.5) (52.4) (13.3) (12.8) (11.0) (5.5) (9.8)
U.S. dollar currency forward
contracts ................................
.............
(109.0) (137.4) (91.3) (34.0) (10.9) (0.4) (0.8)
Commodity forward contracts
............
6.0 6.0 6.0 - - - -
(162.5) (183.8) (98.6) (46.8) (21.9) (5.9) (10.6)