ANNUAL REPORT 2009 - GAM Holding AG

22 DERIVATIVE FINANCIAL INSTRUMENTS
2009
CONTRACT/ POSITIVE NEGATIVE
NOTIONAL REPLACEMENT REPLACEMENT
AMOUNT VALUE VALUE
CHF M CHF M CHF M
Foreign exchange derivatives 67.7 0.6 -
Total derivatives held for trading 67.7 0.6 -
Derivatives designated as fair value hedges (interest rate swap) 150.0 0.7 -
Total derivatives held for hedging 150.0 0.7 -
Total derivative financial instruments 217.7 1.3 -
2008
CONTRACT/ POSITIVE NEGATIVE
NOTIONAL REPLACEMENT REPLACEMENT
AMOUNT VALUE VALUE
CHF M CHF M CHF M
Foreign exchange derivatives 229 628.3 5 383.7 5 499.6
Interest rate derivatives 2 328.3 28.0 32.8
Precious metals derivatives 3 356.1 74.4 86.5
Equity/indices derivatives 20 152.3 445.0 483.3
Other derivatives 108.3 16.1 1.8
Total derivatives held for trading 255 573.3 5 947.2 6 104.0
Derivatives designated as cash flow hedges 351.5 0.2 10.5
Derivatives designated as fair value hedges 150.0 3.2 -
Total derivatives held for hedging 501.5 3.4 10.5
Total derivative financial instrument 256 074.8 5 950.6 6 114.5
GAM Holding Ltd. Annual Report 2009
87
GROUP FINANCIAL REPORT