Quarterly report pursuant to Section 13 or 15(d)

DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES (Tables)

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DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES (Tables)
6 Months Ended
Jun. 30, 2015
Huntsman International  
DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES  
Schedule of Cash flow hedges and the effective portion of the changes in the fair value of the swaps are recorded in other comprehensive income (loss)

 

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 income (loss) (dollars in millions):

 

                                                                                                                                                                                    

June 30, 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