R+V Versicherung AG

C.III. OTHER CAPITAL INVESTMENTS
in EUR
Structure of the derivative financial instruments
Management Report 4 Annual Financial Statements 33
Notes
Further Information 57 53
Nominal amounts with a residual term of: < 1 year 1-5 years > 5 years Total
Interest rate 10,000,000 25,564,594 – 35,564,594
Currency – – – –
Equity, index related – – – –
10,000,000 25,564,594 – 35,564,594
INFORMATION ON FINANCIAL INSTRUMENTS
in EUR
Type Nominal value Book value Current value
Swaps 1 ) 25,564,594 – 3,383,321
Bearer bonds and other fixed-interest securities 2 ) 30,000,000 24,919,00 21,636,500 *
1 ) Evaluation method = Discounted Cash Flow Method. Valuation parameter: swap curve.
2 ) Evaluation method = Discounted Cash Flow Method. Valuation parameter: swap curve, Credit Spread, Liquidity Spread.
The disclosure of the financial instruments is carried out with a higher value than their fair value with the assets under the item C III.2.
* Owing to the given credit rating of the issuers the impairments in value are not permanent, but subject to market price changes.
G. II. OTHER ACCRUALS AND DEFERRALS
in EUR 2009
Premium on investments 7,531,762
Expenses relating to subsequent years 596,810
As of 31 December 8,128,572