Fixing borrowing interest rates through interest-rate swaps
First written in FY2017. 4 of 5 entries say "Restated". Latest entry: FY2022.
The whole theme swung hardest in 2025: 13 of 59 companies on the "Worse" side.
93 other companies' latest entry also says "Restated".
- FY2022RestatedAnnual report
「The swaps are entered into to avoid the risk of fluctuations in market interest rates, within the amount of interest payable on borrowings.」
金利スワップにより市場金利変動リスクを回避する方針を再掲している。当年度末に残高はない。 - FY2020RestatedAnnual report
「The swaps are entered into to avoid the risk of fluctuations in market interest rates, within the amount of interest payable on borrowings.」
金利スワップにより市場金利変動リスクを回避する方針を再掲している。ただし当年度末残高はない。 - FY2019RestatedAnnual report
「The swaps are entered into to avoid the risk of fluctuations in market interest rates, within the amount of interest payable on borrowings.」
金利スワップにより市場金利変動リスクを回避する方針を再掲している。 - FY2018RestatedAnnual report
「The swaps are entered into to avoid the risk of fluctuations in market interest rates, within the amount of interest payable on borrowings.」
金利スワップにより市場金利変動リスクを回避する方針を再掲している。 - FY2017First statedAnnual report
「The swaps are entered into to avoid the risk of fluctuations in market interest rates, within the amount of interest payable on borrowings.」
The Company discloses a policy of using interest-rate swaps to avoid market interest-rate risk on floating-rate borrowings.