LINTEC Integrated Report 2021
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Note: Method of computing the fair value is based on information provided by financial institutions at the end of the fiscal year. Note: Method of computing the fair value is based on information provided by financial institutions at the end of the fiscal year. ¥92418207¥970¥———―¥—$———―$―$8,34616518366$8,762¥6387281323¥757¥—————¥—¥498$4,500¥(18)0(0)(0)¥(18)¥(18)0(0)(0)¥(18)$(166)3(0)(0)$(163)$(166)3(0)(0)$(163)¥ 31(0)03¥ 8¥ 31(0)03¥ 8¥498¥(Note)$(Note)$4,500 Hedge accounting methodThe Tokurei-shori for interest rate swapsType of derivativesInterest rate swaps Variable rate receipt / Fixed rate paymentHedge accounting methodThe Tokurei-shori for interest rate swapsNote: Interest rate swaps subject to the Tokurei-shori for interest rate swaps are treated together with the hedged long-term loans payable. Accordingly, the fair value of those interest Type of derivativesInterest rate swaps Variable rate receipt / Fixed rate paymentrate swaps is included in the fair value of the long-term loans payable.12. Derivatives1. Derivatives to which the Company did not apply hedge accounting as of March 31, 2021 and 2020 were as follows:(Currency related)Off-market transactionsTotalOff-market transactionsTotalOff-market transactionsTotal2. Derivatives to which the Company applied hedge accounting as of March 31, 2021 and 2020 were as follows:(Interest rate related)Nature of transactionForward exchange contracts to: Sell: Nature of transactionForward exchange contracts to: Sell: Nature of transactionForward exchange contracts to: Sell: U.S. dollars (buy Japanese yen) U.S. dollars (buy Korean won) Japanese yen (buy Korean won) Indonesian rupiah (buy Japanese yen) U.S. dollars (buy Japanese yen) U.S. dollars (buy Korean won) Japanese yen (buy Korean won) Indonesian rupiah (buy Japanese yen) U.S. dollars (buy Japanese yen) U.S. dollars (buy Korean won) Japanese yen (buy Korean won) U.S. dollars (buy Singapore dollars) Indonesian rupiah (buy Japanese yen)Long-term loans payableLong-term loans payableMajor hedged itemsMajor hedged itemsContract amountsTotalOver 1 yearContract amountsTotalOver 1 yearContract amountsTotalOver 1 yearContract amountsTotalContract amountsTotalMillions of yen2021Unrealized gain (loss)Fair valueThousands of U.S. dollars2021Unrealized gain (loss)Fair valueMillions of yen2020Unrealized gain (loss)Fair valueMillions of yen2021Over 1 yearFair valueThousands of U.S. dollars2021Over 1 yearFair value88

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