Mitsubishi 2002 Annual Report Download - page 61

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59
accounted for as hedges, outstanding at March 31, 2002 and 2001:
(In millions of yen)
2002 2001
Notional Fair Unrealized Notional Fair Unrealized
March 31, amount value gain (loss) amount value gain (loss)
Forward foreign exchange contracts:
Sell:
US$ ¥72,701 ¥ 74,137 ¥(1,435) ¥10,422 ¥10,740 ¥(317)
Euro 112,754 118,833 (6,079) –––
£ stg 1,250 1,254 (4) –––
Buy:
US$ 46,115 46,416 300 –––
Euro 3,471 3,483 11 –––
Total ¥236,294 ¥244,125 ¥(7,207) ¥10,422 ¥10,740 ¥(317)
(In thousands of U.S. dollars)
2002
Notional Fair Unrealized
March 31, amount value gain (loss)
Forward foreign exchange contracts:
Sell:
US$ $545,598 $ 556,375 $(10,769)
Euro 846,184 891,805 (45,621)
£stg 9,381 9,411 (30)
Buy:
US$ 346,079 348,338 2,251
Euro 26,049 26,139 83
Total $1,773,313 $1,832,083 $(54,086)
(In millions of yen)
2002 2001
Notional Fair Unrealized Notional Fair Unrealized
March 31, amount value gain (loss) amount value gain (loss)
Interest rate swaps:
Receive-fixed, pay-floating ¥– ¥– ¥–¥460 ¥3 ¥3
Pay-fixed, receive-floating 78,694 (4,571) (4,571) 13,000 (916) (916)
Total ¥78,694 ¥(4,571) ¥(4,571) ¥13,460 ¥(912) ¥(912)