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16 1 1 On December 31, 2017, Master Corp. had a $10-million, 8% fixed-rate note outstanding that was payable in d to enter into a

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16 1 1 On December 31, 2017, Master Corp. had a $10-million, 8% fixed-rate note outstanding that was payable in d to enter into a two-year swap with First Bank to convert the fixed-rate debt to floating-rate debt. The terms of the swap specified that Master will receive interest at a fixed rate of 8% and will pay a variable rate equal two years. It decide LIBOR rate on December 31, 2017 was 7%. The to the six-month LIBOR rate, based on the $10-million amount. The LIBOR rate w ill be reset every six months and will be used to determine the variable rate to be paid for the following period. Master Corp. designated the swap as a fair value hedge. Assume that the hedging relationship meets all the conditions necessary for hedge accounting and that IFRS is a constraint. The six-month LIBOR rate and the swap and debt fair values were as follows: 6-Month LIBOR Rate 70% 6.0% Debt Fair Value $10,000,000 9,800,000 10,060,000 Date Swap Fair Value Dec. 31, 2017 June 30, 2018 Dec. 31, 2019 $(200,000) 60,000 CE Instructions (a) For this transaction 1. Identify the hedged item. 2. Identify the hedging item. 3. Identify how the hedged item would be accounted for without hedge accounting. 4. Identify how the hedging item is accounted for. 5. Indicate how the gains and losses for the hedged and hedging items are recognized. (b) Present the journal entries to record the following nansactions 1. The entry, if any, to record the swap on December 3i, 2017 2. The entry to record the semi-annual debt interest paymert on June 30, 2018 3. The entry to record the settlement of the semi-annual swap amount receivable at 8%, less the amount payable at LIBOR, 7% 4. The entry, if any, to record the change in the debt's fair value at June 30, 2018 5. The entry, if any, to record the change in the swap's fair value at June 30, 2018

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