Annual report pursuant to Section 13 and 15(d)

DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES (Tables)

v2.4.1.9
DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES (Tables) (Huntsman International)
12 Months Ended
Dec. 31, 2014
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):

                                                                                                                                                                                    

December 31, 2014

Notional
Value

 

Effective Date

 

Maturity

 

Fixed
Rate

 

Fair Value

$

50 

 

January 2010

 

January 2015

 

 

2.8 

%

less than $1 current liability

 

50 

 

December 2014

 

April 2017

 

 

2.5 

%

2 noncurrent liability

 

50 

 

January 2015

 

April 2017

 

 

2.5 

%

2 noncurrent liability

 

                                                                                                                                                                                    

December 31, 2013

Notional
Value

 

Effective Date

 

Maturity

 

Fixed
Rate

 

Fair Value

$

50 

 

December 2009

 

December 2014

 

 

2.6 

%

$1 current liability

 

50 

 

January 2010

 

January 2015

 

 

2.8 

%

1 current liability

 

50 

 

December 2014

 

April 2017

 

 

2.5 

%

1 noncurrent liability

 

50 

 

January 2015

 

April 2017

 

 

2.5 

%

2 noncurrent liability