Financial Instruments (Tables)

3 Months Ended

Sep. 30, 2020

Financial Instruments

Schedule of derivative instruments at fair value

Derivative – Fair Value (Level 2)
Type of Derivative Contract	Balance Sheet Classification	June 30, 2020		September 30, 2020
Swap Contracts	Trade payables and accrued liabilities	$	3,456	$	3,580
Forward-Exchange Contracts	Trade and other receivables		—		4
	Trade payables and accrued liabilities		258		7
Bifurcated Derivatives	Fair value of bifurcated derivatives in Convertible Note		18,325		19,008

Type of Derivative	Statement of Operations	Quarter Ended		Quarter Ended
Contract	Classification	September 30, 2019		September 30, 2020
Swap Contracts	Unrealized gain (loss) included in “Interest expense”	$	—	$	—
Foreign Exchange Contracts	Unrealized foreign currency exchange gain included in “Foreign exchange and other”		331		267
Bifurcated Derivatives	Change in valuation of bifurcated derivatives in Convertible Note		992		(683)

Interest Rate Swap Contract

Financial Instruments

Schedule of derivative instrument

	June 30,			September 30,
	2020			2020
Notional amounts	$	68,777		$	71,413
Fixed/Strike Rates		7.17	%		7.17	%
Floating Rates		5.35	%		5.34	%
Fair Value of Combined Contracts	$	(3,456)		$	(3,580)

Foreign-Exchange Contracts

Financial Instruments

Schedule of derivative instrument

	June 30,		September 30,
	2020		2020
Notional amounts	$	3,087	$	12,353
Exchange/Strike Rates (AUD to USD)		0.56516 – 0.68863		0.61689 - 0.72944
Fair Value of Combined Contracts	$	(258)	$	(3)