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Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES (Tables)

v3.5.0.2
DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES (Tables)
9 Months Ended
Sep. 30, 2016
ÀÖÌìÌÃfun88(ÖйúÇø)¹Ù·½ÍøÕ¾ International Ìý
DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES Ìý
Schedule of cash flow hedges and the effective portion of the changes in the fair value of the swaps

Ìý

These swaps are designated as cash flow hedges and the effective portion of the changes in the fair value of the swaps are recorded in other comprehensive income (loss) (dollars in millions):

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SeptemberÌý30, 2016

Notional Value

Ìý

Effective Date

Ìý

Maturity

Ìý

Fixed
Rate

Ìý

Fair Value

$

50Ìý

Ìý

December 2014

Ìý

April 2017

Ìý

Ìý

2.5Ìý

%

$1 current liability

Ìý

50Ìý

Ìý

January 2015

Ìý

April 2017

Ìý

Ìý

2.5Ìý

%

1 current liability

Ìý