KLA Corporation Quarterly report pursuant to Section 13 or 15(d)

Quarterly report pursuant to Section 13 or 15(d)

衍生工具和对冲活动（表）

衍生工具和对冲活动（表）

6 Months Ended

2020年12月31日

The gains (losses) on derivatives in cash flow hedging relationships recognized in OCI for the indicated periods were as follows:


	Three Months Ended				六个月结束
	12月31日，				12月31日，
（成千上万个）	2020		2019		2020		2019
指定为对冲工具的衍生物：


外汇合同:
Amounts included in the assessment of effectiveness	$	（1,310）	$	2,305	$	（2,182）	1,565
Amounts excluded from the assessment of effectiveness	$	(47)	$	(15)	$	(93)	$	（17）

The locations and amounts of designated and non-designated derivative’s gains and losses reported in the Condensed Consolidated Statements of Operations for the indicated periods were as follows:


	Three Months Ended December 31,								Three Months Ended December 31,
	2020								2019
（成千上万个）	Revenue		Cost of Revenues and Operating Expenses		Interest Expense		Other Expense (Income), Net		Revenue		Cost of Revenues and Operating Expenses		Interest Expense		Other Expense (Income), Net
记录现金流对冲的效果的凝结合并陈述中显示的总金额	$	1,650,870	$	1,080,706	$	38,880	$	3,882	$	1,509,453	$	1,046,622	$	40,472	$	(2,568)
Gains (losses) on Derivatives Designated as Hedging Instruments:
Rate lock agreements:
Amount of gains (losses) reclassified from accumulated OCI to earnings	$	—	$	—	$	(279)	$	—	$	—	$	—	$	(100)	$	—

外汇合同:
Amount of gains (losses) reclassified from accumulated OCI to earnings	$	(560)	$	(125)	$	—	$	—	$	85	$	（17）	$	—	$	—
Amount excluded from the assessment of effectiveness recognized in earnings based on an amortization approach	$	(151)	$	—	$	—	$	—	$	(93)	$	—	$	—	$	—

Gains (losses) on Derivatives Not Designated as Hedging Instruments:
Amount of gains (losses) recognized in earnings	$	—	$	—	$	—	$	2,661	$	—	$	—	$	—	$	2,056


	六个月结束12月31日，								六个月结束12月31日，
	2020								2019
（成千上万个）	Revenue		Cost of Revenues and Operating Expenses		Interest Expense		Other Expense (Income), Net		Revenue		Cost of Revenues and Operating Expenses		Interest Expense		Other Expense (Income), Net
在记录现金流的效果的凝结合并运营声明中显示的总金额	$	3,189,490	$	2,092,937	$	78,266	$	7,079	$	2,922,867	$	2,049,788	$	80,822	$	(4,186)
Gains (losses) on Derivatives Designated as Hedging Instruments:
Rate lock agreements:
Amount of gains (losses) reclassified from accumulated OCI to earnings	$	—	$	—	$	（558）	$	—	$	—	$	—	$	(199)	$	—

外汇合同:
Amount of gains (losses) reclassified from accumulated OCI to earnings	$	(650)	$	425	$	—	$	—	$	560	$	(1,818)	$	—	$	—
Amount excluded from the assessment of effectiveness recognized in earnings based on an amortization approach	$	(278)	$	—	$	—	$	—	$	(195)	$	—	$	—	$	—

Gains (losses) on Derivatives Not Designated as Hedging Instruments:
Amount of gains (losses) recognized in earnings	$	—	$	—	$	—	$	(2,937)	$	—	$	—	$	—	$	4,381

Schedule of Notional Amounts of Derivatives Outstanding

The U.S. dollar equivalent of all outstanding notional amounts of foreign currency hedge contracts, with maximum remaining maturities of approximately thirteen months as of the dates indicated below were as follows:


	作为		作为
（成千上万个）	2020年12月31日		June 30, 2020
现金流对冲合同 - 外币
Purchase	$	8,344	$	10,705
Sell	$	95,706	$	71,431
Other foreign currency hedge contracts
Purchase	$	311,397	$	329,310
Sell	$	321,076	$	357,939

Schedule of Derivative Instruments, Fair Value

The locations and fair value of our derivatives reported in our Condensed Consolidated Balance Sheets as of the dates indicated below were as follows:


	Asset Derivatives					Liability Derivatives
	Balance Sheet	作为		作为		Balance Sheet	作为		作为
	Location	2020年12月31日		June 30, 2020		Location	2020年12月31日		June 30, 2020
（成千上万个）		Fair Value					Fair Value
Derivatives designated as hedging instruments

外汇合同	Other current assets	$	311	$	680	其他流动负债	$	981	$	45
Total derivatives designated as hedging instruments		311		680			981		45
Derivatives not designated as hedging instruments
外汇合同	Other current assets	2,349		1,397		其他流动负债	2,860		1,365
Total derivatives not designated as hedging instruments		2,349		1,397			2,860		1,365
Total derivatives		$	2,660	$	2,077		$	3,841	$	1,410

Schedule of Balances and Changes in Accumulated Other Comprehensive Income Related to Derivative Instruments

“公盟”的变化,在税收之前,与导数有关atives for the indicated periods were as follows:


	Three Months Ended				六个月结束
	12月31日，				12月31日，
（成千上万个）	2020		2019		2020		2019
Beginning balance	$	(30,574)	$	(10,006)	$	(29,602)	$	(10,791)
Amount reclassified to earnings	1,115		125		1,061		1,652
未实现收益或损失的净变化	(1,357)		2,290		(2,275)		1,548
Ending balance	$	(30,816)	$	(7,591)	$	(30,816)	$	(7,591)

Schedule of Offsetting of Assets and Liabilities

The information related to the offsetting arrangements for the periods indicated was as follows (in thousands):


截至2020年12月31日							在凝结的合并资产负债表中，总数未偏移的衍生物总数
Description	总衍生物		凝结的合并资产负债表中的总数量抵消了衍生物		凝结合并资产负债表中呈现的衍生物的净量		金融工具		收到现金抵押品		Net Amount
Derivatives - Assets	$	2,660	$	—	$	2,660	$	(1,527)	$	—	$	1,133
Derivatives - Liabilities	$	（3,841）	$	—	$	（3,841）	$	1,527	$	—	$	(2,314)


作为June 30, 2020							在凝结的合并资产负债表中，总数未偏移的衍生物总数
Description	总衍生物		凝结的合并资产负债表中的总数量抵消了衍生物		凝结合并资产负债表中呈现的衍生物的净量		金融工具		收到现金抵押品		Net Amount
Derivatives - Assets	$	2,077	$	—	$	2,077	$	(1,020)	$	—	$	1,057
Derivatives - Liabilities	$	（1,410）	$	—	$	（1,410）	$	1,020	$	—	$	(390)