Did anyone have Q1 asking about proportionate and fair value NCI differences. Was the only diff in proportionate and fair value of the NCI the 0.1? That Q seemed straight forward which has me concerned
I did the same… if they are concerned about 3 years worth of hedging this should have been incorporated in to the amount of contracts. Don’t think it would make sense to only hedge enough for 5 months? Also when I did this my results came out better than swap when interest rates dropped and worse than swap when interest rates increased, which seems correct