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Discontinuation of Interest Rate Cash Flow Hedge Balance in AOCI

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Interest Rate Swap Derivative, Aircraft Leases

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Represents the percentage of cash collateral that can be provided with a letter of credit.

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Maximum sum of derivatives of a counterparty to be included in Other and no risk of the Company posting collateral.

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Percentage of actual consumption hedged

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Terminated Interest Rate Swap Liability

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The aggregate fair value of assets that are already posted, at the end of the reporting period, as collateral for derivative instruments with credit-risk-related contingent features.

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Face (par) amount of debt instrument at time of issuance.

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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 gain (loss) included in earnings for the period from the increase (decrease) in fair value of interest rate derivatives not designated as hedging instruments.

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The amount of loss reclassified into earnings in the period when cash flow hedge is discontinued because it is probable that the original forecasted transactions will not occur by the end of the original period or an additional two month time period.

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The estimated net amount of unrealized gains or losses on price risk cash flow hedges as of the balance sheet date expected to be reclassified to earnings within the next twelve months.

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