Hedging foreign exchange, interest rate and commodity price risks using derivatives
First written in FY2018-Q1. 6 of 9 entries say "Restated". Latest entry: FY2026.
12 other companies' latest entry also says "Other".
- FY2026Expansion of hedging contract volumesAnnual report
「As of the end of the previous consolidated fiscal year and the end of the current consolidated fiscal year, the contract amounts or notional amounts of financial derivatives held by our group that did not qualify for hedge accounting were as follows.」
The notional amount of forward foreign exchange contracts increased from ¥113,025 million to ¥144,737 million, expanding the scale of measures against foreign exchange fluctuations. - FY2023Changes in the composition of hedging contractsAnnual report
「As of the end of the previous consolidated fiscal year and the end of the current consolidated fiscal year, the contract amounts or notional amounts of financial derivatives held by our group that did not qualify for hedge accounting were as follows.」
The notional amount of forward foreign exchange contracts increased from ¥110,324 million to ¥115,998 million, while interest rate swap contracts fell from ¥3,000 million to zero. - FY2022RestatedAnnual report
「Our group uses forward foreign exchange contracts to reduce the risk of fluctuations in foreign exchange rates. It also uses interest rate swap contracts to reduce interest rate risk.」
The group continues its policy of using derivatives to hedge foreign exchange and interest rate risks. The notional amount of forward foreign exchange contracts was ¥110,324 million and that of interest rate swap contracts was ¥3,000 million. - FY2019RestatedAnnual report
「Our group uses forward foreign exchange contracts to reduce the risk of fluctuations in foreign exchange rates. It also uses interest rate swap contracts to reduce interest rate risk.」
The group continues to use derivatives to manage foreign exchange and interest rate risks. At the end of the fiscal year, the notional amount of forward foreign exchange contracts was ¥87,960 million and that of interest rate swap contracts was ¥3,000 million. - FY2019-Q1RestatedAnnual report
「Our group has adopted the exemption provisions of IFRS 1, treating the cumulative translation differences of foreign operations before the transition date as zero and transferring the entire amount to retained earnings.」
The group continues to apply IFRS accounting treatments for financial instruments and foreign exchange after the transition to IFRS. Its accounting policies also describe the use of derivatives to manage foreign exchange and interest rate risks. - FY2018RestatedAnnual report
「As of the end of the current consolidated fiscal year, the contract amounts or notional amounts of financial derivatives held by the consolidated entities that did not qualify for hedge accounting were ¥3,000 million for interest rate swap contracts and ¥76,661 million for forward foreign exchange contracts.」
The group continues to use various financial derivatives to hedge fluctuations in foreign exchange rates, interest rates and commodity prices. - FY2018-Q3RestatedAnnual report
「The consolidated entities use forward foreign exchange contracts and cross-currency interest rate swap contracts to reduce foreign exchange risk. They also use interest rate swap contracts and cross-currency interest rate swap contracts to reduce interest rate risk, and commodity futures contracts to reduce the risk of fluctuations in commodity prices. As of the end of the previous consolidated fiscal year and the end of the third quarter of the current consolidated fiscal year, the contract amounts or notional amounts of financial derivatives held by the consolidated entities that did not qualify for hedge accounting were ¥3,000 million for interest rate swap contracts and ¥61,644 million for forward foreign exchange contracts.」
The group continues to use various swaps, forward foreign exchange contracts and commodity futures contracts to hedge foreign exchange, interest rate and commodity price risks. - FY2018-Q2RestatedAnnual report
「The consolidated entities use forward foreign exchange contracts and cross-currency interest rate swap contracts to reduce foreign exchange risk. They also use interest rate swap contracts and cross-currency interest rate swap contracts to reduce interest rate risk, and commodity futures contracts to reduce the risk of fluctuations in commodity prices. As of the end of the previous consolidated fiscal year and the end of the second quarter of the current consolidated fiscal year, the contract amounts or notional amounts of financial derivatives held by the consolidated entities that did not qualify for hedge accounting were ¥3,000 million for interest rate swap contracts and ¥75,944 million for forward foreign exchange contracts.」
The group continues to use various swaps, forward foreign exchange contracts and commodity futures contracts to hedge foreign exchange, interest rate and commodity price risks. - FY2018-Q1First statedAnnual report
「The consolidated entities use forward foreign exchange contracts and cross-currency interest rate swap contracts to reduce foreign exchange risk. They also use interest rate swap contracts and cross-currency interest rate swap contracts to reduce interest rate risk, and commodity futures contracts to reduce the risk of fluctuations in commodity prices.」
The group uses forward foreign exchange contracts, cross-currency interest rate swaps, interest rate swaps and commodity futures contracts to hedge foreign exchange, interest rate and commodity price risks. At the end of the current quarter, the notional amount of forward foreign exchange contracts was ¥83,107 million and that of interest rate swap contracts was ¥3,000 million.