Mitsubishi 2012 Annual Report Download - page 52

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(In millions of yen)
March 31, 2011
Notional
amount
Due more
than 1 year Fair value Unrealized
gain (loss)
Forward foreign
exchange contracts:
Sell:
US $ ¥ 1,243 ¥— ¥ 1 ¥ 1
Japanese ¥ 103,993 — 1,417 1,417
Buy:
Thai 5,542 — 56 56
Japanese ¥ 407 — (6) (6)
Cross currency
swaps:
Sell:
Japanese ¥ 17,847 — 891 891
Total ¥ — ¥— ¥2,361 ¥2,361
Interest rate options
No items to be reported for the for the year ended March 31, 2012
(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
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, 2012
Hedged
item
Notional
amount
Due more
than 1 year
Fair value
Forward foreign
exchange contracts:
Sell:
Japanese ¥ Interest
Income ¥105,510 ¥— ¥2,470
Buy:
Japanese ¥ Accounts
payable 201 — (1)
Total ¥ — ¥— ¥2,469
(In thousands of U.S. dollars)
March 31, 2012
Hedged
item
Notional
amount
Due more
than 1 year
Fair value
Forward foreign
exchange contracts:
Sell:
Japanese ¥ Interest
Income $1,283,736 $— $30,061
Buy:
Japanese ¥ Accounts
payable 2,448 — (18)
Total $ — $— $30,043
(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
The method to determine fair values is based on quotations
obtained from financial institutions.
Interest rate swaps
(In millions of yen)
March 31, 2012
Hedged
item
Notional
amount
Due more
than 1 year
Fair value
Pay-fixed, receive-
floating (recorded
as fair value):
Long-term
debt ¥15,808 ¥15,808 ¥(60)
Pay-fixed, receive-
floating (special
hedge provisions):
Long-term
debt 750 500 (*)
Total ¥ — ¥ — ¥(60)
(In thousands of U.S. dollars)
March 31, 2012
Hedged
item
Notional
amount
Due more
than 1 year
Fair value
Pay-fixed, receive-
floating (recorded
as fair value):
Long-term
debt $192,339 $192,339 $(733)
Pay-fixed, receive-
floating (special
hedge provisions):
Long-term
debt 9,125 6,083 (*)
Total $ — $ — $(733)
MITSUBISHI MOTORS CORPORATION
Annual Report 2012
50