RNS Number:8844G
Mizuho Holdings Inc
31 January 2003
January 31, 2003
Quarterly Disclosure
We would like to report the third quarter results of fiscal year 2002.
We disclose our information voluntarily, understanding the purpose and the
intention of "Front-Loaded Reform Program" under the Ministerial Meeting on
Economic Measures and "Program for Structural Reform of Securities Markets" by
the Financial Services Agency.
Figures of the first quarter (6/30/2002) and the third quarter (12/31/2002) in
the exhibits are unaudited.
Please direct any inquiries to:
Mizuho Holdings, Inc.
Public Relations : 03-5224-2026
Accounting : 03-5224-2030
Mizuho Holdings, Inc.
1. "Disclosure under the category defined by the Financial Reconstruction Law" (Non-consolidated)
(in billions of yen)
(Reference)
12/31/2002 6/30/2002 9/30/2002
Mizuho Bank
Claims against Bankrupt and Substantially
Bankrupt Obligors 379.1 389.3 390.4
Claims with Collection Risk 1,093.2 1,160.1 1,057.0
Claims for Special Attention 973.4 813.0 835.0
Total 2,445.9 2,362.4 2,282.6
Mizuho Corporate Bank
Claims against Bankrupt and Substantially
Bankrupt Obligors 547.7 546.5 458.3
Claims with Collection Risk 828.1 617.9 741.6
Claims for Special Attention 1,357.8 1,337.9 1,490.5
Total 2,733.7 2,502.3 2,690.5
Aggregated figures of Mizuho Bank
and Mizuho Corporate Bank
Claims against Bankrupt and Substantially
Bankrupt Obligors 926.9 935.8 848.8
Claims with Collection Risk 1,921.3 1,778.0 1,798.7
Claims for Special Attention 2,331.3 2,150.9 2,325.5
Total 5,179.6 4,864.8 4,973.1
Mizuho Asset Trust & Banking
Claims against Bankrupt and Substantially
Bankrupt Obligors 39.5 55.6 49.2
Banking Account 23.7 32.9 32.0
Trust Account 15.8 22.6 17.2
Claims with Collection Risk 170.0 178.2 162.7
Banking Account 162.1 167.0 153.1
Trust Account 7.9 11.2 9.5
Claims for Special Attention 227.7 245.3 239.7
Banking Account 198.6 212.9 210.2
Trust Account 29.1 32.3 29.5
Total 437.3 479.2 451.7
Banking Account 384.4 413.0 395.4
Trust Account 52.8 66.2 56.3
Total
Claims against Bankrupt and Substantially
Bankrupt Obligors 966.5 991.4 898.1
Banking Account 950.6 968.8 880.9
Trust Account 15.8 22.6 17.2
Claims with Collection Risk 2,091.4 1,956.3 1,961.4
Banking Account 2,083.5 1,945.0 1,951.8
Trust Account 7.9 11.2 9.5
Claims for Special Attention 2,559.0 2,396.3 2,565.3
Banking Account 2,529.9 2,363.9 2,535.7
Trust Account 29.1 32.3 29.5
Total 5,617.0 5,344.1 5,424.9
Banking Account 5,564.1 5,277.8 5,368.6
Trust Account 52.8 66.2 56.3
(Note) 1. Above figures as of December 31st,2002 and June 30th, 2002 are
compiled in the same way as those are done in account settlement (including the
interim account) except not being subject to the internal/external audit, and
are classified into the categories defined in Article 4 of "Regulation Rules of
the Law relating to Emergency Measures for Revitalization of Financial Systems".
That is, all claims existed as of the end of December and June, 2002 are
assessed in accordance with the strict "Standard on Self-Assessment of Assets"
based on "the Financial Inspection Manuals" promulgated by the Financial
Services Agency. Each credit origination department has classified all obligors
into the five categories (Bankrupt, Substantially Bankrupt, Intensive Control,
Watch, and Normal) according to the creditworthiness of obligors and has
assessed the collectability of those credits from the viewpoint of collateral
and/or guarantee by each category, preceding to the secondary assessment by the
independent credit division in charge.
Based on the results, we disclose here the claims against "Bankrupt" and
"Substantially Bankrupt" as "Claims against Bankrupt and Substantially Bankrupt
Obligors", those against "Intensive Control" as "Claims with Collection Risk"
and both "Loans Past Due for 3 Months or More" and "Restructured Loans " out of
loans to Watch Obligors as "Claims for Special Attention".
Above figures are presented net of direct write-offs.
2. As reported in "Revision of Consolidated Earnings Estimate" released on
January 21st, 2003 etc,the estimated figures of "Claims under the category
defined by the Financial Reconstruction Law " at the end of March, 2003 are
around 4,500 billions of yen for Mizuho Bank and Mizuho Corporate Bank, and
around 380 billions of yen for Mizuho Asset Trust & Banking Company.
1
Mizuho Holdings, Inc.
2.Capital Adequacy Ratio
(Consolidated Basis)
Criteria Ratio 3/31/2003
(Estimates) *1
Mizuho Financial Group *2 BIS Capital Adequacy Ratio Around 9%
Tier I Ratio Mid 4% range
Mizuho Corporate Bank BIS Capital Adequacy Ratio Slightly less than 10%
Tier I Ratio Around 5%
Mizuho Bank BIS Capital Adequacy Ratio Around 9%
Tier I Ratio Mid 4% range
Domestic Capital Adequacy Ratio Around 9%
Tier I Ratio Mid 4% range
Mizuho Trust & Banking *3 BIS Capital Adequacy Ratio Around 10%
Tier I Ratio Mid 5% range
(NOTES)
1. The estimates may vary in accordance with changes of the premises about
business operating circumstances.
2. By the stock-for-stock exchange on March 12, 2003, Mizuho Financial Group,
Inc. ("MHFG") will become the parent company (100% ownership) of Mizuho
Holdings, Inc. ("MHHD") and MHHD will become a wholly-owned subsidiary of MHFG.
The estimates shown above indicate the figures after the stock-for-stock
exchange.
(The stock-for-stock exchange is subject to approval of the appropriate
regulatory authorities in Japan and other countries, and approval of
the shareholders' meeting.)
3. Mizuho Asset Trust & Banking Co., Ltd. will merge with Mizuho Trust & Banking
Co., Ltd. on March 12, 2003 and change its name to "Mizuho Trust & Banking Co.,
Ltd". The estimates shown above indicate the figures after the consolidation.
Due to the consolidation, it will be subject to the BIS capital adequacy
standards. (Currently subject to domestic standards)
(The consolidation is subject to approval of the appropriate regulatory
authorities in Japan and other countries, and approval of the shareholders'
meeting.)
9/30/2002
(Results)
Mizuho Holdings BIS Capital Adequacy Ratio 10.42%
Tier I Ratio 5.26%
Mizuho Corporate Bank BIS Capital Adequacy Ratio 9.74%
Tier I Ratio 5.13%
Mizuho Bank BIS Capital Adequacy Ratio 10.36%
Tier I Ratio 5.53%
Domestic Capital Adequacy Ratio 9.85%
Tier I Ratio 5.53%
Mizuho Asset Trust & Banking Domestic Capital Adequacy Ratio 10.10%
Tier I Ratio 5.05%
2
Mizuho Holdings, Inc.
3. Unrealized Gains and Losses on Securities with Market Value (Non-consolidated)
(1) Unrealized Gains and Losses of Other Securities (Available for Sale)
12/31/2002 6/30/2002
(Before Devaluation and Depreciation) (Before Devaluation and Depreciation)
Market Value Unrealized Gains/Losses Market Value Unrealized Gains/Losses
(= Book Value) Gains Losses (= Book Value) Gains Losses
Mizuho Bank
Other Securities
(Available for Sale) 6,295.5 (107.9) 72.3 180.2 8,511.6 71.8 137.8 66.0
Stocks 805.4 (121.1) 47.4 168.5 1,051.6 56.9 113.0 56.0
Bonds 5,423.3 19.9 24.4 4.5 7,371.8 20.4 24.6 4.2
Others 66.7 (6.7) 0.3 7.1 88.1 (5.5) 0.2 5.7
Mizuho Corporate Bank
Other Securities
(Available for Sale) 13,345.3 (686.7) 214.8 901.6 12,101.5 (57.8) 321.7 379.6
Stocks 3,495.9 (768.4) 109.8 878.3 4,579.8 (64.2) 276.6 340.9
Bonds 4,656.7 9.4 11.7 2.2 3,616.2 1.9 4.1 2.2
Others 5,192.7 72.2 93.1 20.9 3,905.4 4.4 40.9 36.4
Aggregated Figures of
Mizuho Bank and Mizuho
Corporate Bank
Other Securities
(Available for Sale) 19,640.9 (794.7) 287.1 1,081.8 20,613.2 13.9 459.6 445.6
Stocks 4,301.3 (889.6) 157.3 1,046.9 5,631.5 (7.3) 389.6 397.0
Bonds 10,080.0 29.4 36.2 6.8 10,988.1 22.3 28.7 6.4
Others 5,259.4 65.4 93.5 28.1 3,993.6 (1.0) 41.1 42.2
Mizuho Asset Trust & Banking
Other Securities
(Available for Sale) 1,206.7 (112.8) 21.7 134.5 1,152.7 (39.2) 36.4 75.7
Stocks 387.7 (116.3) 16.8 133.2 476.3 (37.3) 33.1 70.4
Bonds 512.1 2.2 2.5 0.2 398.0 1.8 2.5 0.6
Others 306.8 1.2 2.3 1.1 278.3 (3.8) 0.7 4.6
Total
Other Securities
(Available for Sale) 20,847.7 (907.5) 308.8 1,216.4 21,765.9 (25.3) 496.1 521.4
Stocks 4,689.1 (1,005.9) 174.2 1,180.1 6,107.8 (44.6) 422.8 467.4
Bonds 10,592.2 31.7 38.7 7.0 11,386.1 24.2 31.3 7.1
Others 5,566.3 66.6 95.9 29.2 4,271.9 (4.8) 41.9 46.8
(Reference) (in billions of yen)
9/30/2002
(Before Devaluation and Depreciation)
Market Value Unrealized Gains/Losses
(= Book Value) Gains Losses
Mizuho Bank
Other Securities
(Available for Sale) 8,522.3 (60.9) 67.5 128.5
Stocks 868.6 (64.2) 48.5 112.8
Bonds 7,558.6 10.0 18.3 8.2
Others 95.0 (6.8) 0.5 7.4
Mizuho Corporate Bank
Other Securities
(Available for Sale) 13,259.6 (420.4) 287.9 708.4
Stocks 3,938.3 (549.2) 134.9 684.1
Bonds 4,465.2 12.1 14.2 2.1
Others 4,856.0 116.6 138.7 22.1
Aggregated Figures of
Mizuho Bank and Mizuho
Corporate Bank
Other Securities
(Available for Sale) 21,782.0 (481.4) 355.5 836.9
Stocks 4,807.0 (613.4) 183.4 796.9
Bonds 12,023.8 22.1 32.6 10.4
Others 4,951.0 109.8 139.3 29.5
Mizuho Asset Trust & Banking
Other Securities
(Available for Sale) 1,195.3 (67.9) 27.4 95.3
Stocks 422.9 (72.1) 22.0 94.1
Bonds 576.5 3.1 3.2 0.1
Others 195.8 1.0 2.0 1.0
Total
Other Securities 22,977.3 (549.3) 382.9 932.2
Stocks 5,230.0 (685.5) 205.5 891.0
Bonds 12,600.4 25.3 35.9 10.6
Others 5,146.9 110.8 141.4 30.5
(Notes) 1. Market Value of Stocks is determined based on the average market
prices during one-month periods before the respective balance sheet dates, and
for others, the prevailing market price at the balance sheet dates.
2. "Other securities" include certificate of deposits and commercial paper, etc.
3. Since it is estimated as reported in "Revision of Consolidated Earnings
Estimate" released on January 21, 2003 etc. that Mizuho Bank, Ltd., Mizuho
Corporate Bank, Ltd., and Mizuho Asset Trust & Banking Co., Ltd. will recognize
Net Losses Related to Stocks and Other Securities of Y40 billion, Y360 billion
and Y115 billion respectively, which amount to Y515 billion in the aggregate, in
fiscal year 2002,
Net Unrealized Losses are expected to decrease compared to September 30, 2002.
(2) Unrealized Gains and Losses of Held-to-Maturity Bonds and Shares in Subsidiaries and Affiliates
12/31/2002 6/30/2002
Book Value Unrealized Gains/Losses Book Value Unrealized Gains/Losses
Gains Losses Gains Losses
Mizuho Bank
Held-to-Maturity Bonds - - - - - - - -
Shares in Subsidiaries
and Affiliates 163.6 (99.1) - 99.1 163.6 (63.4) - 63.4
Mizuho Corporate Bank
Held-to-Maturity Bonds - - - - - - - -
Shares in Subsidiaries
and Affiliates 163.6 (99.7) - 99.7 163.6 (63.9) - 63.9
Aggregated Figures of
Mizuho Bank and Mizuho
Corporate Bank
Held-to-Maturity Bonds - - - - - - - -
Shares in Subsidiaries
and Affiliates 327.2 (198.8) - 198.8 327.2 (127.4) - 127.4
Mizuho Asset Trust & Banking
Held-to-Maturity Bonds - - - - - - - -
Shares in Subsidiaries
and Affiliates - - - - - - - -
Total
Held-to-Maturity Bonds - - - - - - - -
Shares in Subsidiaries
and Affiliates 327.2 (198.8) - 198.8 327.2 (127.4) - 127.4
(Reference) (in billions of yen)
9/30/2002
Book Value Unrealized Gains/Losses
Gains Losses
Mizuho Bank
Held-to-Maturity Bonds - - - -
Shares in Subsidiaries
and Affiliates 163.6 (80.3) - 80.3
Mizuho Corporate Bank
Held-to-Maturity Bonds - - - -
Shares in Subsidiaries
and Affiliates 163.6 (80.9) - 80.9
Aggregated Figures of
Mizuho Bank and Mizuho
Corporate Bank
Held-to-Maturity Bonds - - - -
Shares in Subsidiaries
and Affiliates 327.2 (161.2) - 161.2
Mizuho Asset Trust & Banking
Held-to-Maturity Bonds - - - -
Shares in Subsidiaries
and Affiliates - - - -
Total
Held-to-Maturity Bonds - - - -
Shares in Subsidiaries
and Affiliates 327.2 (161.2) - 161.2
(Note) Unrealized losses of shares in Mizuho Asset Trust & Banking Co., Ltd.
held by both Mizuho Bank, Ltd. and Mizuho Corporate Bank, Ltd. are expected to
be disposed by using an accounting profit through the Corporate Split Procedure.
In addition, Mizuho Corporate Bank, Ltd. is expected to dispose the unrealized
losses of shares in Mizuho Investors Securities.
3
Mizuho Holdings, Inc.
4. Derivative Transactions (Non-consolidated)
(1) Interest Rate-Related Transactions
12/31/2002 6/30/2002
Bank name Classification Type Contract Market Unrealized Contract Market Unrealized
Value Value Gains/Losses Value Value Gains/Losses
Mizuho Bank Listed Futures 220.6 (0.1) (0.1) 347.3 0.0 0.0
Options - - - - - -
OTC FRA's - - - - - -
Swaps 72,652.0 118.2 118.2 81,830.9 116.7 116.7
Options 3,441.2 1.4 1.4 3,852.3 3.0 3.0
Total 119.5 119.8
Mizuho Corporate
Bank Listed Futures 50,511.7 2.9 2.9 27,189.1 1.3 1.3
Options 14,746.7 8.4 0.3 35,054.4 19.2 0.4
OTC FRA's 3,018.0 0.1 0.1 4,733.7 (0.5) (0.5)
Swaps 172,275.8 143.3 143.3 181,474.1 71.2 71.2
Options 7,594.4 3.2 3.2 8,183.7 4.5 4.5
Total 149.9 77.0
Aggregated Figures
of Mizuho Bank and
Mizuho Corporate
Bank Listed Futures 50,732.4 2.7 2.7 27,536.5 1.3 1.3
Options 14,746.7 8.4 0.3 35,054.4 19.2 0.4
OTC FRA's 3,018.0 0.1 0.1 4,733.7 (0.5) (0.5)
Swaps 244,927.9 261.5 261.5 263,305.0 187.9 187.9
Options 11,035.7 4.6 4.6 12,036.0 7.6 7.6
Total 269.5 196.8
Mizuho Asset Trust
& Banking Listed Futures 94.8 0.3 0.3 166.3 0.0 0.0
Options 5.9 (0.0) 0.0 23.8 0.0 (0.0)
OTC FRA's - - - - - -
Swaps 14,448.2 1.0 1.0 14,505.5 1.9 1.9
Options 88.1 0.6 0.3 108.2 0.7 0.3
Total 1.8 2.3
Total Listed Futures 50,827.3 3.1 3.1 27,702.9 1.3 1.3
Options 14,752.6 8.4 0.3 35,078.3 19.2 0.4
OTC FRA's 3,018.0 0.1 0.1 4,733.7 (0.5) (0.5)
Swaps 259,376.2 262.6 262.6 277,810.6 189.9 189.9
Options 11,123.8 5.2 5.0 12,144.3 8.3 8.0
Total 271.3 199.2
(Reference) (in billions of yen)
9/30/2002
Bank name Classification Type Contract Market Unrealized
Value Value Gains/Losses
Mizuho Bank Listed Futures 221.5 (0.1) (0.1)
Options - - -
OTC FRA's - - -
Swaps 77,091.6 126.9 126.9
Options 3,491.9 0.9 0.9
Total 127.7
Mizuho Corporate
Bank Listed Futures 37,034.6 3.0 3.0
Options 23,003.2 18.0 1.4
OTC FRA's 4,089.4 (0.0) (0.0)
Swaps 178,391.7 140.5 140.5
Options 7,621.7 4.6 4.6
Total 149.5
Aggregated Figures
of Mizuho Bank and
Mizuho Corporate
Bank Listed Futures 37,256.1 2.9 2.9
Options 23,003.2 18.0 1.4
OTC FRA's 4,089.4 (0.0) (0.0)
Swaps 255,483.4 267.4 267.4
Options 11,113.6 5.5 5.5
Total 277.2
Mizuho Asset Trust
& Banking Listed Futures 54.6 (0.1) (0.1)
Options - - -
OTC FRA's - - -
Swaps 14,638.5 (0.7) (0.7)
Options 98.1 0.6 0.3
Total (0.5)
Total Listed Futures 37,310.7 2.8 2.8
Options 23,003.2 18.0 1.4
OTC FRA's 4,089.4 (0.0) (0.0)
Swaps 270,121.9 266.6 266.6
Options 11,211.8 6.1 5.8
Total 276.7
(Note) Derivative transactions qualifying for hedge accounting are excluded from
the above table.
4
Mizuho Holdings, Inc.
(2) Currency-Related Transactions
12/31/2002 6/30/2002
Bank name Classification Type Contract Market Unrealized Contract Market Unrealized
Value Value Gains/Losses Value Value Gains/Losses
Mizuho Bank OTC Currency swaps 8,456.1 (43.7) (42.2) 7,834.3 (50.1) (46.5)
Others - - - - - -
Total (42.2) (46.5)
Mizuho Corporate OTC Currency swaps 14,191.7 1.2 (44.2) 13,612.5 85.5 11.1
Bank Others - - - - - -
Total (44.2) 11.1
Aggregated Figures OTC Currency swaps 22,647.9 (42.5) (86.5) 21,446.8 35.4 (35.4)
of Mizuho Bank and Others - - - - - -
Mizuho Corporate Total (86.5) (35.4)
Bank
Mizuho Asset Trust OTC Currency swaps 235.7 0.0 0.0 272.9 0.0 0.0
& Banking Others - - - - - -
Total 0.0 0.0
OTC Currency swaps 22,883.6 (42.5) (86.5) 21,719.8 35.4 (35.4)
Total Others - - - - - -
Total (86.5) (35.4)
(Reference) (in billions of yen)
9/30/2002
Bank name Classification Type Contract Market Unrealized
Value Value Gains/Losses
Mizuho Bank OTC Currency swaps 8,257.4 (48.6) (48.2)
Others - - -
Total (48.2)
Mizuho Corporate OTC Currency swaps 13,237.3 (4.1) (60.7)
Bank Others - - -
Total (60.7)
Aggregated Figures OTC Currency swaps 21,494.8 (52.8) (109.0)
of Mizuho Bank and Others - - -
Mizuho Corporate Total (109.0)
Bank
Mizuho Asset Trust OTC Currency swaps 249.7 0.0 0.0
& Banking Others - - -
Total 0.0
OTC Currency swaps 21,744.6 (52.7) (109.0)
Others - - -
Total (109.0)
(Note) Derivative transactions qualifying for hedge accounting and the following
transactions are excluded from the above table.
-- Currency Swap transactions accounted for under the accrual method are as
follows:
12/31/2002 6/30/2002
Bank name Type Contract Market Unrealized Contract Market Unrealized
Value Value Gains/Losses Value Value Gains/Losses
Mizuho Bank Currency swaps - - - - - -
Mizuho Corporate Currency swaps 293.4 7.6 (1.1) 454.1 (11.0) (7.8)
Bank
Aggregated Figures Currency swaps 293.4 7.6 (1.1) 454.1 (11.0) (7.8)
of Mizuho Bank and
Mizuho Corporate
Bank
Mizuho Asset Trust Currency swaps 117.1 (0.3) (0.3) 134.4 (0.3) (0.3)
& Banking
Total Currency Swaps 410.6 7.2 (1.5) 588.6 (11.4) (8.2)
(Reference) (in billions of yen)
9/30/2002
Bank name Type Contract Market Unrealized
Value Value Gains/Losses
Mizuho Bank Currency swaps - - -
Mizuho Corporate Currency swaps 405.2 0.6 (11.0)
Bank
Aggregated Figures Currency swaps 405.2 0.6 (11.0)
of Mizuho Bank and
Mizuho Corporate
Bank
Mizuho Asset Trust Currency swaps 125.9 (0.2) (0.2)
& Banking
Total Currency Swaps 531.1 0.3 (11.3)
-- Currency-related derivatives which are marked to market are as follows:
(Reference) (in billions of yen)
12/31/2002 6/30/2002 9/30/2002
Bank name Classification Type Contract Contract Contract
Value Value Value
Mizuho Bank Listed Currency Futures - - -
OTC Currency Forwards 3,876.9 4,606.5 4,423.6
Currency Options 5,231.4 5,850.2 5,551.4
Mizuho Corporate Listed Currency Futures 2.4 2.3 -
Bank OTC Currency Forwards 35,618.7 40,043.5 31,119.3
Currency Options 10,070.7 12,161.6 10,644.2
Aggregated Figures Listed Currency Futures 2.4 2.3 -
of Mizuho Bank and OTC Currency Forwards 39,495.7 44,650.0 35,542.9
Mizuho Corporate Currency Options 15,302.1 18,011.8 16,195.6
Bank
Mizuho Asset Trust Listed Currency Futures - - -
& Banking OTC Currency Forwards 152.7 159.2 242.9
Currency Options 42.1 65.4 57.0
Total Listed Currency Futures 2.4 2.3 -
OTC Currency Forwards 39,648.5 44,809.3 35,785.9
Currency Options 15,344.3 18,077.3 16,252.7
5
(3) Stock-Related Transactions
12/31/2002 6/30/2002
Bank name Classification Type Contract Market Unrealized Contract Market Unrealized
Value Value Gains/Losses Value Value Gains/Losses
Index Futures - - - - - -
Mizuho Bank Listed Index Futures
Options - - - - - -
OTC Options - - - - - -
Total - -
Index Futures 28.5 0.4 0.4 - - -
Mizuho Corporate Listed Index Futures
Bank Options - - - - - -
OTC Option - - - - - -
Total 0.4 -
Index Futures 28.5 0.4 0.4 - - -
Aggregated Figures Listed Index Future
of Mizuho Bank and Options - - - - - -
Mizuho Corporate OTC Options - - - - - -
Bank Total 0.4 -
Index Futures - - - - - -
Mizuho Asset Trust Listed Index Futures
& Banking Options - - - - - -
OTC Options - - - - - -
Total - -
Index Futures 28.5 0.4 0.4 - - -
Listed Index Futures
Total Options - - - - - -
OTC Options - - - - - -
Total 0.4 -
(Reference) (in billions of yen)
9/30/2002
Bank name Classification Type Contract Market Unrealized
Value Value Gains/Losses
Index Futures - - -
Mizuho Bank Listed Index Futures
Options - - -
OTC Options - - -
Total -
Index Futures - - -
Mizuho Corporate Listed Index Futures
Bank Options - - -
OTC Option - - -
Total -
Index Futures - - -
Aggregated Figures Listed Index Future
of Mizuho Bank and Options - - -
Mizuho Corporate OTC Options - - -
Bank Total -
Index Futures - - -
Mizuho Asset Trust Listed Index Futures
& Banking Options - - -
OTC Options - - -
Total -
Index Futures - - -
Listed Index Futures
Total Options - - -
OTC Options - - -
Total -
(Note) Derivative transactions qualifying for hedge accounting are excluded from the above table.
(4) Bond-Related Transactions
12/31/2002 6/30/2002
Bank name Classification Type Contract Market Unrealized Contract Market Unrealized
Value Value Gains/Losses Value Value Gains/Losses
Index Futures 14.4 0.0 0.0 60.1 (0.3) (0.3)
Mizuho Bank Listed Index Futures
Options - - - - - -
OTC Options - - - - - -
Total 0.0 (0.3)
Index Futures 806.3 0.6 0.6 1,466.8 (0.5) (0.5)
Mizuho Corporate Listed Index Futures
Bank Options 126.9 0.2 (0.0) 835.0 1.6 (0.1)
OTC Options - - - - - -
Total 0.5 (0.7)
Index Futures 820.7 0.6 0.6 1,527.0 (0.8) (0.8)
Aggregated Figures Listed Index Future
of Mizuho Bank and Options 126.9 0.2 (0.0) 835.0 1.6 (0.1)
Mizuho Corporate OTC Options - - - - - -
Bank Total 0.6 (1.0)
Index Futures 29.7 0.0 0.0 73.0 (0.4) (0.4)
Mizuho Asset Trust Listed Index Futures
& Banking Options 17.0 (0.0) (0.0) 74.5 0.2 (0.0)
OTC Options 88.9 (0.1) 0.0 85.5 0.1 0.0
Total 0.0 (0.3)
Index Futures 850.4 0.6 0.6 1,600.0 (1.3) (1.3)
Listed Index Futures
Total Options 143.9 0.1 (0.0) 909.5 1.9 (0.1)
OTC Options 88.9 (0.1) 0.0 85.5 0.1 0.0
Total 0.6 (1.4)
(Reference) (in billions of yen)
9/30/2002
Bank name Classification Type Contract Market Unrealized
Value Value Gains/Losses
Index Futures 10.9 (0.0) (0.0)
Mizuho Bank Listed Index Futures
Options - - -
OTC Options - - -
Total - - 0.0
Index Futures 1,004.8 4.0 4.0
Mizuho Corporate Listed Index Futures
Bank Options 308.7 0.6 0.2
OTC Options - - -
Total 4.2
Index Futures 1,015.7 4.0 4.0
Aggregated Figures Listed Index Future
of Mizuho Bank and Options 308.7 0.6 0.2
Mizuho Corporate OTC Options - - -
Bank Total 4.2
Index Futures 19.0 (0.1) (0.1)
Mizuho Asset Trust Listed Index Futures
& Banking Options - - -
OTC Options - - -
Total (0.1)
Index Futures 1,034.8 3.8 3.8
Listed Index Futures
Total Options 308.7 0.6 0.2
OTC Options - - -
Total 4.0
(Note) Derivative transactions qualifying for hedge accounting are excluded from the above table.
6
(5) Commodity-Related Transactions
12/31/2002 6/30/2002
Bank name Classification Type Contract Market Unrealized Contract Market Unrealized
Value Value Gains/Losses Value Value Gains/Losses
Mizuho Bank OTC Options 36.5 0.8 0.8 6.4 0.0 0.0
Mizuho Corporate OTC Options 176.4 0.2 0.4 79.4 0.3 0.3
Bank
Aggregated Figures
of Mizuho Bank and OTC Options 212.9 1.0 1.3 85.8 0.3 0.3
Mizuho Corporate
Bank
Mizuho Asset Trust OTC Options - - - - - -
& Banking
Total OTC Options 212.9 1.0 1.3 85.8 0.3 0.3
(Reference) (in billions of yen)
9/30/2002
Bank name Classification Type Contract Market Unrealized
Value Value Gains/Losses
Mizuho Bank OTC Options 24.8 0.6 0.6
Mizuho Corporate OTC Options 89.8 0.1 0.3
Bank
Aggregated Figures
of Mizuho Bank and OTC Options 114.7 0.8 1.0
Mizuho Corporate
Bank
Mizuho Asset Trust OTC Options - - -
& Banking
Total OTC Options 114.7 0.8 1.0
(Note) Commodities are oil, copper and aluminium etc.
(6) Credit Derivatives Transactions
12/31/2002 6/30/2002
Bank name Classification Type Contract Market Unrealized Contract Market Unrealized
Value Value Gains/Losses Value Value Gains/Losses
Mizuho Bank OTC Credit
Derivatives - - - - - -
Mizuho Corporate OTC Credit
Bank Derivatives 48.5 (0.0) (0.0) 62.4 (0.0) (0.0)
Aggregated Figures
of Mizuho Bank and OTC Credit
Mizuho Corporate Derivatives 48.5 (0.0) (0.0) 62.4 (0.0) (0.0)
Bank
Mizuho Asset Trust OTC Credit - - - - - -
& Banking Derivatives
Total OTC Credit
Derivatives 48.5 (0.0) (0.0) 62.4 (0.0) (0.0)
(Reference) (in billions of yen)
9/30/2002
Bank name Classification Type Contract Market Unrealized
Value Value Gains/Losses
Mizuho Bank OTC Credit
Derivatives - - -
Mizuho Corporate OTC Credit
Bank Derivatives 60.8 (0.0) (0.0)
Aggregated Figures
of Mizuho Bank and OTC Credit
Mizuho Corporate Derivatives 60.8 (0.0) (0.0)
Bank
Mizuho Asset Trust OTC Credit - - -
& Banking Derivatives
Total OTC Credit
Derivatives 60.8 (0.0) (0.0)
(7) Weather Derivatives Transactions
12/31/2002 6/30/2002
Bank name Classification Type Contract Market Unrealized Contract Market Unrealized
Value Value Gains/Losses Value Value Gains/Losses
Mizuho Bank OTC Weather
Derivatives 1.1 - - 1.1 0.0 0.0
Mizuho Corporate OTC Weather
Bank Derivatives 0.8 (0.0) 0.0 1.1 0.0 0.0
Aggregated Figures
of Mizuho Bank and OTC Weather
Mizuho Corporate Derivatives 2.0 (0.0) 0.0 2.2 0.0 0.0
Bank
Mizuho Asset Trust OTC Weather - - - - - -
& Banking Derivatives
Total OTC Weather
Derivatives 2.0 (0.0) 0.0 2.2 0.0 0.0
(Reference) (in billions of yen)
9/30/2002
Bank name Classification Type Contract Market Unrealized
Value Value Gains/Losses
Mizuho Bank OTC Weather 0.5 0.0 0.0
Derivatives
Mizuho Corporate OTC Weather
Bank Derivatives 0.6 0.0 0.0
Aggregated Figures
of Mizuho Bank and OTC Weather
Mizuho Corporate Derivatives 1.1 0.0 0.0
Bank
Mizuho Asset Trust OTC Weather
& Banking Derivatives - - -
Total OTC Weather
Derivatives 1.1 0.0 0.0
(Note) Transactions are related to temperature and precipitations etc.
7
5. Overview of Derivative transactions qualifying for Hedge Accounting (Non-consolidated)
(Reference) (in billions of yen)
12/31/2002 9/30/2002
Bank name Deferred Hedge Deferred Hedge Net Deferred Hedge Deferred Hedge Deferred Hedge Net Deferred Hedge
Gains Losses Gains(losses) Gains Losses Gains(Losses)
Mizuho Bank 121.8 198.7 (76.9) 102.5 196.7 (94.2)
Mizuho Corporate Bank 1,614.4 1,656.0 (41.5) 1,561.5 1,622.7 (61.1)
Aggregated Figures of
Mizuho Bank and
Mizuho Corporate Bank 1,736.2 1,854.8 (118.5) 1,664.1 1,819.5 (155.4)
Mizuho Asset Trust &
Banking 74.0 94.9 (20.8) 66.8 89.5 (22.6)
Total 1,810.3 1,949.7 (139.3) 1,730.9 1,909.0 (178.1)
(Note) The above figures reflect all derivative transactions qualifying for hedge accounting.
8
This information is provided by RNS
The company news service from the London Stock Exchange
END
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