Transurban FY26 Corporate Report Financial statements
Section D: Notes to the THT and TIL financial statements for the year ended 30 June 2026
D11 Financial risk management and derivative financial instruments (continued) Market risk (continued) Foreign exchange risk (continued) Sensitivity
Sensitivity analysis showing the impact of a shift in exchange rates on foreign currency risk exposures at the reporting date after hedging is presented in the table below. A sensitivity range of plus and minus 10 per cent has been selected as a reasonably possible shift in exchange rates based on the current and historical level of volatility. This is not a forecast or prediction of future market conditions.
Increase/(decrease) in post-tax profit
Increase/(decrease) in equity
THT
2026
2025 1
2026
2025 1
$M
$M
$M
$M
AUD/USD + 10%
(3)
(3)
(2)
(6)
– 10%
4
4
3
7
AUD/CHF + 10%
— —
— —
(2)
(3)
– 10%
3
4
1. Comparative amounts have been reclassified to align with current period presentation.
Increase/(decrease) in post-tax profit
Increase/(decrease) in equity
TIL
2026
2025 1
2026
2025 1
$M
$M
$M
$M
USD/AUD + 10%
19
12
— —
— —
– 10%
(24)
(14)
1. Comparative amounts have been reclassified to align with current period presentation. Interest rate risk Exposure Exposures to interest rate risk after hedging at the end of the reporting period are as follows: THT
2026
2025
$M
$M
Floating interest rate borrowings
2,957 (2,350)
2,494 (2,469)
Floating interest rate exposures converted to fixed interest rates using interest rate swaps (notional principal amount) Fixed interest rate exposures converted to floating interest rates using cross-currency interest rate swaps and interest rate swaps
720
354 379
Floating interest rate exposure 1
1,327
Fixed interest rate borrowings after hedging Less than 1 year
615
888
1-5 years
3,771 3,173
3,403 3,855
Over 5 years
Net capitalised borrowing costs and remeasurement adjustments
(9)
(13)
Total borrowings
8,877
8,512
1 Exposure to floating rate borrowings is partially offset by cash and cash equivalent balances held at variable rates. An analysis by maturities of THT’s borrowings is provided in the liquidity risk section below.
202
Made with FlippingBook Digital Publishing Software