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MARKET RISKS AND SENSITIVITY ANALYSES To manage these risks, Praxair uses various derivative financial instruments, including interest rate swaps, currency swaps, forward contracts and commodity contracts. Praxair only uses commonly traded and non-leveraged instruments. These contracts are entered into primarily with major banking institutions thereby minimizing the risk of credit loss. Also, refer to Notes 2 and 15 to the consolidated financial statements for a more complete description of Praxairs accounting policies and use of such instruments. The following discussion presents the sensitivity of the market value, earnings and cash flows of Praxairs financial instruments to hypothetical changes in interest and exchange rates assuming these changes occurred at December 31, 2003. The range of changes chosen for these discussions reflect Praxairs 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 interest rate and exchange rate assumptions. INTEREST RATE
AND DEBT SENSITIVITY ANALYSIS At December 31, 2003, Praxair had fixed rate debt of $2,465 million and floating rate debt of $351 million, representing 88% and 12%, respectively, of total debt. At December 31, 2002, Praxair had fixed rate debt of $2,447 million and floating rate debt of $301 million, representing 89% and 11%, 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 $119 million ($94 million in 2002). At December 31, 2003 and 2002, the after-tax earnings and cash flows impact for next year resulting from a one percentage point increase in interest rates would be approximately $2 million, holding other variables constant. EXCHANGE RATE SENSITIVITY ANALYSIS
Holding other variables constant, if there were
a 10% adverse change in foreign currency exchange rates for the portfolio,
the fair market value of foreign currency contracts outstanding at December
31, 2003 would decrease by approximately $38 million ($28 million at December
31, 2002). Of this decrease, about $1 million ($14 million at December
31, 2002) would impact earnings and the remaining $37 million would be
offset by an equal but offsetting gain or loss on the foreign currency
fluctuation of the underlying exposure being hedged ($14 million at December
31, 2002).
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