Hedging Interest Rate and Raw Material and Commodity Price Fluctuations
First written in FY2016. 4 of 5 entries say "Restated". Latest entry: 2026-05-21.
87 other companies' latest entry also says "Restated".
- 2026-05-21RestatedGeneral Meetings of Shareholders
「We hedge interest-rate risk and raw-material price risk in accordance with the Rules for the Management of Derivative Transactions. We do not engage in derivative transactions for trading or speculative purposes.」
The company reconfirms its policy of hedging interest-rate and raw-material price risks and using derivatives only for non-speculative purposes. - FY2021RestatedAnnual report
「We hedge interest-rate risk and raw-material price risk in accordance with the Rules for the Management of Derivative Transactions. We do not engage in derivative transactions for trading or speculative purposes.」
The company is reaffirming its policy of hedging interest rate and raw material price fluctuation risks using interest rate swaps and commodity derivatives. - FY2020RestatedAnnual report
「We hedge interest-rate risk and raw-material price risk in accordance with the Rules for the Management of Derivative Transactions. We do not engage in derivative transactions for trading or speculative purposes.」
The company is reaffirming its hedging policy using interest rate swaps and commodity derivatives. - FY2017RestatedAnnual report
「We hedge interest-rate risk and raw-material price risk in accordance with the Rules for the Management of Derivative Transactions. We do not engage in derivative transactions for trading or speculative purposes.」
The company is reiterating its hedging policy using interest rate swaps and commodity derivatives. The notional amount of interest rate swap contracts was ¥1.9 billion. - FY2016First statedAnnual report
「We hedge interest-rate risk and raw-material price risk in accordance with the Rules for the Management of Derivative Transactions. We do not engage in derivative transactions for trading or speculative purposes.」
Risk mitigation using interest rate swaps and commodity derivatives. The notional amount of interest rate swap contracts was ¥2.2 billion in the current fiscal year.