Interest-Rate Risk on Borrowings and Fixing Rates Through Interest-Rate Swaps
First written in FY2016. 3 of 5 entries say "Restated". Latest entry: FY2023.
The whole theme swung hardest in 2025: 13 of 59 companies on the "Worse" side.
29 other companies' latest entry also says "Other".
- FY2023Lower interest rate swap notionalAnnual report
「長期借入金 5,668 3,786」
金利変動リスクをヘッジする金利スワップの契約額等は、前期の5,668百万円から3,786百万円へ減少した。 - FY2021RestatedAnnual report
「We use interest-rate swaps to fix interest payments in response to interest-rate fluctuation risk on some long-term borrowings.」
金利スワップによって長期借入金の金利変動リスクをヘッジし、支払利息を固定化する方針を継続している。 - FY2018RestatedAnnual report
「We use interest-rate swaps to fix interest payments in response to interest-rate fluctuation risk on some long-term borrowings.」
金利スワップによる長期借入金の金利変動リスクのヘッジ方針を継続している。 - FY2017RestatedAnnual report
「We use interest-rate swaps to fix interest payments in response to interest-rate fluctuation risk on some long-term borrowings.」
We continue our policy of using interest rate swaps to fix interest expense against interest rate risk on long-term borrowings. - FY2016First statedAnnual report
「Borrowings and bonds are used for working capital. We enter into interest-rate swap transactions to fix interest payments for the interest-rate risk associated with some long-term borrowings.」
Uses interest rate swaps to hedge interest rate risk on long-term borrowings and fix interest expense.