Casio 2000 Annual Report Download - page 31

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29
Interest rate swap and option related derivatives:
Millions of yen
1999
Contract amount
Due after Market Unrealized
Total one year value loss
Interest rate swaps:
Receive float/Pay fix ¥12,000 ¥ — ¥(28) ¥(28)
Receive float/Pay float 3,000 3,000 (51) (51)
¥15,000 ¥3,000 ¥(79) ¥(79)
Currency related derivatives:
Millions of yen
20 0 0
Contract amount
Due after Market Unrealized
Total one year value gain
Forward contracts:
To sell:
Euro ¥134 — ¥126 ¥8
Sterling pounds 15 — 15 0
¥149 — ¥141 ¥8
Interest rate swap and option related derivatives:
Millions of yen
20 0 0
Contract amount
Due after Market Unrealized
Total one year value loss
Interest rate swaps:
Receive fix/Pay float ¥30,000 ¥30,000 ¥(561) ¥(561)
Receive float/Pay fix 14,575 13,875 (216) (216)
Receive float/Pay float 3,000 3,000 (41) (41)
¥47,575 ¥46,875 ¥(818) ¥(818)
Disclosure of derivative transactions on a consolidated basis
was not required prior to 2000.
The aggregate amounts contracted to be paid or received
and the fair value of derivative transactions in Japanese yen of
the Company at March 31, 1999 were as follows:
Currency related derivatives:
Millions of yen
1999
Contract amount
Due after Market Unrealized
Total one year value gain (loss)
Forward contracts:
To sell:
U.S. dollars ¥811 — ¥766 ¥ 45
Deutsche marks 164 — 166 (2)
¥975 — ¥932 ¥ 43