Outstanding Balances and Valuation Gains or Losses on Foreign Exchange-Related Derivative Transactions
First written in FY2017-Q1. 13 of 30 entries say "Mitigated", first in FY2017. Latest entry: FY2026.
The Yamanashi Chuo Bank moved to the "Worse" side of this theme in 2025.
0 other companies' latest entry also says "Worsened".
- FY2026WorsenedAnnual report
「Currency swaps 63,324 25,216 △164 △164 Foreign exchange contracts Short 58,045 ― △1,463 △1,463 Long 593 ― △0 △0 Total ― ― △1,627 △1,627」
The total valuation result on foreign exchange-related derivatives changed from a ¥409 million valuation gain at the end of the previous fiscal year to a ¥1,627 million valuation loss. - FY2026-H1WorsenedAnnual report
「Currency swaps 47,474 2,431 △38 △38 Foreign exchange contracts Short 57,175 ― △557 △557 Long 8,309 ― 12 12 Total ― ― △583 △583」
The total valuation result on foreign exchange-related derivatives changed from a ¥409 million valuation gain at the end of the previous fiscal year to a ¥583 million valuation loss. - FY2025Foreign exchange-related derivatives remained in a valuation gain position, and interest-rate hedges were newly recognized.Annual report
「Currency swaps 46,144 38,349 290 290 Foreign exchange contracts Short 23,422 ― 117 117 Long 505 ― 1 1 Total ― ― 409 409」
Foreign exchange-related derivatives changed from a valuation loss at the end of the previous fiscal year to a ¥409 million valuation gain. In addition, an interest rate swap with a notional amount of ¥25,000 million and a fair value of ¥424 million, covering securities, was recognized as a transaction subject to hedge accounting. - FY2025-H1MitigatedAnnual report
「Currency swaps 53,849 45,905 1,092 1,092 Foreign exchange contracts Short 158 ― 8 8 Long 590 ― △1 △1 Total ― ― 1,099 1,099」
The total valuation result on foreign exchange-related derivatives changed from a ¥491 million valuation loss at the end of March 2024 to a ¥1,099 million valuation gain at the end of September 2024. - FY2024MitigatedAnnual report
「Currency swaps 76,942 33,933 △491 △491 Foreign exchange contracts Short 71 ― △0 △0 Long 473 ― 0 0 Total ― ― △491 △491」
The total valuation result on foreign exchange-related derivatives narrowed from a ¥1,198 million valuation loss at the end of the previous fiscal year to a ¥491 million valuation loss. - FY2024-Q1RestatedAnnual report
「The contract amounts and other amounts for derivative transactions at the end of the quarterly consolidated accounting period did not fluctuate significantly compared with the end of the previous consolidated fiscal year.」
It was determined that there had been no material changes from the end of the previous fiscal year in contract amounts and other amounts, including foreign exchange-related derivatives. - FY2023MitigatedAnnual report
「Currency swaps 73,976 73,976 △864 △864 Foreign exchange contracts Short 39,175 ― △796 △796 Long 29,042 ― 462 462 Total ― ― △1,198 △1,198」
The total valuation result on foreign exchange-related derivatives narrowed from a ¥4,885 million valuation loss at the end of the previous fiscal year to a ¥1,198 million valuation loss. - FY2023-Q3MitigatedAnnual report
「Currency swaps 76,390 1,733 1,733 Foreign exchange contracts 53,888 1,727 1,727 Total ― 3,460 3,460」
The total valuation result on foreign exchange-related derivatives changed from a ¥4,885 million valuation loss at the end of March 2022 to a ¥3,460 million valuation gain at the end of December 2022. - FY2023-Q2MitigatedAnnual report
「Currency swaps 39,129 39,129 △740 △740 Foreign exchange contracts Short 75,792 ― △3,197 △3,197 Long 1,092 ― 1 1 Total ― ― △3,936 △3,936」
The total valuation result on foreign exchange-related derivatives narrowed from a ¥4,885 million valuation loss at the end of March 2022 to a ¥3,936 million valuation loss. - FY2022WorsenedAnnual report
「Currency swaps 23,696 23,696 △790 △790 Foreign exchange contracts Short 75,381 ― △4,108 △4,108 Long 460 ― 14 14 Total ― ― △4,885 △4,885」
The total valuation result on foreign exchange-related derivatives widened from a ¥3,550 million valuation loss in the previous fiscal year to a ¥4,885 million valuation loss. - FY2022-Q3RestatedAnnual report
「The contract amounts and other amounts for derivative transactions at the end of the quarterly consolidated accounting period did not fluctuate significantly compared with the end of the previous consolidated fiscal year.」
The filing continues to state that the contract amounts and other amounts for derivative transactions did not fluctuate significantly compared with the end of the previous fiscal year. - FY2022-Q2MitigatedAnnual report
「Over-the-counter Currency swaps 22,058 22,058 △328 △328 Foreign exchange contracts Short 83,834 ― △1,121 △1,121 Long 14,606 ― 33 33 Total ― ― △1,416 △1,416」
The total valuation result on foreign exchange-related derivatives narrowed from a ¥3,550 million valuation loss at the end of March 2021 to a ¥1,416 million valuation loss. Meanwhile, the contract amount of short foreign exchange contracts increased. - FY2021WorsenedAnnual report
「Over-the-counter Currency swaps 31,613 21,289 △ 1,617 △ 1,617 Foreign exchange forwards Short positions 54,839 — △ 1,968 △ 1,968 Long positions 1,849 — 35 35 Total — — △ 3,550 △ 3,550」
The total valuation result on foreign exchange-related derivatives changed from a ¥47 million valuation gain at the end of the previous fiscal year to a ¥3,550 million valuation loss, while contract amounts also increased. - FY2021-Q2MitigatedAnnual report
「Over-the-counter Currency swaps 21,465 10,726 282 282 Foreign exchange forwards Short positions 10,529 — △ 40 △ 40 Long positions 611 — 2 2 Total — — 245 245」
Total fair value gains and losses on foreign exchange derivatives increased from a fair value gain of ¥47 million at the end of March 2020 to a fair value gain of ¥245 million at the end of September 2020. - FY2020MitigatedAnnual report
「Over-the-counter Currency swaps 21,927 21,927 64 64 Foreign exchange forwards Short positions 6,313 — △ 32 △ 32 Long positions 742 — 15 15 Total — — 47 47」
Total fair value gains and losses on foreign exchange derivatives changed from a fair value loss of ¥431 million at the end of the previous fiscal year to a fair value gain of ¥47 million. - FY2020-Q3RestatedAnnual report
「The contract amounts and other amounts for derivative transactions at the end of the quarterly consolidated accounting period did not fluctuate significantly compared with the end of the previous consolidated fiscal year.」
The filing continues to state that contract amounts and other amounts, including foreign exchange derivatives, did not fluctuate significantly compared with the end of the previous fiscal year. - FY2020-Q2MitigatedAnnual report
「Over-the-counter Currency swaps 21,648 21,648 △ 59 △ 59 Foreign exchange forwards Short positions 1,850 — 43 43 Long positions 913 — △ 1 △ 1 Total — — △ 16 △ 16」
Total fair value gains and losses on foreign exchange derivatives narrowed from a fair value loss of ¥431 million at the end of March 2019 to a fair value loss of ¥16 million. - FY2020-Q1MitigatedAnnual report
「Over-the-counter Currency swaps 22,330 670 670 Foreign exchange forwards 14,813 241 241 Total — 911 911」
Total fair value gains and losses on derivatives changed from a fair value loss of ¥431 million at the end of March 2019 to a fair value gain of ¥911 million at the end of June 2019. - FY2019WorsenedAnnual report
「Currency swaps 21,904 21,904 △ 424 △ 424 Foreign exchange forwards Short positions 1,444 — △ 4 △ 4 Long positions 570 — △ 2 △ 2 Total — — △ 431 △ 431」
Fair value gains and losses on derivatives changed from a fair value gain of ¥1,136 million at the end of the previous fiscal year to a fair value loss of ¥431 million. - FY2019-Q3RestatedAnnual report
「The contract amounts and other amounts for derivative transactions at the end of the quarterly consolidated accounting period did not fluctuate significantly compared with the end of the previous consolidated fiscal year.」
The filing continues to state that the contract amounts and other amounts for derivative transactions did not fluctuate significantly compared with the end of the previous fiscal year. - FY2019-Q2WorsenedAnnual report
「For the current interim consolidated accounting period (as of 30 September 2018) Over-the-counter Currency swaps 22,250 22,250 △ 563 △ 563 Foreign exchange forwards Short positions 362 — △ 5 △ 5 Long positions 1,645 — 11 11 Total — — △ 557 △ 557」
Total fair value gains and losses on derivatives changed from a fair value gain of ¥1,136 million at the end of March 2018 to a fair value loss of ¥557 million. - FY2019-Q1RestatedAnnual report
「The contract amounts and other amounts for derivative transactions at the end of the quarterly consolidated accounting period did not fluctuate significantly compared with the end of the previous consolidated fiscal year.」
The filing continues to state that the contract amounts and other amounts for derivative transactions did not fluctuate significantly compared with the end of the previous fiscal year. - FY2018MitigatedAnnual report
「Over-the-counter Currency swaps 22,383 22,383 1,049 1,049 Foreign exchange forwards Short positions 2,317 — 93 93 Long positions 748 — △ 5 △ 5 Total — — 1,136 1,136」
Fair value gains and losses on derivatives changed from a fair value loss of ¥2,782 million at the end of the previous fiscal year to a fair value gain of ¥1,136 million. - FY2018-Q3RestatedAnnual report
「The contract amounts and other amounts for derivative transactions at the end of the quarterly consolidated accounting period did not fluctuate significantly compared with the end of the previous consolidated fiscal year.」
The filing continues to state that the contract amounts and other amounts for derivative transactions did not fluctuate significantly compared with the end of the previous fiscal year. - FY2018-Q2MitigatedAnnual report
「Over-the-counter Currency swaps 22,485 22,485 △ 129 △ 129 Foreign exchange forwards Short positions 31,997 — △ 525 △ 525 Long positions 458 — 12 12 Total — — △ 642 △ 642」
Total fair value gains and losses on derivatives narrowed from a fair value loss of ¥2,782 million at the fiscal year-end to a fair value loss of ¥642 million. - FY2018-Q1RestatedAnnual report
「The contract amounts and other amounts for derivative transactions at the end of the quarterly consolidated accounting period did not fluctuate significantly compared with the end of the previous consolidated fiscal year.」
The filing states that the contract amounts and other amounts for derivative transactions did not fluctuate significantly compared with the end of the previous fiscal year. - FY2017MitigatedAnnual report
「Over-the-counter Currency swaps 23,031 23,031 509 509 Foreign exchange forwards Short positions 117,583 — △ 3,894 △ 3,894 Long positions 51,524 — 602 602 Total — — △ 2,782 △ 2,782」
Total fair value gains and losses on derivatives changed from a fair value loss of ¥14,319 million at the quarter-end to a fair value loss of ¥2,782 million at the fiscal year-end. - FY2017-Q3WorsenedAnnual report
「For the third quarter of the current consolidated fiscal year (31 December 2016) Over-the-counter Currency swaps 20,624 △ 2,703 △ 2,703 Foreign exchange forwards 114,990 △ 11,616 △ 11,616 Total — △ 14,319 △ 14,319」
Total fair value gains and losses on currency swaps and foreign exchange forwards changed from a fair value gain in the interim period to a fair value loss of ¥14,319 million at the end of the third quarter. - FY2017-Q2Balances and fair value gains and losses fluctuatedAnnual report
「Over-the-counter Currency swaps 20,837 20,837 555 555 Foreign exchange forwards Short positions 134,688 — 10,909 10,909 Long positions 884 — △ 41 △ 41 Total — — 11,423 11,423」
The contract amounts and fair value gains and losses on currency swaps and foreign exchange forwards fluctuated from the previous quarter, and total fair value gains and losses on derivatives at the end of the interim period were ¥11,423 million. - FY2017-Q1First statedAnnual report
「For the first quarter of the current consolidated fiscal year (30 June 2016) Over-the-counter Currency swaps 22,017 1,387 1,387 Foreign exchange forwards 155,668 16,664 16,664 Total — 18,051 18,051」
The contract amounts, fair values and fair value gains and losses of currency swaps and foreign exchange forwards as of 30 June 2016 are disclosed.