Annual report pursuant to Section 13 and 15(d)

DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES (Tables)

v3.3.1.900
DERIVATIVE INSTRUMENTS AND HEDGING ACTIVITIES (Tables)
12 Months Ended
Dec. 31, 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 (loss) income

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, 2015

Notional
Value

 

Effective Date

 

Maturity

 

Fixed
Rate

 

Fair Value

$

 

50 

 

December 2014

 

April 2017

 

 

2.5% 

 

$1 noncurrent liability

50 

 

January 2015

 

April 2017

 

 

2.5% 

 

1 noncurrent liability

 

                                                                                                                                                                                    

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