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Interest rate swaps
In millions of yen
2009 2008
Notional
amount Fair value
Unrealized
gain (loss)
Notional
amount Fair value
Unrealized
gain (loss)
Interest rate swaps:
Pay-fixed, receive-floating ¥31,187 ¥(571) ¥(571) ¥3,605 ¥(62) ¥(62)
Total ¥(571) ¥(62)
In thousands of U.S. dollars
2009
Notional
amount Fair value
Unrealized
gain (loss)
Interest rate swaps:
Pay-fixed, receive-floating $317,495 $(5,814) $(5,814)
Total $(5,814)
In millions of yen
2009 2008
Within 1
year
From 1
year to 3
Over 3
years
Within 1
yea
From 1
year to 3
Over 3
years
Pay-fixed, receive-floating
Notional amount ¥– ¥9,823 ¥21,364 ¥204 ¥3,401 ¥–
Average pay-fixed rate (%) – 7.5 6.5 5.3 4.5 –
Average receive-floating rate (%) – 5.8 4.8 4.3 4.3 –
In thousands of U.S. dollars
2009
Within 1
year
From 1
year to 3
Over 3
years
Pay-fixed, receive-floating
Notional amount $– $100,000 $217,495
Average pay-fixed rate (%) – 7.5 6.5
Average receive-floating rate (%) – 5.8 4.8
The method to determine fair values is based on quotations obtained from financial institutions.
Derivative financial instruments, principally forward exchange contracts and interest swaps, which qualify as hedges and are accounted
for using the deferred hedge accounting method, are excluded from the above table according to the disclosure requirements.
53
Annual Report 2009 MITSUBISHI MOTORS CORPORATION