108 Dialog Semiconductor Plc | Annual report and accounts 2012  |  Section 4 | Consolidated financial statements and notes Notes to the consolidated financial statements 25. Financial risk management objects and policies continued For the year ended 31 December 2012  The cash flow hedges of the expected future cash flows in each month from January 2013 to December 2013 and January 2012 to December 2012  respectively were assessed to be highly effective and, at 31 December 2012, a net unrealised gain of US$1,537,000 was included in other  comprehensive income in respect of these cash flows (2011: loss of US$6,372,000). During the financial year 2012 a net profit of US$2,171,000 (2011:  loss of US$3,768,000) was recognised in other comprehensive income and a  loss of  US$6,701,000 (2011: gain of US$3,058,000) was reclassified from  other comprehensive income and recognised in profit and loss. The months of occurrence of the cash flows are the same as the month when the  income statement is affected.  The following tables show the contractual maturities of the payments for which deposits are used as hedging instruments, i.e., when the hedged item  will be recognised in profit or loss.  Hedging instruments for Euro commitments:  Maturity  Nominal amount €000 Forward rate US$/€ Nominal amount €000  Historical rate US$/€ Derivatives  Deposits  2012  January 2013  2,500 1.2655 4,000  1.3334 February 2013  6,500 1.2546 –  – March 2013  5,000 1.2483 –  – April 2013  5,000 1.2492 –  – May 2013  5,000 1.2500 –  – June 2013  5,000 1.2180 –  – July 2013  – – –  – August 2013  – – –  – September 2013  – – –  – October 2013  – – –  – November 2013  – – –  – December 2013  – – –  – 2011  January 2012  9,000 1.3622 –  – February 2012  5,000 1.3823 –  – March 2012  9,400 1.3505 –  – April 2012  5,000 1.3915 –  – May 2012  5,000 1.3907 –  – June 2012  5,000 1.3901 –  – July 2012  5,000 1.3768 –  – August 2012  5,000 1.3994 1,700  1.4293 September 2012  5,000 1.3985 –  – October 2012  5,000 1.3654 –  – November 2012  5,000 1.3654 –  – December 2012  5,000 1.3654 –  –