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