Mitsubishi 2015 Annual Report Download - page 62

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(a)
Derivative transactions that are not subject to hedge accounting
Forward foreign exchange contracts and cross currency swaps
(In millions of yen)
March 31, 2015
Notional
amount
Due more
than 1 year Fair value Unrealized
gain (loss)
Forward foreign
exchange contracts:
Sell:
Other ¥ 517 ¥— ¥ 28 ¥ 28
Buy:
US $ 5,403 — 7 7
Japanese ¥ 1,610 — (12) (12)
Total — — ¥ 23 ¥ 23
(In thousands of U.S. dollars)
March 31, 2015
Notional
amount
Due more
than 1 year Fair value Unrealized
gain (loss)
Forward foreign
exchange contracts:
Sell:
Other $ 4,309 $— $ 233 $ 233
Buy:
US $ 44,964 — 60 60
Japanese ¥ 13,404 — (102) (102)
Total — — $ 192 $ 192
(In millions of yen)
March 31, 2014
Notional
amount
Due more
than 1 year Fair value Unrealized
gain (loss)
Forward foreign
exchange contracts:
Sell:
US $ ¥ 2,878 ¥— ¥ 8 ¥ 8
£ stg 236 — 0 0
Japanese ¥ 10,807 — 42 42
Other 672 — (1) (1)
Total — — ¥49 ¥49
The determination of fair values is based on quotations obtained
from counterparty financial institutions.
Interest rate options
(In millions of yen)
March 31, 2015
Notional
amount
Due more
than 1 year Fair value Unrealized
gain (loss)
Interest rate options:
Buy: ¥2,858 ¥2,858 ¥29 ¥29
Total — — ¥29 ¥29
(In thousands of U.S. dollars)
March 31, 2015
Notional
amount
Due more
than 1 year Fair value Unrealized
gain (loss)
Interest rate options:
Buy: $23,788 $23,788 $247 $247
Total — — $247 $247
(In millions of yen)
March 31, 2014
Notional
amount
Due more
than 1 year Fair value Unrealized
gain (loss)
Interest rate options:
Buy: ¥2,580 ¥2,580 ¥54 ¥54
Total — — ¥54 ¥54
The determination of fair values is based on quotations obtained
from counterparty financial institutions.
(b) Derivative transactions that are subject to hedge accounting
Forward foreign exchange contracts
No items to be reported for the year ended March 31, 2015
(In millions of yen)
March 31, 2014
Hedged
item
Notional
amount
Due more
than 1 year
Fair value
Forward foreign
exchange contracts:
Sell: Foreign
currency
forecast
transaction
US $ ¥ 8,570 ¥— ¥ (71)
Euro 4,376 — (12)
£ stg 2,356 — (39)
Australian $ 12,692 — (256)
Other 7,002 — (131)
Buy:
Japanese ¥ 635 — (42)
Total — — ¥(553)
The determination of fair values is based on quotations obtained
from counterparty financial institutions.
MITSUBISHI MOTORS CORPORATION
Annual Report 2015
60