|

We have exchange rate exposure with respect to the U.S. dollar
and, to a lesser extent, other currencies. At December 31,
2000, approximately R$2,226.5 million of our liabilities,
which included R$1,718.9 million in loans and financing and
R$8.9 million considering the net effect of the accounts receivable
and payable to international operators was denominated in
U.S. dollars.
Approximately R$498.7 million of our indebtedness was indexed
to other foreign currencies which included French Francs,
Deutsche Marks and Japanese Yen. The potential immediate loss
to us that would result from a hypothetical 20% change in
foreign currency exchange rates based on this position would
be approximately R$268.3 million, considering the offsetting
effect of our derivative hedging instruments.
In addition, if such a change were to be sustained, our cost
of financing would increase in proportion to the change. This
sensitivity analysis assumes an unfavorable 20% fluctuation
in all of the exchange rates affecting all the foreign currencies
in which the indebtedness described above are denominated
and does not take into account the offsetting effect of such
a change on our foreign-currency denominated revenues (principally
payments from international operators).
Since consistently and simultaneously unfavorable movements
in all relevant exchange rates are unlikely, this assumption
may overstate the impact of exchange rate fluctuations on
our results of operations. We entered into certain foreign
currency hedging transactions in the second half of 2000,
thus not benefiting from a full year of protection. In 2000,
the real devalued against the U.S. dollar by 9.3%. We recorded
a net loss for the period amounting to R$124 million, or R$0.37
per thousand shares. We also recognized an additional loss
of R$36 million in 2000, principally due to contracts which
had monetary variation clauses.
|