Interest rate swaps – cash flow hedges | Cash flow hedging

Derivative assets

$ 2

$ 0

Derivative liabilities

Interest rate cash flow hedge asset at fair value

1,000

Change in fair value of interest rate swap agreements

Derivatives designated as hedging instruments | Prepaid expenses and other | Interest rate swaps – cash flow hedges

Derivatives designated as hedging instruments | Other long-term liabilities | Interest rate swaps – cash flow hedges

Derivative assets

Derivative liabilities

$ 4

$ 0

Fair value, after offset of derivative liability, of financial asset or other contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, before offset against an obligation to return collateral under a master netting arrangement. Includes assets elected not to be offset. Excludes assets not subject to a master netting arrangement.

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Fair value, after offset of derivative asset, of financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset, elected not to be and before offset against a right to receive collateral under a master netting arrangement. Includes liabilities elected not to be offset. Excludes liabilities not subject to a master netting arrangement.

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Line items represent financial concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes to the table.

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Amount of unrealized gain (loss) related to the fair value of interest rate derivatives designated as fair value hedging instruments, as offset by the gain (loss) on the hedged item to the extent that the fair value hedge is determined to be effective.

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Fair value as of the balance sheet date of all interest rate derivative assets designated as cash flow hedging instruments.

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