Komori
Kimura (7461) · InitiativeHedging contract amounts reduced

Hedging Interest Rate Risk Through Interest Rate Swaps

First written in FY2016. 2 of 11 entries say "Advanced", first in FY2017. Latest entry: FY2026.

11entries
11years
0from disclosures
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How it moved
ProgressHeldSoftenedWorseOtherFY2018 – FY20242016: 120162017: 120172018: 120182019: 120192020: 120202021: 120212022: 120222023: 120232024: 120242025: 120252026: 12026
Same theme, other companies
Interest-Rate Hedging of Long-Term Borrowings Through Interest-Rate SwapsA theme 195 companies write about · 107 as a headwind · 83 as a tailwind

The whole theme swung hardest in 2025: 13 of 67 companies on the "Worse" side.

32 other companies' latest entry also says "Other".

Ridges = years it wrote progress, valleys = years it wrote worse. Most hopeful companies at the back. Drag to turn, scroll to zoom, right-drag to pan. On a phone, two fingers turn and pinch to zoom; one finger scrolls the page.
Showing 14 of the 195 companies compared. The sentences above are computed from all 195.
Full recordFilings, disclosures and news, newest first
  1. FY2026Hedging contract amounts reducedAnnual report

    「Special treatment for interest rate swaps; interest rate swap transactions; floating-rate receipts and fixed-rate payments; long-term borrowings; 1,387,500; 1,007,500」

    The contract amounts and other figures for interest rate swaps decreased from 1,767,500 thousand yen and 1,387,500 thousand yen in the previous fiscal year to 1,387,500 thousand yen and 1,007,500 thousand yen, respectively. The policy of hedging interest rate risk remains in place.
  2. FY2025AdvancedAnnual report

    「Interest rate swap transactions / Receive floating, pay fixed / Long-term borrowings / ¥1,767.500 million / ¥1,387.500 million」

    The notional amount and other terms of the interest rate swaps increased from ¥750 million and ¥500 million in the previous fiscal year to ¥1,767.500 million and ¥1,387.500 million, expanding the scope of hedging.
  3. FY2024Continued reduction in hedge notional amountsAnnual report

    「Interest rate swap transactions / Receive floating, pay fixed / Long-term borrowings / ¥750 million / ¥500 million」

    The notional amount and other terms of the interest rate swaps decreased from ¥1,000 million and ¥750 million in the previous fiscal year to ¥750 million and ¥500 million.
  4. FY2023Continued reduction in hedge notional amountsAnnual report

    「Interest rate swap transactions / Receive floating, pay fixed / Long-term borrowings / ¥1,000 million / ¥750 million」

    The notional amount and other terms of the interest rate swaps decreased from ¥1,280 million and ¥1,000 million in the previous fiscal year to ¥1,000 million and ¥750 million.
  5. FY2022Continued reduction in hedge notional amountsAnnual report

    「Interest rate swap transactions / Receive floating, pay fixed / Long-term borrowings / ¥1,280 million / ¥1,000 million」

    The notional amount and other terms of the interest rate swaps decreased from ¥1,590 million and ¥1,280 million in the previous fiscal year to ¥1,280 million and ¥1,000 million.
  6. FY2021Continued reduction in hedge notional amountsAnnual report

    「Interest rate swap transactions Receive floating, pay fixed Long-term borrowings ¥1,590 million ¥1,280 million」

    The notional amount and other terms of the interest rate swaps decreased from ¥1,885 million and ¥1,590 million in the previous fiscal year to ¥1,590 million and ¥1,280 million.
  7. FY2020Further reduction in hedge notional amountsAnnual report

    「Interest rate swap transactions / Receive floating, pay fixed / Long-term borrowings / ¥1,885 million / ¥1,590 million」

    The notional amount and other terms of the interest rate swaps decreased from ¥2,195 million and ¥1,885 million in the previous fiscal year to ¥1,885 million and ¥1,590 million.
  8. FY2019Continued reduction in hedge notional amountsAnnual report

    「Interest rate swap transactions / Receive floating, pay fixed / Long-term borrowings / ¥2,195 million / ¥1,885 million」

    The notional amount and other terms of the interest rate swaps decreased from ¥2,535.720 million and ¥2,214.200 million in the previous fiscal year to ¥2,195 million and ¥1,885 million.
  9. FY2018Hedging contract amounts reducedAnnual report

    「Interest rate swap transactions Receive floating, pay fixed Long-term borrowings ¥2,535.720 million ¥2,214.200 million」

    The notional amount and other terms of the interest rate swaps decreased from ¥2,835 million and ¥2,505 million in the previous fiscal year to ¥2,535.720 million and ¥2,214.200 million. The hedging policy for interest rate risk itself has continued.
  10. FY2017AdvancedAnnual report

    「Interest rate swap transactions / Receive floating, pay fixed / Long-term borrowings / ¥2,835 million」

    The section states that the notional amount and other terms of the interest rate swaps increased from ¥435 million in the previous fiscal year to ¥2,835 million, clarifying the scope of hedging for interest rate risk on long-term borrowings.
  11. FY2016First statedAnnual report

    「Our group uses interest rate swaps to hedge the risk of changes in the interest payable on borrowings.」

    The section describes the policy of using interest rate swaps to hedge the risk of changes in interest payable on borrowings.
Moved together

"Operating platform for large-format and community-based stores in Hokkaido" moved the same way as this thread, in the same document, in 2 of its 11 moves.

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★ is this thread; numbers match the list above. The number on a line is how many documents both moved the same way in; lines between the other threads count the documents they moved together in too. Threads that move together often sit closer.

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Kimura's next results are scheduled for 2026-11-05. Read the earnings preview
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