Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES (Tables)

v2.4.1.9
DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES (Tables) (Huntsman International)
3 Months Ended
Mar. 31, 2015
Huntsman International
 
Schedule of Cash flow hedges and the effective portion of the changes in the fair value of the swaps are recorded in other comprehensive

These swaps are designated as cash flow hedges and the effective portion of the changes in the fair value of the swaps are recorded in other comprehensive (loss) income (dollars in millions):

                                                                                                                                                                                    

March 31, 2015

Notional Value

 

Effective Date

 

Maturity

 

Fixed
Rate

 

Fair Value

$

50 

 

December 2014

 

April 2017

 

 

2.5 

%

$2 noncurrent liability

 

50 

 

January 2015

 

April 2017

 

 

2.5 

%

2 noncurrent liability