KLAC » Topics » Off-Balance Sheet Arrangements

This excerpt taken from the KLAC 10-Q filed Apr 24, 2009.

Off-Balance Sheet Arrangements

Under our foreign-currency risk management strategy, we utilize derivative instruments to protect our interests from unanticipated fluctuations in earnings and cash flows caused by volatility in currency exchange rates. This financial exposure is monitored and managed as an integral part of our overall risk management program which focuses on the unpredictability of financial markets and seeks to reduce the potentially adverse effects that the volatility of these markets may have on our operating results. We continue our policy of hedging our current and forecasted foreign currency exposures with hedging instruments having tenors of up to 18 months (see Note 16, “Derivative Instruments and Hedging Activities,” to the Condensed Consolidated Financial Statements for a detailed description).

The outstanding hedge contracts, with maximum maturity of 13 months, were as follows:

 

(In thousands)

   As of
March 31, 2009
    As of
June 30, 2008
 

Cash flow hedge contracts

    

Purchase

   $ 1,249     $ 7,413  

Sell

     (57,216 )     (200,676 )

Other foreign currency hedge contracts

    

Purchase

     98,534       1,278,395  

Sell

     (167,818 )     (1,402,119 )
                

Net

   $ (125,251 )   $ (316,987 )
                

 

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ITEM 3. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK

We are exposed to financial market risks, including changes in interest rates and foreign currency exchange rates. To mitigate these risks, we utilize derivative financial instruments, such as foreign currency hedges. We do not use derivative financial instruments for speculative or trading purposes (see Note 16, “Derivative Instruments and Hedging Activities,” to the Condensed Consolidated Financial Statements for a detailed description). All of the potential changes noted below are based on sensitivity analyses performed on our financial position as of March 31, 2009. Actual results may differ materially.

As of March 31, 2009, we had an investment portfolio of fixed income securities of approximately $592.6 million, excluding those classified as cash and cash equivalents. These securities, as with all fixed income instruments, are subject to interest rate risk and will fall in value if market interest rates increase. If market interest rates were to increase immediately and uniformly by 10% from levels as of March 31, 2009, the fair value of the portfolio would have declined by $1.2 million.

As of March 31, 2009, we had net forward contracts to sell $125.3 million in foreign currency in order to hedge currency exposures. If we had entered into these contracts on March 31, 2009, the U.S. dollar equivalent would have been $124.4 million. A 10% adverse move in all currency exchange rates affecting the contracts would decrease the fair value of the contracts by $23.7 million. However, if this occurred, the fair value of the underlying exposures hedged by the contracts would increase by a similar amount. Accordingly, we believe that the hedging of our foreign currency exposure should have no material impact on net loss or cash flows.

See Note 4, “Marketable Securities,” to the Condensed Consolidated Financial Statements in Part I, Item 1; Management’s Discussion and Analysis of Financial Condition and Results of Operations, “Liquidity and Capital Resources,” in Part I, Item 2; and Risk Factors in Part II, Item 1A of this Quarterly Report on Form 10-Q for a description of recent market events that may affect the value of the investments in our portfolio and the liquidity of certain auction rate securities that we held at March 31, 2009.

 

ITEM 4. CONTROLS AND PROCEDURES
This excerpt taken from the KLAC 10-Q filed Jan 30, 2009.

Off-Balance Sheet Arrangements

Under our foreign-currency risk management strategy, we utilize derivative instruments to protect our interests from unanticipated fluctuations in earnings and cash flows caused by volatility in currency exchange rates. This financial exposure is monitored and managed as an integral part of our overall risk management program which focuses on the unpredictability of financial markets and seeks to reduce the potentially adverse effects that the volatility of these markets may have on our operating results. We continue our policy of hedging our current and forecasted foreign currency exposures with hedging instruments having tenors of up to 18 months. The outstanding hedge contracts, with maximum maturity of 13 months, were as follows:

 

(In thousands)

   As of
December 31, 2008
    As of
June 30, 2008
 

Cash flow hedge contracts

    

Purchase

   $ 3,030     $ 7,413  

Sell

     (89,697 )     (200,676 )

Other foreign currency hedge contracts

    

Purchase

     129,146       1,278,395  

Sell

     (235,854 )     (1,402,119 )
                

Net

   $ (193,375 )   $ (316,987 )
                

 

ITEM 3. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK

We are exposed to financial market risks, including changes in interest rates and foreign currency exchange rates. To mitigate these risks, we utilize derivative financial instruments, such as foreign currency hedges. We do not use derivative financial instruments for speculative or trading purposes. All of the potential changes noted below are based on sensitivity analyses performed on our financial position as of December 31, 2008. Actual results may differ materially.

As of December 31, 2008, we had an investment portfolio of fixed income securities of approximately $566.1 million, excluding those classified as cash and cash equivalents. These securities, as with all fixed income instruments, are subject to interest rate risk and will fall in value if market interest rates increase. If market interest rates were to increase immediately and uniformly by 10% from levels as of December 31, 2008, the fair value of the portfolio would have declined by $1.3 million.

As of December 31, 2008, we had net forward contracts to sell $193.4 million in foreign currency in order to hedge currency exposures (see Note 16, “Derivative Instruments and Hedging Activities,” to the Condensed Consolidated Financial Statements for a detailed description). If we had entered into these contracts on December 31, 2008, the U.S. dollar equivalent would have been $202.8 million. A 10% adverse move in all currency exchange rates affecting the contracts would decrease the fair value of the contracts by $32.9 million. However, if this occurred, the fair value of the underlying exposures hedged by the contracts would increase by a similar amount. Accordingly, we believe that the hedging of our foreign currency exposure should have no material impact on net loss or cash flows.

See Note 4, “Marketable Securities,” to the Condensed Consolidated Financial Statements in Part I, Item 1; Management’s Discussion and Analysis of Financial Condition and Results of Operations, “Liquidity and Capital Resources,” in Part I, Item 2; and Risk Factors in Part II, Item 1A of this Quarterly Report on Form 10-Q for a description of recent market events that may affect the value of the investments in our portfolio and the liquidity of certain auction rate securities that we held at December 31, 2008.

 

ITEM 4. CONTROLS AND PROCEDURES
This excerpt taken from the KLAC 10-Q filed Oct 31, 2008.

Off-Balance Sheet Arrangements

Under our foreign-currency risk management strategy, we utilize derivative instruments to protect our interests from unanticipated fluctuations in earnings and cash flows caused by volatility in currency exchange rates. This financial exposure is monitored and managed as an integral part of our overall risk management program which focuses on the unpredictability of financial markets and seeks to reduce the potentially adverse effects that the volatility of these markets may have on our operating results. We continue our policy of hedging our current and forecasted foreign currency exposures with hedging instruments having tenors of up to 18 months. The outstanding hedge contracts, with maximum maturity of 13 months, were as follows:

 

(In thousands)

   As of
September 30, 2008
    As of June 30, 2008  

Cash flow hedge contracts

    

Purchase

   $ 5,466     $ 7,413  

Sell

     (118,912 )     (200,676 )

Other foreign currency hedge contracts

    

Purchase

     160,384       1,278,395  

Sell

     (295,743 )     (1,402,119 )
                

Net

   $ (248,805 )   $ (316,987 )
                

 

ITEM 3. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK

We are exposed to financial market risks, including changes in interest rates, foreign currency exchange rates and marketable equity security prices. To mitigate these risks, we utilize derivative financial instruments, such as foreign currency hedges. We do not use derivative financial instruments for speculative or trading purposes. All of the potential changes noted below are based on sensitivity analyses performed on our financial position as of September 30, 2008. Actual results may differ materially.

 

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As of September 30, 2008, we had an investment portfolio of fixed income securities of approximately $573.1 million, excluding those classified as cash and cash equivalents. These securities, as with all fixed income instruments, are subject to interest rate risk and will fall in value if market interest rates increase. If market interest rates were to increase immediately and uniformly by 10% from levels as of September 30, 2008, the fair value of the portfolio would have declined by $1.4 million.

As of September 30, 2008, we had net forward contracts to sell $248.8 million in foreign currency in order to hedge currency exposures (see Note 15, “Derivative Instruments and Hedging Activities,” to the Condensed Consolidated Financial Statements for a detailed description). If we had entered into these contracts on September 30, 2008, the U.S. dollar equivalent would have been $255.0 million. A 10% adverse move in all currency exchange rates affecting the contracts would decrease the fair value of the contracts by $39.6 million. However, if this occurred, the fair value of the underlying exposures hedged by the contracts would increase by a similar amount. Accordingly, we believe that the hedging of our foreign currency exposure should have no material impact on net income or cash flows.

See Note 4, “Marketable Securities,” to the Condensed Consolidated Financial Statements in Part I, Item 1; Management’s Discussion and Analysis of Financial Condition and Results of Operations, “Liquidity and Capital Resources,” in Part I, Item 2; and Risk Factors in Part II, Item 1A of this Quarterly Report on Form 10-Q for a description of recent market events that may affect the value of the investments in our portfolio and the liquidity of certain auction rate securities that we held at September 30, 2008.

 

ITEM 4. CONTROLS AND PROCEDURES
This excerpt taken from the KLAC 10-K filed Aug 7, 2008.

Off-Balance Sheet Arrangements

Under our foreign-currency risk management strategy, we utilize derivative instruments to protect our interests from unanticipated fluctuations in earnings and cash flows caused by volatility in currency exchange rates. This financial exposure is monitored and managed as an integral part of our overall risk management program which focuses on the unpredictability of financial markets and seeks to reduce the potentially adverse effects that the volatility of these markets may have on our operating results. We continue our policy of hedging our current and forecasted foreign currency exposures with hedging instruments having tenors of up to 18 months. The outstanding hedge contracts, with maximum maturity of 13 months, were as follows:

 

     As of June 30,  

(in thousands)

   2008     2007  

Cash flow hedge contracts

    

Purchase

   $ 7,413     $ 4,651  

Sell

     (200,676 )     (242,942 )

Other foreign currency hedge contracts

    

Purchase

     1,278,395       126,992  

Sell

     (1,402,119 )     (265,378 )
                

Net

   $ (316,987 )   $ (376,677 )
                

 

46


This excerpt taken from the KLAC 10-Q filed Apr 28, 2008.

Off-Balance Sheet Arrangements

Under our foreign-currency risk management strategy, we utilize derivative instruments to protect our interests from unanticipated fluctuations in earnings and cash flows caused by volatility in currency exchange rates. This financial exposure is monitored and managed as an integral part of our overall risk management program which focuses on the unpredictability of financial markets and seeks to reduce the potentially adverse effects that the volatility of these markets may have on our operating results. The outstanding hedge contracts, with maximum maturity of 13 months, as of March 31, 2008 and June 30, 2007 were as follows:

 

(In thousands)

   As of March 31, 2008     As of June 30, 2007  

Cash flow hedge contracts

    

Purchase

   $ 6,448     $ 4,651  

Sell

     (196,253 )     (242,942 )

Other foreign currency hedge contracts

    

Purchase

     653,012       126,992  

Sell

     (847,681 )     (265,378 )
                

Net outstanding hedge contracts

   $ (384,474 )   $ (376,677 )
                

 

ITEM 3. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK

We are exposed to financial market risks, including changes in interest rates, foreign currency exchange rates and marketable equity security prices. To mitigate these risks, we utilize derivative financial instruments, such as foreign currency hedges. We do not use derivative financial instruments for speculative or trading purposes. All of the potential changes noted below are based on sensitivity analyses performed on our financial position as of March 31, 2008. Actual results may differ materially.

As of March 31, 2008, we had an investment portfolio of fixed income securities of approximately $131.2 million, excluding those classified as cash and cash equivalents. These securities, as with all fixed income instruments, are subject to interest rate risk and will fall in value if market interest rates increase. If market interest rates were to increase immediately and uniformly by 10% from levels as of March 31, 2008, the fair value of the portfolio would have declined by $0.2 million.

As of March 31, 2008, we had net forward and options contracts to sell $384.5 million in foreign currency in order to hedge currency exposures (see Note 14, “Derivative Instruments and Hedging Activities,” to Condensed Consolidated Financial Statements (unaudited) for a detailed description). If we had entered into these contracts on March 31, 2008, the U.S. dollar equivalent would be $450.0 million. A 10% adverse move in all currency exchange rates affecting the contracts would decrease the fair value of the contracts by $57.5 million. However, if this occurred, the fair value of the underlying exposures hedged by the contracts would increase by a similar amount. Accordingly, we believe that the hedging of our foreign currency exposure should have no material impact on net income or cash flows.

See Note 3 to the financial statements in Part I, Item 1; Management’s Discussion and Analysis of Financial Condition and Results of Operations, “Liquidity and Capital Resources,” in Part I, Item 2; and Risk Factors in Part II, Item 1A of this Quarterly Report on Form 10-Q for a description of recent market events that may affect the liquidity of certain municipal auction rate securities that we held at March 31, 2008.

 

36


ITEM 4. CONTROLS AND PROCEDURES
This excerpt taken from the KLAC 10-Q filed Jan 28, 2008.

Off-Balance Sheet Arrangements

Under our foreign-currency risk management strategy, we utilize derivative instruments to protect our interests from unanticipated fluctuations in earnings and cash flows caused by volatility in currency exchange rates. This financial exposure is monitored and managed as an integral part of our overall risk management program which focuses on the unpredictability of financial markets and seeks to reduce the potentially adverse effects that the volatility of these markets may have on our operating results. The outstanding hedge contracts, with maximum maturity of 13 months, as of December 31, 2007 and June 30, 2007 were as follows:

 

(In thousands)

   As of December 31, 2007     As of June 30, 2007  

Cash flow hedge contracts

    

Purchase

   $ 5,796     $ 4,651  

Sell

     (248,387 )     (242,942 )

Other foreign currency hedge contracts

    

Purchase

     188,335       126,992  

Sell

     (325,413 )     (265,378 )
                

Net outstanding hedge contracts

   $ (379,669 )   $ (376,677 )
                

 

ITEM 3. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK

We are exposed to financial market risks, including changes in interest rates, foreign currency exchange rates and marketable equity security prices. To mitigate these risks, we utilize derivative financial instruments, such as foreign currency hedges. We do not use derivative financial instruments for speculative or trading purposes. All of the potential changes noted below are based on sensitivity analyses performed on our financial position as of December 31, 2007. Actual results may differ materially.

As of December 31, 2007, we had an investment portfolio of fixed income securities of approximately $749.6 million, excluding those classified as cash and cash equivalents. These securities, as with all fixed income instruments, are subject to interest rate risk and will fall in value if market interest rates increase. If market interest rates were to increase immediately and uniformly by 10% from levels as of December 31, 2007, the fair value of the portfolio would have declined by $3.4 million.

As of December 31, 2007, we had net forward and options contracts to sell $379.7 million in foreign currency in order to hedge currency exposures (see Note 12, “Derivative Instruments and Hedging Activities,” to Condensed Consolidated Financial Statements (unaudited) for a detailed description). If we had entered into these contracts on December 31, 2007, the U.S. dollar equivalent would be $388.9 million. A 10% adverse move in all currency exchange rates affecting the contracts would decrease the fair value of the contracts by $54.1 million. However, if this occurred, the fair value of the underlying exposures hedged by the contracts would increase by a similar amount. Accordingly, we believe that the hedging of our foreign currency exposure should have no material impact on net income or cash flows.

 

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ITEM 4. CONTROLS AND PROCEDURES
This excerpt taken from the KLAC 10-Q filed Oct 31, 2007.

Off-Balance Sheet Arrangements

Under our foreign-currency risk management strategy, we utilize derivative instruments to protect our interests from unanticipated fluctuations in earnings and cash flows caused by volatility in currency exchange rates. This financial exposure is monitored and managed as an integral part of our overall risk management program which focuses on the unpredictability of financial markets and seeks to reduce the potentially adverse effects that the volatility of these markets may have on our operating results. We continue our policy of hedging our current and forecasted foreign currency exposures with hedging instruments having tenors of up to 18 months. The outstanding hedge contracts, with maximum maturity of 13 months, were as follows:

 

(In thousands)             
   As of September 30, 2007     As of June 30, 2007  

Cash flow hedge contracts

    

Purchase

   $ 11,660     $ 4,651  

Sell

     (246,316 )     (242,942 )

Other foreign currency hedge contracts

    

Purchase

     134,774       126,992  

Sell

     (301,056 )     (265,378 )
                

Net

   $ (400,938 )   $ (376,677 )
                

 

ITEM 3. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK

We are exposed to financial market risks, including changes in interest rates, foreign currency exchange rates and marketable equity security prices. To mitigate these risks, we utilize derivative financial instruments, such as foreign currency hedges. We do not use derivative financial instruments for speculative or trading purposes. All of the potential changes noted below are based on sensitivity analyses performed on our financial position as of September 30, 2007. Actual results may differ materially.

As of September 30, 2007, we had an investment portfolio of fixed income securities of approximately $768.9 million, excluding those classified as cash and cash equivalents. These securities, as with all fixed income instruments, are subject to interest rate risk and will fall in value if market interest rates increase. If market interest rates were to increase immediately and uniformly by 10% from levels as of September 30, 2007, the fair value of the portfolio would have declined by $3.9 million.

As of September 30, 2007, we had net forward contracts to sell $400.9 million in foreign currency in order to hedge currency exposures (see Note 11, “Derivative Instruments and Hedging Activities,” to Condensed Consolidated Financial Statements (unaudited) for a detailed description). If we had entered into these contracts on September 30, 2007, the U.S. dollar equivalent would be $402.1 million. A 10% adverse move in all currency exchange rates affecting the contracts would decrease the fair value of the contracts by $57.5 million. However, if this occurred, the fair value of the underlying exposures hedged by the contracts would increase by a similar amount. Accordingly, we believe that the hedging of our foreign currency exposure should have no material impact on net income or cash flows.

 

ITEM 4. CONTROLS AND PROCEDURES
This excerpt taken from the KLAC 10-K filed Aug 20, 2007.

Off-Balance Sheet Arrangements

Under our foreign-currency risk management strategy, we utilize derivative instruments to protect our interests from unanticipated fluctuations in earnings and cash flows caused by volatility in currency exchange rates. This financial exposure is monitored and managed as an integral part of our overall risk management program which focuses on the unpredictability of financial markets and seeks to reduce the potentially adverse effects that the volatility of these markets may have on our operating results. We continue our policy of hedging our current and forecasted foreign currency exposures with hedging instruments having tenors of up to 18 months. The outstanding hedge contracts, with maximum maturity of 13 months, were as follows:

 

      As of June 30,  

(in thousands)

   2007     2006  

Cash flow hedge contracts

    

Purchase

   $ 4,651     $ 15,173  

Sell

     (242,942 )     (167,525 )

Other foreign currency hedge contracts

    

Purchase

     126,992       128,406  

Sell

     (265,378 )     (260,165 )
                

Net

   $ (376,677 )   $ (284,111 )
                

 

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ITEM 7A. QUANTITATIVE AND QUALITATIVE DISCLOSURE ABOUT MARKET RISK

We are exposed to financial market risks, including changes in interest rates, foreign currency exchange rates and marketable equity security prices. To mitigate these risks, we utilize derivative financial instruments, such as foreign currency hedges. We do not use derivative financial instruments for speculative or trading purposes. All of the potential changes noted below are based on sensitivity analyses performed on our financial position as of June 30, 2007. Actual results may differ materially.

As of June 30, 2007, we had an investment portfolio of fixed income securities of $988.1 million, excluding those classified as cash and cash equivalents (detail of these securities is included in Note 3, “Marketable Securities” to the Consolidated Financial Statements found under Item 8, “Financial Statements and Supplementary Data” in this Annual Report on Form 10-K). These securities, as with all fixed income instruments, are subject to interest rate risk and will fall in value if market interest rates increase. If market interest rates were to increase immediately and uniformly by 10% from levels as of June 30, 2007, the fair value of the portfolio would decline by $5.1 million.

As of June 30, 2007, we had net forward contracts to sell $376.7 million in foreign currency in order to hedge certain currency exposures (detail of these contracts and hedging activities is included in Note 13, “Derivative Instruments and Hedging Activities” to the Consolidated Financial Statements). If we had entered into these contracts on June 30, 2007, the U.S. dollar equivalent would have been $365.0 million. A 10% adverse move in all currency exchange rates affecting the contracts would decrease the fair value of the contracts by $50.3 million. However, if this occurred, the fair value of the underlying exposures hedged by the contracts would increase by a similar amount. Accordingly, we believe that, as a result of the hedging of certain of our foreign currency exposure, changes in most relevant foreign currency exchange rates should have no material impact on income or cash flows.

 

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ITEM 8. FINANCIAL STATEMENTS AND SUPPLEMENTARY DATA

 

Consolidated Balance Sheets as of June 30, 2007 and 2006

   49

Consolidated Statements of Operations for each of the three years in the period ended June 30, 2007

   50

Consolidated Statements of Stockholders’ Equity for each of the three years in the period ended June 30, 2007

  

51

Consolidated Statements of Cash Flows for each of the three years in the period ended June 30, 2007

   52

Notes to Consolidated Financial Statements

   53

Report of Independent Registered Public Accounting Firm

  

90

 

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KLA-TENCOR CORPORATION

This excerpt taken from the KLAC 10-Q filed May 7, 2007.

Off-Balance Sheet Arrangements

Under our foreign-currency risk management strategy, we utilize derivative instruments to protect our interests from unanticipated fluctuations in earnings and cash flows caused by volatility in currency exchange rates. This financial exposure is monitored and managed as an integral part of our overall risk management program which focuses on the unpredictability of financial markets and seeks to reduce the potentially adverse effects that the volatility of these markets may have on our operating results. We continue our policy of hedging our current and forecasted foreign currency exposures with hedging instruments having tenors of up to 18 months. The outstanding hedge contracts, with maximum maturity of 13 months, were as follows:

 

(In millions)             
     As of March 31, 2007     As of June 30, 2006  

Cash flow hedge contracts

    

Purchase

   $ 21.8     $ 15.2  

Sell

     (180.3 )     (167.5 )

Other foreign currency hedge contracts

    

Purchase

     93.9       128.4  

Sell

     (272.1 )     (260.2 )
                

Net

   $ (336.7 )   $ (284.1 )
                

 

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Table of Contents
ITEM 3. QUANTITATIVE AND QUALITATIVE DISCLOSURES ABOUT MARKET RISK

We are exposed to financial market risks, including changes in interest rates, foreign currency exchange rates and marketable equity security prices. To mitigate these risks, we utilize derivative financial instruments, such as foreign currency hedges. We do not use derivative financial instruments for speculative or trading purposes. All of the potential changes noted below are based on sensitivity analyses performed on our financial position as of March 31, 2007. Actual results may differ materially.

As of March 31, 2007, we had an investment portfolio of fixed income securities of approximately $1.0 billion, excluding those classified as cash and cash equivalents. These securities, as with all fixed income instruments, are subject to interest rate risk and will fall in value if market interest rates increase. If market interest rates were to increase immediately and uniformly by 10% from levels as of March 31, 2007, the fair value of the portfolio would have declined by $5.4 million.

As of March 31, 2007, we had net forward contracts to sell $336.7 million in foreign currency in order to hedge currency exposures (see Note 12, “Derivative Instruments and Hedging Activities,” to Condensed Consolidated Financial Statements (unaudited) for a detailed description). If we had entered into these contracts on March 31, 2007, the U.S. dollar equivalent would be $334.4 million. A 10% adverse move in all currency exchange rates affecting the contracts would decrease the fair value of the contracts by $50.0 million. However, if this occurred, the fair value of the underlying exposures hedged by the contracts would increase by a similar amount. Accordingly, we believe that the hedging of our foreign currency exposure should have no material impact on net income or cash flows.

 

ITEM 4. CONTROLS AND PROCEDURES
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