Annual and transition report of foreign private issuers pursuant to Section 13 or 15(d)

Derivative Instruments (Tables)

v3.19.1
Derivative Instruments (Tables)
 12 Months Ended
Mar. 31, 2019
Derivative Instruments and Hedging Activities Disclosure [Abstract]  
Schedule of Total Outstanding Notional Amount and Fair Value of Derivative Instruments
The following table sets forth the total outstanding notional amount and the fair value of the Company’s derivative instruments held at 31 March 2019 and 2018.
 
 
 
 
 
Fair Value as of
(Millions of US dollars)
Notional Amount
 
31 March 2019
 
31 March 2018
 
31 March 2019
 
31 March 2018
 
Assets  
 
Liabilities  
 
Assets  
 
Liabilities  
Derivatives not accounted for as hedges
 
 
 
 
 
 
 
 
 
 
 
Interest rate swap contracts
$
75.0

 
$
100.0

 
$
0.3

 
$
—

 
$
0.4

 
$
—

Foreign currency forward contracts
—

 
0.8

 
—

 
—

 
—

 
—

Total
$
75.0

 
$
100.8

 
$
0.3

 
$
—

 
$
0.4

 
$
—