lease and loan portfolio. Access to cost-effective financing can result in interest rate
and/or currency mismatches with the underlying assets. To manage these mismatches
and to reduce overall interest cost, the company primarily uses interest-rate and
currency instruments, principally swaps, to convert specific fixed-rate debt issuances
into variable-rate debt (i.e., fair value hedges) and to convert specific variable-rate debt
and anticipated commercial paper issuances to fixed rate (i.e., cash flow hedges).
The resulting cost of funds is lower than that which would have been available if debt
with matching characteristics was issued directly. The weighted-average remaining
maturity of all swaps in the debt risk management program is approximately four years.
A significant portion of the company’s foreigncurrency denominated debt portfolio is
designated as a hedge of net investment to reduce the volatility in stockholders equity
caused by changes in foreign currencyexchange rates in the functional currency of
major foreign subsidiaries with respect to the U.S. dollar. The company also uses
currencyswaps and foreignexchange forward contractsfor this risk management
purpose.The currency effectsof these hedges (approximately $200 million for the
currentperiod, net of tax) are reflected as a loss in the Accumulated gains and
(losses)not affecting retainedearnings section of the Consolidated Statement of
Stockholders Equity, thereby offsetting a portion of the translation of the applicable
foreign subsidiaries net assets.
ANTICIPATED ROYALTIES AND COST TRANSACTIONS
The company’s operations generate significant nonfunctional currency, third party
vendor
payments and intercompany payments for royalties, and goods and services among the
company’s non-U.S. subsidiaries and with the parent company. In anticipation of these
foreign currency cash flows and in view of the volatility of the currency markets, the
company selectively employs foreign exchange forward and option contracts to manage
its currency risk. These contracts may have extended maturities beyond one year and
from time to time that extend to three years. As of December 31, 2003, the maximum
remaining maturity of these derivative instruments was approximately 18 months,
commensurate with the underlying hedged anticipated cash flows.
SUBSIDIARY CASH AND FOREIGN CURRENCY ASSET/LIABILITY
MANAGEMENT
The company uses its Global Treasury Centers to manage the cash of its subsidiaries.
These centers principally use currency swaps to convert cash flows in a cost-effective
manner. In addition, the company uses foreign exchange forward contracts to hedge, on
a net basis, the foreign currency exposure of a portion of the company’s nonfunctional
currency assets and liabilities. The terms of these forwardand swap contractsare
generally less than one year. The changes in fair value from these contracts and from
the underlying hedged exposures are generally offsetting and are recordedin Other
(income)and expense in the Consolidated Statement of Earnings.
EQUITY RISK MANAGEMENT
The company is exposed to certain equity price changes related to certain obligations to
employees. These equity exposures are primarily related to market value movements in
certain broad equity market indices and in the company’s own stock. Changes in the
overall value of this employee compensation obligation are recorded in SG&A expense
in the Consolidated Statement of Earnings. Although not designated as accounting
hedges, the company utilizes equity derivatives, including equity swaps and futures to
economically hedge the equity exposures relating to this employee compensation
obligation. To match the exposures relating to this employee compensation obligation,
these derivatives are linked to the total return of certain broad equity market indices
and/or the total return of the company’s common stock. These derivatives are recorded