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COMPANY FINANCIAL STATEMENTS
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LISI 2015 FINANCIAL REPORT
The details at December 31, 2015 are as follows:
31/12/2015
31/12/2014
Fair
value
(1)
Notional
amount
(2)
<1 year
between
1 and
5 years
more
than
5 years
Fair
value
(1)
Notional
amount
(2)
<1 year
between
1 and
5 years
more
than
5 years
Long position of GBP against USD (1.4)
27.4 27.4 0.0 0.0 (1.2)
28.8 28.8 0.0 0.0
Long position of CAD against USD (4.1)
57.6 24.0 33.6 0.0 (1.9)
32.5 32.5
0.0 0.0
Long position of TRY against EUR
(0.3)
34.1 34.1
0.0 0.0
1.1
29.5 29.5
0.0 0.0
Long position of PLN against USD (0.1)
20.4 20.4 0.0 0.0 (0.3)
18.0 18.0 0.0 0.0
Long position of CZK against EUR
0.0
0.0 0.0 0.0 0.0
0.0
192.0 192.0 0.0 0.0
Short position of USD against EUR (6.1)
405.1 129.8 275.3
0.0 (1.0)
84.6 20.4 0.0 0.0
(11.9)
(3.3)
(1) Fair value amounts are expressed in millions of euros.
(2) Maximum notional amounts are expressed in millions of currencies.
Reciprocal commitments corresponding to interest rate swaps
LISI S.A. has contracted interest rate swaps intended to hedge it against an increase in interest rates on variable rate loans. The
details at December 31, 2015 are as follows:
Issuer
Face value (in €'000)
Capital remaining due
(in €'000)
Fixed rate
Maturity
Variable rate vs. fixed rate
5,000
750
1.5900%
Sept-16
Variable rate vs. fixed rate
4,750
750
1.3925%
Sept-16
Variable rate vs. fixed rate
9,500
2,500
1.0750%
Mar-17
Variable rate vs. fixed rate
5,000
5,000
0.9400%
June-21
Variable rate vs. fixed rate
15,000
2,250
2.0730%
Sept-16
Variable rate vs. fixed rate
15,000
15,000
1.0700%
May-17
Variable rate vs. fixed rate
5,000
5,000
0.9400%
June-21
Variable rate vs. fixed rate
25,000
17,500
0.4500%
June-19
Variable rate vs. fixed rate
10,000
10,000
0.9700%
June-21
Variable rate vs. fixed rate
5,000
5,000
0.9525%
June-21
Variable rate vs. fixed rate
5,000
5,000
0.9675%
June-21