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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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Interest Rate Swap Derivative, Aircraft Leases Received in December 2020

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Interest Rate Swap Derivative, Aircraft Leases Received in First Quarter 2021

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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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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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Fair value, after effects of master netting arrangements, of financial liability or contract with one or more underlyings, notional amount or payment provision or both, and the contract can be net settled by means outside the contract or delivery of an asset offset against the right to receive collateral. Includes liabilities not subject to a master netting arrangement and not elected to be offset.

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The effective portion of net gain (loss) reclassified from accumulated other comprehensive income into income on derivative instruments designated and qualifying as hedging instruments.

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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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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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