|
|
| DERIVATIVE CONTRACTS EUR mill. |
|
|
|
|
|
|
| |
|
|
|
|
|
|
| Derivative contracts |
30-Sep-08 |
|
30-Sep-07 |
|
31-Dec-07 |
|
| Currency derivatives |
Nominal value (EUR mill.) |
Fair value (EUR mill.) |
Nominal value (EUR mill.) |
Fair value (EUR mill.) |
Nominal value (EUR mill.) |
Fair value (EUR mill.) |
 |
| Hedge accounting items |
|
|
|
|
|
|
| Forward contracts. Jet Fuel currency hedging |
380.0 |
7.2 |
254.3 |
-17.1 |
267.0 |
-20.0 |
| Forward contracts. Hedging of Aircraft purchace price |
469.9 |
9.8 |
424.8 |
-15.0 |
463.0 |
-16.9 |
| Forward contracts. Currency hedging of lease payments |
49.1 |
1.4 |
62.6 |
-3.2 |
56.3 |
-3.9 |
| Total |
899.0 |
18.4 |
741.7 |
-35.3 |
786.3 |
-40.8 |
| Currency derivatives at fair value through profit or loss |
|
|
|
|
|
|
| Operating cash flow hedging (termins) |
60.1 |
3.4 |
0.0 |
0.0 |
2.7 |
0.0 |
| Operating cash flow hedging (options) |
|
|
|
|
|
|
| Currency call options |
20.4 |
0.3 |
28.2 |
0.0 |
54.3 |
0.1 |
| Currency put options |
19.4 |
-0.1 |
28.2 |
-0.5 |
64.5 |
-0.6 |
| Balance sheet hedging |
67.4 |
0.4 |
77.6 |
-1.3 |
47.2 |
-0.6 |
| Total |
167.3 |
4.0 |
134.0 |
-1.8 |
168.7 |
-1.1 |
| Currency derivatives, total |
1,066.3 |
22.4 |
875.7 |
-37.1 |
955.0 |
-41.9 |
| |
|
|
|
|
|
|
| |
30-Sep-08 |
|
30-Sep-07 |
|
31-Dec-07 |
|
| |
Nominal value (tonnes) |
Fair value (EUR mill.) |
Nominal value (tonnes) |
Fair value (EUR mill.) |
Nominal value (tonnes) |
Fair value (EUR mill.) |
|
| Commodity derivatives |
|
|
|
|
|
|
| Hedge accounting items |
|
|
|
|
|
|
| Jet Fuel swaps |
602,800 |
52.0 |
538,000 |
17.5 |
562,750 |
55.3 |
| |
|
|
|
|
|
|
| Commodity derivatives at fair value through profit or loss |
|
|
|
|
|
|
| Jet Fuel Forward contracts |
69,200 |
-5.3 |
9,400 |
0.3 |
11,100 |
0.6 |
| Gasoil forward contracts |
28,500 |
0.5 |
38,400 |
1.7 |
21,900 |
2.7 |
| Jet differential forward contracts |
460,500 |
1.1 |
333,000 |
1.8 |
395,000 |
1.1 |
| Options |
|
|
|
|
|
|
| Jet Fuel call options |
45,000 |
2.0 |
28,500 |
2.0 |
64,500 |
2.0 |
| Jet Fuel put options |
45,000 |
-3.9 |
57,000 |
-0.7 |
76,000 |
-0.7 |
| Gasoil call options |
64,000 |
-2.9 |
51,000 |
3.3 |
48,500 |
3.1 |
| Gasoil put options |
78,500 |
0.0 |
99,000 |
-0.8 |
86,500 |
-0.5 |
| Total |
|
43.4 |
|
25.1 |
|
63.5 |
| |
|
|
|
|
|
|
| |
30-Sep-08 |
|
30-Sep-07 |
|
31-Dec-07 |
|
| |
Nominal value (EUR mill.) |
Fair value (EUR mill.) |
Nominal value (EUR mill.) |
Fair value (EUR mill.) |
Nominal value (EUR mill.) |
Fair value (EUR mill.) |
|
| Interest rate derivatives |
|
|
|
|
|
|
| Cross currency Interest rate swaps |
|
|
|
|
|
|
| Hedge accounting items |
18.6 |
-8.5 |
30.3 |
-13.6 |
26.9 |
-13.6 |
| Cross currency interest rate swaps at fair value through profit or loss |
12.4 |
-7.4 |
17.1 |
-10.2 |
15.4 |
-10.1 |
| Total |
31.0 |
-15.9 |
47.4 |
-23.8 |
42.3 |
-23.7 |
| Interest rate swaps |
|
|
|
|
|
|
| Hedge accounting items |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
0.0 |
| Interest rate swaps at fair value through profit or loss |
20.0 |
0.7 |
20.0 |
1.0 |
20.0 |
0.9 |
| Total |
20.0 |
0.7 |
20.0 |
1.0 |
20.0 |
0.9 |
| Share derivatives |
|
|
|
|
|
|
| Shares |
|
|
|
|
|
|
| Call options, share |
15.4 |
0.0 |
16.6 |
3.2 |
16.1 |
8.4 |
|
 |
|
