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

Derivative Instruments (Tables)

v3.7.0.1
Derivative Instruments (Tables)
12 Months Ended
Mar. 31, 2017
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 2017 and 2016.

 

                   Fair Value as of  
(Millions of US dollars)    Notional Amount      31 March 2017      31 March 2016  
       31 March 2017          31 March 2016          Assets          Liabilities          Assets          Liabilities    

Derivatives not accounted for as hedges

                 

Interest rate swap contracts

   $ 100.0      $ 100.0      $ -        $ 1.1      $ -        $ 3.7  

Foreign currency forward contracts

     -          0.4        -          -          -          -    
  

 

 

    

 

 

    

 

 

    

 

 

    

 

 

    

 

 

 

Total

     $         100.0        $         100.4        $         -          $         1.1        $         -          $         3.7