125 2009 In millions of EUR Carrying Expected 6 months or less 2-5 years More than 5 years Interest rate swaps: Assets (17) 503 16 16 27 66 378 Liabilities 226 (740) (65) (78) (80) (163) (354) Commodity swaps: Assets (48) 1,015 615 282 118 - Liabilities 26 (996) (608) (268) (120) Other derivatives used for hedge accounting: Assets Liabilities 187 (218) (42) (48) (55) (97) 24 Fair value hedges/net investment hedges The following table indicates the periods in which the cash flows associated with derivatives that are fair value hedges or net investment hedges are expected to occur. 2010 Carrying amount Expected cash flows 6 months or less 6-12 months 1-2 years 2-5 years More than 5 years Interest rate swaps: Assets 32 1,009 42 22 176 769 - Liabilities Forward exchange contracts: (139) (1,077) (12) (14) (179) (872) Assets 1 317 130 187 - - Liabilities - (309) (128) (181) - - (106) (60) 32 14 (3) (103) - 2009 In millions of EUR Carrying amount Expected cash flows 6 months or less 6-12 months 1-2 years 2-5 years More than 5 years Interest rate swaps: Assets 987 27 20 61 666 213 Liabilities (212) (1,079) (9) (11) (22) (802) (235) Forward exchange contracts: Assets Liabilities (212) (92) 18 9 39 (136) (22) Heineken N.V. Annual Report 2010

Jaarverslagen en Personeelsbladen Heineken

Jaarverslagen | 2010 | | pagina 122