CFM INDOSUEZ Wealth Management - 2019 annual report

H e d g i n g d e r i v a t i v e s : b r e a k d o w n b y r e s i d u a l m a t u r i t y ( n o t i o n a l a m o u n t s ) a t 3 1 / 1 2 / 2 0 1 9 The breakdown of the notional amounts of derivative instruments is presented by residual contractual maturity. Transactions on organised markets Over-the-counter transactions Total notional amount (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 ans ≤ 1 year > 1 year to ≤ 5 years > 5 ans Interest rate instruments 1,383,655 195,236 168,458 1,747,349 Futures FRA Interest rate swaps 1,383,655 194,523 168,458 1,746,636 Interest rate options Caps-floors-collars 713 713 Other options Currency instruments Forward foreign exchange transactions Currency options Other instruments Other Sub-total 1,383,655 195,236 168,458 1,747,349 Forward foreign exchange transactions 470,698 470,698 Total notional amount of hedging derivatives 1,854,353 195,236 168,458 2,218,047 H e d g i n g d e r i v a t i v e s : b r e a k d o w n b y r e s i d u a l m a t u r i t y ( n o t i o n a l a m o u n t s ) a t 3 1 / 1 2 / 2 0 1 8 Transactions on organised markets Over-the-counter transactions Total notional amount (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 ans ≤ 1 year > 1 year to ≤ 5 years > 5 ans Interest rate instruments 589,182 1,220,459 150,938 1,960,579 Futures FRA Interest rate swaps 589,182 1,220,459 150,075 1,959,716 Interest rate options Caps-floors-collars 863 863 Other options Currency instruments Forward foreign exchange transactions Currency options Other instruments Other Sub-total 589,182 1,220,459 150,938 1,960,579 Forward foreign exchange transactions 227,877 227,877 Total notional amount of hedging derivatives 817,059 1,220,459 150,938 2,188,456 Note 3.2 “Market risk - Derivative transactions: breakdown by residual maturity” provides a breakdown of the market values of hedging derivatives by residual contractual maturity. 102 CFM Indosuez Wealth Management