Konica Minolta 2009 Annual Report Download - page 43

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25. Stock Option Plans
The following tables summarize details of stock option plans as of March 31, 2009.
Position and number of grantees Directors and Executive Officers: 26
Class and number of stock Common Stock: 194,500
Date of issue August 23, 2005
Condition of settlement of rights No provisions
Period grantees provide service in return for stock options From August 23, 2005 to June 30, 2006
Period stock options can be exercised From August 23, 2005 to June 30, 2025
Position and number of grantees Directors and Executive Officers: 23
Class and number of stock Common Stock: 105,500
Date of issue September 1, 2006
Condition of settlement of rights No provisions
Period grantees provide service in return for stock options From September 1, 2006 to June 30, 2007
Period stock options can be exercised From September 2, 2006 to June 30, 2026
Position and number of grantees Directors and Executive Officers: 24
Class and number of stock Common Stock: 113,000
Date of issue August 22, 2007
Condition of settlement of rights No provisions
Period grantees provide service in return for stock options From August 22, 2007 to June 30, 2008
Period stock options can be exercised From August 23, 2007 to June 30, 2027
Position and number of grantees Directors and Executive Officers: 25
Class and number of stock Common Stock: 128,000
Date of issue August 18, 2008
Condition of settlement of rights No provisions
Period grantees provide service in return for stock options From August 18, 2008 to June 30, 2009
Period stock options can be exercised From August 19, 2008 to June 30, 2028
A summary of derivative instruments at March 31, 2009 and 2008 is as follows:
(1) Currency-Related Derivatives Millions of yen Thousands of U.S. dollars
March 31 March 31
2009 2008 2009
Contract value
(notional
principal
amount)
Fair
market
value
Unrealized
gain (loss)
Contract value
(notional
principal
amount)
Fair
market
value
Unrealized
gain (loss)
Contract value
(notional
principal
amount)
Fair
market
value
Unrealized
gain (loss)
Forward foreign currency
exchange contracts:
To sell foreign currencies:
US$ ¥21,978 ¥23,296 ¥(1,318) ¥34,670 ¥32,782 ¥ 1,887 $223,740 $237,158 $(13,417)
EURO 22,253 23,709 (1,455) 30,954 30,983 (28) 226,540 241,362 (14,812)
To buy foreign currencies:
US$ ¥ 9,249 ¥10,025 ¥ 775 ¥15,103 ¥13,912 ¥(1,191) $ 94,157 $102,056 $ 7,890
Total ¥53,481 ¥57,031 ¥(1,998) ¥80,729 ¥77,678 ¥ 667 $544,447 $580,586 $(20,340)
Currency Swaps:
Pay JPY, receive US$ ¥40,736 ¥37,460 ¥ 3,275 –––$414,700 $381,350 $ 33,340
Total ¥40,736 ¥37,460 ¥ 3,275 –––$414,700 $381,350 $ 33,340
Notes: 1. Fair market value of forward foreign currency exchange contracts is calculated based on the forward foreign currency exchange rates prevailing as of
March 31, 2009 and 2008, respectively. Fair market value of currency swaps is provided by the financial institutions with whom the derivative contracts
were concluded.
2. Derivative instruments for which hedge accounting is applied are excluded from the above table.
(2) Interest Rate-Related Derivatives Millions of yen Thousands of U.S. dollars
March 31 March 31
2009 2008 2009
Contract value
(notional
principal
amount)
Fair
market
value
Unrealized
gain (loss)
Contract value
(notional
principal
amount)
Fair
market
value
Unrealized
gain (loss)
Contract value
(notional
principal
amount)
Fair
market
value
Unrealized
gain (loss)
Interest rate swaps:
Pay fixed, receive floating ¥10,387 ¥(371) ¥(371) ¥12,655 ¥(62) ¥(62) $105,742 $(3,777) $(3,777)
Notes: 1. Fair market value is provided by the financial institutions with whom the derivative contracts were concluded.
2. Contract value (notional principal amount) does not indicate the level of risk associated with interest rate swaps.
3. Derivative transactions for which hedge accounting or certain hedging criteria are met are excluded from the above table.