| Summary of aggregate notional amount of the Company's outstanding foreign currency forward and swap contracts |
|
|
|
Foreign Currency
Amount
|
|
Notional Contract
Value in USD
|
|
|
Currency
|
|
Buy
|
|
Sell
|
|
Buy
|
|
Sell
|
|
|
|
|
(In thousands)
|
|
|
Cash Flow Hedges
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
CNY
|
|
|
2,038,000
|
|
|
—
|
|
$
|
327,916
|
|
$
|
—
|
|
|
HUF
|
|
|
16,064,000
|
|
|
—
|
|
|
58,340
|
|
|
—
|
|
|
ILS
|
|
|
110,200
|
|
|
—
|
|
|
27,786
|
|
|
—
|
|
|
MXN
|
|
|
1,706,500
|
|
|
275,000
|
|
|
112,366
|
|
|
18,108
|
|
|
MYR
|
|
|
285,000
|
|
|
33,000
|
|
|
77,341
|
|
|
8,955
|
|
|
SGD
|
|
|
27,700
|
|
|
—
|
|
|
20,234
|
|
|
—
|
|
|
RON
|
|
|
88,300
|
|
|
—
|
|
|
21,768
|
|
|
—
|
|
|
Other
|
|
|
N/A
|
|
|
N/A
|
|
|
47,774
|
|
|
7,837
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
693,525
|
|
|
34,900
|
|
|
Other Forward/Swap Contracts
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
BRL
|
|
|
—
|
|
|
534,000
|
|
|
—
|
|
|
165,330
|
|
|
CAD
|
|
|
168,467
|
|
|
165,795
|
|
|
134,286
|
|
|
131,992
|
|
|
CNY
|
|
|
760,113
|
|
|
—
|
|
|
120,710
|
|
|
—
|
|
|
EUR
|
|
|
553,629
|
|
|
758,846
|
|
|
606,019
|
|
|
831,531
|
|
|
GBP
|
|
|
32,794
|
|
|
61,161
|
|
|
48,840
|
|
|
91,283
|
|
|
MXN
|
|
|
1,306,400
|
|
|
793,212
|
|
|
86,021
|
|
|
52,228
|
|
|
MYR
|
|
|
237,837
|
|
|
39,200
|
|
|
64,542
|
|
|
10,638
|
|
|
SEK
|
|
|
411,292
|
|
|
707,248
|
|
|
48,065
|
|
|
83,294
|
|
|
Other
|
|
|
N/A
|
|
|
N/A
|
|
|
219,114
|
|
|
178,321
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
1,327,597
|
|
|
1,544,617
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Total Notional Contract Value in USD
|
|
|
|
|
|
|
|
$
|
2,021,122
|
|
$
|
1,579,517
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
| Schedule of fair value of the derivative instruments utilized for foreign currency risk management purposes |
|
|
|
Fair Values of Derivative Instruments
|
|
|
|
|
Asset Derivatives
|
|
Liability Derivatives
|
|
|
|
|
|
|
Fair Value
|
|
|
|
Fair Value
|
|
|
|
|
Balance Sheet
Location
|
|
March 31,
2015
|
|
March 31,
2014
|
|
Balance Sheet
Location
|
|
March 31,
2015
|
|
March 31,
2014
|
|
|
|
|
(In thousands)
|
|
|
Derivatives designated as hedging instruments
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Foreign currency contracts
|
|
Other current assets
|
|
$
|
2,896
|
|
$
|
3,464
|
|
Other current liabilities
|
|
$
|
19,729
|
|
$
|
10,457
|
|
|
Derivatives not designated as hedging instruments
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Foreign currency contracts
|
|
Other current assets
|
|
$
|
22,933
|
|
$
|
4,722
|
|
Other current liabilities
|
|
$
|
11,328
|
|
$
|
6,949
|
|
|