annual financial statement 2011 - conwert Immobilien Invest SE

INTRO | MANAGEMENT REPORT |
| FINANCIAL STATEMENTS
CONSOLIDATED FINANCIAL STATEMENTS
The following table shows the value of the derivative financial instruments held by the conwert
Group as of 31 December 2010, which were recorded as cash flow hedges without recognition
through profit or loss in accordance with IAS 39.
Financial institution
Notes
Derivative Beginning End Hedge
Reference
value as of
31.12.2010
in mill. €
Fixed
interest
rate
Reference
interest rate
Market value
31.12.2010
in mill. €
Barclays Capital Zins-Swap 31.07.07 26.06.17 Interest rate change 100.0 4.080 3-M-EURIBOR (10.0)
Barclays Capital Zins-Swap 01.10.07 01.10.17 Interest rate change 50.0 4.160 3-M-EURIBOR (5.7)
Barclays Capital Zins-Swap 01.10.07 01.10.17 Interest rate change 20.0 4.687 3-M-EURIBOR (2.8)
Barclays Capital Zins-Floor 30.09.10 31.03.20 Interest rate change 150.0 3.990 3-M-EURIBOR (18.3)
Barclays Capital Zins-Cap 01.04.10 01.04.20 Interest rate change 20.0 4.000 3-M-EURIBOR 1.0
BAWAG P.S.K. AG Zins-Swap 30.09.09 30.06.16 Interest rate change 26.0 4.150 3-M-EURIBOR (2.4)
BAWAG P.S.K. AG Zins-Swap 01.10.07 01.10.20 Interest rate change 30.0 4.490 3-M-EURIBOR (3.8)
DZ Bank AG Zins-Cap 19.05.10 30.06.15 Interest rate change 1.7 4.000 3-M-EURIBOR 0.0
EUROHYPO AG Zins-Swap 30.06.06 31.05.16 Interest rate change 13.1 4.150 3-M-EURIBOR (1.1)
Hypo Landesbank Vorarlberg Zins-Swap 15.03.10 15.03.13 Interest rate change 11.1 4.150 3-M-EURIBOR (0.7)
Hypo Landesbank Vorarlberg Zins-Cap 02.01.06 01.01.16 Interest rate change 2.1 3.500 3-M-EURIBOR 0.0
Hypo Landesbank Vorarlberg Zins-Swap 02.01.06 01.01.16 Interest rate change 4.8 3.530 3-M-EURIBOR (0.2)
Hypo Landesbank Vorarlberg Zins-Swap 31.03.06 31.03.16 Interest rate change 2.7 3.860 3-M-EURIBOR (0.2)
Hypo Landesbank Vorarlberg Zins-Swap 31.03.06 31.03.16 Interest rate change 6.4 3.840 3-M-EURIBOR (0.4)
Hypo Landesbank Vorarlberg Zins-Swap 31.03.06 31.03.16 Interest rate change 11.8 3.840 3-M-EURIBOR (0.8)
Investkredit AG Zins-Swap 09.06.06 30.06.14 Interest rate change 2.6 4.250 6-M-EURIBOR (0.2)
Investkredit AG Zins-Swap 02.01.06 01.07.14 Interest rate change 1.9 3.400 6-M-EURIBOR (0.1)
Investkredit AG Zins-Swap 02.01.06 01.07.14 Interest rate change 1.0 3.400 6-M-EURIBOR (0.0)
Investkredit AG Zins-Swap 02.01.06 01.07.14 Interest rate change 3.3 3.400 6-M-EURIBOR (0.1)
Investkredit AG Zins-Cap 30.12.05 30.06.15 Interest rate change 6.3 3.250 3-M-EURIBOR 0.1
Investkredit AG Zins-Swap 30.12.05 31.12.15 Interest rate change 6.5 3.450 3-M-EURIBOR (0.3)
Kreissparkasse Köln Zins-Swap 01.10.08 01.10.18 Interest rate change 7.0 4.500 3-M-EURIBOR (0.9)
Landesbank Berlin Zins-Swap 31.12.09 31.05.16 Interest rate change 16.5 4.150 3-M-EURIBOR (1.5)
Landesbank Berlin Zins-Cap 30.04.09 30.09.17 Interest rate change 0.4 4.200 3-M-EURIBOR 0.0
Landesbank Berlin Zins-Swap 31.03.08 31.03.18 Interest rate change 5.0 4.280 3-M-EURIBOR (0.5)
Landesbank Hessen-Thüringen Zins-Swap 02.01.07 30.12.11 Interest rate change 27.0 3.870 3-M-EURIBOR (0.7)
Landesbank Hessen-Thüringen Zins-Swap 30.09.09 30.09.16 Interest rate change 56.3 3.183 6-M-EURIBOR (1.6)
Landesbank Hessen-Thüringen Zins-Swap 30.09.09 30.09.16 Interest rate change 33.9 3.183 6-M-EURIBOR (1.0)
Landesbank Hessen-Thüringen Zins-Swap 30.09.09 30.09.16 Interest rate change 8.6 3.183 6-M-EURIBOR (0.3)
Landesbank Hessen-Thüringen Zins-Swap 02.10.08 30.06.17 Interest rate change 20.0 4.870 3-M-EURIBOR (2.8)
Landesbank Hessen-Thüringen Zins-Swap 30.07.08 30.04.18 Interest rate change 10.0 4.495 3-M-EURIBOR (1.2)
Landesbank Hessen-Thüringen Zins-Collar 30.07.08 30.04.18 Interest rate change 37.0 2.750 / 4.800 3-M-EURIBOR (1.3)
Österr. Volksbanken AG Zins-Swap 31.03.06 01.10.27 Interest rate change 10.3 3.955 3-M-EURIBOR (0.7)
Raiffeisenbank International AG Zins-Swap 24.11.04 24.11.11 Interest rate change 25.0 3.740 3-M-EURIBOR (0.6)
Raiffeisenbank International AG Zins-Swap 24.11.04 24.11.11 Interest rate change 25.0 3.800 3-M-EURIBOR (0.6)
Raiffeisenbank International AG Zins-Swap 15.03.06 31.12.13 Interest rate change 6.7 3.720 3-M-EURIBOR (0.3)
Raiffeisenbank International AG Zins-Swap 30.03.07 31.12.15 Interest rate change 16.5 3.470 3-M-EURIBOR (0.8)
Raiffeisenbank International AG Zins-Swap 02.01.06 04.01.16 Interest rate change 2.4 3.450 3-M-EURIBOR (0.1)
Raiffeisenbank International AG Zins-Swap 02.01.06 04.01.16 Interest rate change 2.4 3.450 3-M-EURIBOR (0.1)
Raiffeisenbank International AG Zins-Swap 01.02.06 01.02.16 Interest rate change 10.3 3.470 3-M-EURIBOR (0.5)
Raiffeisenbank International AG Zins-Swap 03.04.06 01.04.16 Interest rate change 4.9 3.890 3-M-EURIBOR (0.3)
Raiffeisenbank International AG Zins-Swap 03.04.06 01.04.16 Interest rate change 15.4 3.890 3-M-EURIBOR (1.0)
Raiffeisenbank International AG Zins-Swap 04.08.06 30.06.16 Interest rate change 39.8 4.060 3-M-EURIBOR (3.1)
Raiffeisenbank International AG Zins-Swap 04.08.06 30.06.16 Interest rate change 16.8 4.060 3-M-EURIBOR (1.3)
Raiffeisenbank International AG Zins-Swap 10.07.08 06.07.17 Interest rate change 50.0 4.380 3-M-EURIBOR (5.7)
Raiffeisenbank International AG Zins-Swap 01.10.07 02.10.17 Interest rate change 50.0 4.680 3-M-EURIBOR (6.0)
Raiffeisenbank International AG Zins-Swap 22.08.08 22.08.18 Interest rate change 14.0 4.200 3-M-EURIBOR (2.6)
Raiffeisenbank International AG Zins-Swap 07.10.08 08.10.18 Interest rate change 50.0 4.310 3-M-EURIBOR (4.9)
Raiffeisenbank International AG Zins-Swap 07.10.08 08.10.18 Interest rate change 30.0 4.330 3-M-EURIBOR (3.0)
Raiffeisenbank International AG Zins-Cap 31.03.10 31.03.20 Interest rate change 12.3 4.000 3-M-EURIBOR 0.6
Raiffeisenbank International AG Zins-Cap 01.07.10 01.04.20 Interest rate change 30.0 4.000 3-M-EURIBOR 1.4
Raiffeisenbank International AG Zins-Swap 02.01.12 30.12.22 Interest rate change 35.0 3.985 3-M-EURIBOR (1.2)
Raiffeisenbank International AG Zins-Swap 07.08.03 01.07.23 Interest rate change 3.3 4.373 12-M-EURIBOR (0.3)
Raiffeisenbank International AG Zins-Cap 31.03.10 31.03.25 Interest rate change 7.7 4.000 3-M-EURIBOR 0.4
Raiffeisenbank International AG Zins-Swap 15.03.06 31.12.25 Interest rate change 25.5 4.430 SMR Emittenten (0.4)
Raiffeisenbank International AG Zins-Swap 01.07.16 30.06.26 Interest rate change 30.0 4.600 3-M-EURIBOR (0.6)
UniCredit Bank Austria AG Zins-Swap 17.06.05 17.06.15 Interest rate change 2.0 3.680 3-M-EURIBOR (0.1)
UniCredit Bank Austria AG Zins-Swap 20.06.05 22.06.15 Interest rate change 2.0 3.680 3-M-EURIBOR (0.1)
UniCredit Bank Austria AG Zins-Swap 12.01.06 31.12.15 Interest rate change 5.7 3.495 3-M-EURIBOR (0.3)
UniCredit Bank Austria AG Zins-Swap 12.01.06 31.12.15 Interest rate change 5.7 3.495 3-M-EURIBOR (0.3)
UniCredit Bank Austria AG Zins-Swap 07.05.07 08.05.17 Interest rate change 20.0 4.090 3-M-EURIBOR (2.1)
UniCredit Bank Austria AG Zins-Cap 01.04.10 31.03.20 Interest rate change 20.0 4.000 3-M-EURIBOR 0.9
Raiffeisenlandesbank Niederösterreich-Wien AG Zins-Cap 01.03.04 01.03.11 Interest rate change 20.0 4.000 3-M-EURIBOR 0.0
Raiffeisenlandesbank Niederösterreich-Wien AG Zins-Cap 01.04.10 01.04.20 Interest rate change 20.0 4.000 3-M-EURIBOR 0.9
Raiffeisenlandesbank Niederösterreich-Wien AG Zins-Cap 01.07.10 01.04.20 Interest rate change 40.0 4.000 3-M-EURIBOR 1.7
Total (89.31)
103