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）

9 Months Ended

2021年3月31日

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


	Three Months Ended				九个月结束了
	March 31,				March 31,
（成千上万个）	2021		2020		2021		2020
Derivatives Designated as Cash Flow Hedging Instruments:


外汇合同:
Amounts included in the assessment of effectiveness	$	5,878	$	(19,268)	$	3,696	$	(17,704)
Amounts excluded from the assessment of effectiveness	$	(54)	$	(65)	$	(146)	$	(81)
Derivatives Designated as Net Investment Hedging Instruments:
外汇合同 (1) :	$	1,094	$	—	$	1,094	$	—

__________________

(1) No amounts were reclassified from accumulated OCI into earnings related to the sale of a subsidiary.


	Three Months Ended March 31,								Three Months Ended March 31,
	2021								2020
（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	$	1,803,773	$	1,131,626	$	39,092	$	（7,348）	$	1,423,964	$	1,248,000	$	39,231	$	(1,004)
Gains (losses) on Derivatives Designated as Hedging Instruments:
Rate lock agreements:
Amount of gains (losses) reclassified from accumulated OCI to earnings	$	—	$	—	$	(279)	$	—	$	—	$	—	$	(159)	$	—

外汇合同:
Amount of gains (losses) reclassified from accumulated OCI to earnings	$	(441)	$	187	$	—	$	—	$	2,970	$	12	$	—	$	—
Amount excluded from the assessment of effectiveness recognized in earnings	$	（142）	$	—	$	—	$	699	$	81	$	—	$	—	$	—

Gains (losses) on Derivatives Not Designated as Hedging Instruments:
Amount of gains (losses) recognized in earnings	$	—	$	—	$	—	$	3,420	$	—	$	—	$	—	$	(4,373)


	九个月结束了March 31,								九个月结束了March 31,
	2021								2020
（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	$	4,993,263	$	3,224,563	$	117,358	$	(269)	$	4,346,831	$	3,297,788	$	120,053	$	（5,190）
Gains (losses) on Derivatives Designated as Hedging Instruments:
Rate lock agreements:
Amount of gains (losses) reclassified from accumulated OCI to earnings	$	—	$	—	$	（837）	$	—	$	—	$	—	$	(358)	$	—

外汇合同:
Amount of gains (losses) reclassified from accumulated OCI to earnings	$	(1,091)	$	612	$	—	$	—	$	3,530	$	(1,806)	$	—	$	—
Amount excluded from the assessment of effectiveness recognized in earnings	$	(420)	$	—	$	—	$	699	$	(114)	$	—	$	—	$	—

Gains (losses) on Derivatives Not Designated as Hedging Instruments:
Amount of gains (losses) recognized in earnings	$	—	$	—	$	—	$	483	$	—	$	—	$	—	$	8

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 eleven months as of the dates indicated below were as follows:


	作为		作为
（成千上万个）	2021年3月31日		June 30, 2020
现金流对冲合同 - 外币
Purchase	$	6,231	$	10,705
Sell	$	133,485	$	71,431
Net Investment hedge contracts - foreign currency

Sell	$	66,848	$	—
Other foreign currency hedge contracts
Purchase	$	240,693	$	329,310
Sell	$	283,051	$	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	2021年3月31日		June 30, 2020		Location	2021年3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	$	6,575	$	680	其他流动负债	$	147	$	45
Total derivatives designated as hedging instruments		6,575		680			147		45
未指定为对冲乐器的衍生物
外汇合同	Other current assets	5,143		1,397		其他流动负债	3,303		1,365
Total derivatives not designated as hedging instruments		5,143		1,397			3,303		1,365
Total derivatives		$	11,718	$	2,077		$	3,450	$	1,410

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

The changes in OCI, before taxes, related to derivatives for the indicated periods were as follows:


	Three Months Ended				九个月结束了
	March 31,				March 31,
（成千上万个）	2021		2020		2021		2020
Beginning accumulated other comprehensive income (loss)	$	(30,816)	$	(7,591)	$	(29,602)	$	(10,791)
将收入的金额重新分类为净收益损失	675		(2,904)		1,736		(1,252)
Net change in unrealized gains (losses)	6,919		（19,333）		4,644		(17,785)
Ending accumulated other comprehensive income (loss)	$	(23,222)	$	（29,828）	$	(23,222)	$	（29,828）

Schedule of Offsetting of Assets and Liabilities

与所示期间的抵消安排有关的信息如下：


截至2021年3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
（成千上万个）
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	$	11,718	$	—	$	11,718	$	（3,450）	$	—	$	8,268
Derivatives - Liabilities	$	（3,450）	$	—	$	（3,450）	$	3,450	$	—	$	—


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
（成千上万个）
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)