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概要

Annual Reportは、ごうぎんの決算や活動内容にて海外の皆様に知っていただくために作成しています

THE SAN-IN GODO BANK, LTD. AND CONSOLIDATED SUBSIDIARIESNotes to the Consolidated Financial Statements21. DerivativesDerivatives to which Hedge Accounting is Not AppliedWith respect to derivatives to which hedge accounting is not applied, contract amount or notional principal, fair value andrelated gains or losses and calculation method of the fair value are as follows: Note that the contract amount does notrepresent the market risk exposure associated with the derivative transactions.(1) Currency-related transactionsMillions of YenContract amountAs of March 31, 2015 Total Over one year Fair value Gains (losses)Over-the-counterCurrency swaps \30,139 \23,474 \ 113 \ 113Forward foreign exchange contracts:Sold 55,977 ? (819) (819)Bought 805 ? 19 19Currency options:Sold 21,942 ? (367) (72)Bought 21,942 ? 366 148Total \(687) \(611)Millions of YenContract amountAs of March 31, 2016 Total Over one year Fair value Gains (losses)Over-the-counterCurrency swaps \23,445 \20,965 \ 73 \ 73Forward foreign exchange contracts:Sold 29,279 ? 1,464 1,464Bought 723 ? (21) (21)Currency options:Sold 50,730 ? (928) (130)Bought 50,730 ? 927 251Total \1,516 \1,638Thousands of U.S. DollarsContract amountAs of March 31, 2016 Total Over one year Fair value Gains (losses)Over-the-counterCurrency swaps $208,067 $186,057 $ 647 $ 647Forward foreign exchange contracts:Sold 259,842 ? 12,992 12,992Bought 6,416 ? (186) (186)Currency options:Sold 450,212 ? (8,235) (1,153)Bought 450,212 ? 8,226 2,227Total $13,454 $14,536Notes: 1. Above transactions are stated at fair value and the related gains (losses) are reported in the consolidatedstatements of income.2. The fair value is determined using the discounted present value.Derivatives to which Hedge Accounting is AppliedWith respect to derivatives to which hedge accounting is applied, contract amount or notional principal, fair value andcalculation method of the fair value are as follows: Note that the contract amount does not represent the market risk exposureassociated with the derivative transactions.(1) Interest-related transactionsAs of March 31, 2015Millions of YenContract amountHedge accounting method Type of derivatives Major hedged items Total Over one year Fair valueSpecial treatment forinterest rate swapsInterest rate swaps:Receive-floating/Pay-fixed Loans \57,107 \43,323 (Note 3)Total \ ?30