Mitsubishi 2011 Annual Report Download - page 55

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(In thousands of U.S. dollars)
March 31, 2011
Notional
amount
Due more
than 1 year Fair value Unrealized
gain (loss)
Forward foreign
exchange contracts:
Sell:
US $ $ 14,949 $— $ 15 $ 15
Japanese ¥ 1,250,674 — 17,051 17,051
Buy:
Thai 66,652 — 679 679
Japanese ¥ 4,905 — (72) (72)
Cross currency
swaps:
Sell:
Japanese ¥ $ 214,642 — 10,722 10,722
Total — — $28,396 $28,396
(In millions of yen)
March 31, 2010
Notional
amount
Due more
than 1 year Fair value Unrealized
gain (loss)
Forward foreign
exchange contracts:
Sell:
US $ ¥ 932 ¥ — ¥ 0 ¥ 0
£ stg 1,864 — (1) (1)
Canada $ 1,903 — (82) (82)
Australian $ 830 — (39) (39)
Japanese ¥ 103,977 — 6,904 6,904
Buy:
Thai 1,197 — 94 94
Japanese ¥ 244 — (1) (1)
Cross currency
swaps:
Sell:
Japanese ¥ 28,482 ¥18,626 2,059 2,059
Total ¥ — ¥ — ¥8,933 ¥8,933
Interest rate options
(In millions of yen)
March 31, 2011
Notional
amount
Due more
than 1 year Fair value Unrealized
gain (loss)
Interest rate options:
Buy: ¥12,852 ¥12,852 ¥10 ¥10
Total ¥ — ¥ — ¥10 ¥10
(In thousands of U.S. dollars)
March 31, 2011
Notional
amount
Due more
than 1 year Fair value Unrealized
gain (loss)
Interest rate options:
Buy: $154,575 $154,575 $130 $130
Total $ — $ — $130 $130
(In millions of yen)
March 31, 2010
Notional
amount
Due more
than 1 year Fair value Unrealized
gain (loss)
Interest rate options:
Buy: ¥13,285 ¥13,285 ¥22 ¥22
Total ¥ — ¥ — ¥22 ¥22
The method to determine fair values is based on quotations
obtained from financial institutions.
(b) Derivative transactions that are subject to hedge accounting
Forward foreign exchange contracts
(In millions of yen)
March 31, 2011
Hedged
item
Notional
amount
Due more
than 1 year
Fair value
Forward foreign
exchange contracts:
Sell:
Japanese ¥ Interest
Income ¥88,529 ¥— ¥4,387
Total ¥ — ¥— ¥4,387
(In thousands of U.S. dollars)
March 31, 2011
Hedged
item
Notional
amount
Due more
than 1 year
Fair value
Forward foreign
exchange contracts:
Sell:
Japanese ¥ Interest
Income $1,064,701 $— $52,770
Total $ — $— $52,770
MITSUBISHI MOTORS CORPORATION
Annual Report 2011 53