|
Management's
Discussion and Analysis cont'd
Market Risks and Sensitivity
Analysis
Like
other global companies, Praxair is exposed to market risks relating
to fluctuations in interest rates and currency exchange rates. The
objective of financial risk management at Praxair is to minimize
the negative impact of interest rate and foreign exchange rate fluctuations
on the Company's earnings, cash flows and equity.
To
manage these risks, Praxair uses various derivative financial instruments,
including interest rate swap, forward starting interest rate swap
and currency swap, forward and option contracts. Praxair only uses
commonly traded and non-leveraged instruments. These contracts are
entered into with major financial institutions thereby minimizing
the risk of credit loss. Also, refer to Notes
1 and 5 to the consolidated financial
statements for a more complete description of Praxair's accounting
policies and use of such instruments.
As
required by Securities and Exchange Commission rules, the following
analysis presents the sensitivity of the market value, earnings
and cash flows of Praxair's financial instruments to hypothetical
changes in interest and exchange rates as if these changes occurred
at December 31, 2000. The range of changes chosen for this analysis
reflects Praxair's view of changes which are reasonably possible
over a one-year period. Market values are the present values of
projected future cash flows based on the interest rate and exchange
rate assumptions. These forward-looking disclosures are selective
in nature and only address the potential impacts from financial
instruments. They do not include other potential effects, which
could impact Praxair's business as a result of these changes in
interest and exchange rates.
Interest Rate and Debt Sensitivity Analysis
At December 31, 2000, Praxair has debt totaling $3,141 million ($2,995
million at December 31, 1999) and interest rate swaps (including
forward starting swaps) with a notional value of $780 million ($80
million in 1999). Interest rate swaps are entered into as a hedge
of underlying financial instruments to effectively change the characteristics
of the interest rate without actually changing the financial instrument.
At December 31, 2000, the interest rate swap agreements convert
outstanding floating rate debt and lease payments to fixed rate
payments for the period of the swap agreements. For fixed rate instruments,
interest rate changes affect the fair market value but do not impact
earnings or cash flows. Conversely for floating rate instruments,
interest rate changes generally do not affect the fair market value
but do impact future earnings and cash flows, assuming other factors
are held constant.
At
December 31, 2000 after adjusting for the effect of interest rate
swap agreements (including the forward starting swaps), Praxair
has fixed rate debt of $2,566 million ($2,114 at December 31, 1999)
and floating rate debt of $575 million ($881 million in 1999) or
about 82% and 18%, respectively, of total debt. Holding other variables
constant (such as foreign exchange rates, swaps and debt levels),
a one percentage point decrease in interest rates would increase
the unrealized fair market value of the fixed rate debt by approximately
$72 million ($89 million in 1999). At December 31, 2000, the after-tax
earnings and cash flows impact for the next year resulting from
a one percentage point increase in interest rates would be approximately
$4 million ($6 million at December 31, 1999), holding other variables
constant.
Exchange Rate Sensitivity Analysis
Praxair's exchange rate exposures result primarily from its investments
and ongoing operations in South America (primarily Brazil), Europe
(primarily Spain and Italy), Canada, Mexico, Asia (primarily China,
India, Korea and Thailand) and certain other business transactions
such as the procurement of equipment from foreign sources. Among
other techniques, Praxair utilizes foreign exchange forward contracts
to hedge these exposures. At December 31, 2000, Praxair had $248
million notional amount ($272 million at December 31, 1999) of foreign
exchange contracts of which $199 million ($235 million in 1999)
hedged recorded balance sheet exposures or firm commitments and
$49 million ($37 million in 1999) are to hedge anticipated future
net income in Argentina, Mexico, and Thailand.
Holding
other variables constant, if there were a ten percent adverse change
in foreign currency exchange rates, the market value of foreign
currency contracts outstanding at December 31, 2000 would decrease
by approximately $26 million ($23 million at December 31, 1999).
Of this decrease, only about $3 million ($3 million at December
31, 1999) would impact earnings since the gain (loss) on the majority
of these contracts would be offset by an equal (gain) loss on the
underlying exposure being hedged.
|