CFM INDOSUEZ Wealth Management - 2019 annual report

D e r i v a t i v e t r a n s a c t i o n s : b r e a k d o w n b y r e s i d u a l ma t u r i t y The breakdown of the market values of derivative instruments is presented by residual contractual maturity. H e d g i n g d e r i v a t i v e s – a s s e t s a t f a i r v a l u e 31/12/2019 Transaction by maturity (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 years Total market value Interest rate instruments 20,252 2,761 8,062 31,075 Interest rate swaps 20,252 2,761 8,062 31,075 Interest rate options Caps-floors-collars Other options Currency and gold instruments 1,218 0 0 1,218 Forward exchange contracts 1,218 1,218 Currency options Other instruments 0 0 0 0 Equity and index derivatives Total fair value of hedging derivatives - assets 21,470 2,761 8,062 32,293 31/12/2018 Transaction by maturity (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 years Total market value Interest rate instruments 6,296 14,183 4,426 24,905 Interest rate swaps 6,296 14,183 4,426 24,905 Interest rate options Caps-floors-collars Other options Currency and gold instruments 3,626 0 0 3,626 Forward exchange contracts 3,626 3,626 Currency options Other instruments 0 0 0 0 Equity and index derivatives Total fair value of hedging derivatives - assets 9,922 14,183 4,426 28,531 95 Annual Financial Statements 2019