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35
Annual Report 2010
(4) Redemption schedule of available-for-sale securities with maturities and held-to-maturity debt securities at March 31, 2009 were
as follows:
Millions of Yen
2009
Within
one year
Within
five years
Within
ten years
Over
ten years Total
Bonds
Government bonds ...................................... ¥ — ¥ — ¥— ¥ — ¥ —
Corporate bonds ......................................... 8,890 14,500 — — 23,390
Others ......................................................... 56,949 15,280 — — 72,229
Others .............................................................. — 487 — 761 1,248
Total ............................................................ ¥65,839 ¥30,267 ¥— ¥761 ¥96,867
8. Derivative Transactions
Status of derivative transactions
See notes below:
Note 2 “Significant Accounting Policies”
Note 6 “Fair Value of Financial Instruments” (1) Qualitative information on financial instruments 2) Details of financial
instruments used, risks, and policies and systems for risk management
Fair value of derivative transactions
The aggregate amounts contracted to be paid or received and the fair values of derivative transactions of the Group at March 31,
2010 and 2009 were as follows:
Derivative transactions not subject to hedge accounting
(1) Currency-related derivatives:
Millions of Yen Thousands of U.S. Dollars
2010 2009 2010
Contract amount Contract amount Contract amount
Total
Due after
one year Fair value
Realized
gain (loss) Total
Due after
one year Fair value
Realized
gain (loss) Total
Due after
one year Fair value
Realized
gain (loss)
Forward contracts:
To sell:
U.S. dollars .......
¥ 9 ¥— ¥ 9 ¥ (0) ¥ 35 ¥— ¥ 38 ¥ (3) $97 $— $97 $ (0)
Euros ................
————7,607 — 8,347 (740) — — — —
Sterling pounds
...
————261 — 275 (14) — — — —
Total .................
¥— ¥— ¥— ¥ (0) ¥ — ¥— ¥ — ¥(757) $— $— $— $ (0)
(2) Interest rate swap and option-related derivatives:
Millions of Yen Thousands of U.S. Dollars
2010 2009 2010
Contract amount Contract amount Contract amount
Total
Due after
one year Fair value
Realized
gain (loss) Total
Due after
one year Fair value
Realized
gain (loss) Total
Due after
one year Fair value
Realized
gain (loss)
Interest rate swaps:
Receive fix/
Pay float ............
¥20,000 ¥20,000 ¥(176) ¥984 ¥20,000 ¥20,000 ¥(1,160) ¥(427) $215,054 $215,054 $(1,892) $10,581
Total ...................
¥20,000 ¥20,000 ¥(176) ¥984 ¥20,000 ¥20,000 ¥(1,160) ¥(427) $215,054 $215,054 $(1,892) $10,581
Notes: 1. Fair values of derivative transactions are determined by prices principally reported by the financial institutions with which the Group engages
in derivative transactions.
2. Interest rate swaps that no longer meet hedging criteria are stated separately. Amounts corresponding to fair values are included in “other
long-term liabilities” in consolidated balance sheets. The net deferred amounts to be paid or received under the said interest rate swaps are
periodically charged to expenses or income over the remaining contract periods.