109 DERIVATIVE TRANSACTIONS: BREAKDOWN BY RESIDUAL MATURITY The breakdown of market values of derivative instruments is shown by remaining contractual maturity. HEDGING DERIVATIVES – ASSETS AT FAIR VALUE 31/12/2021 Over-the-counter transactions (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 years Total market value Interest rate instruments 12,794 3,247 5,817 21,858 Interest rate swaps Interest rate options Caps-floors-collars 12,794 3,247 5,817 21,858 Other options 0 Currency and gold instruments 0 0 0 0 Forward exchange contracts 0 0 0 Currency options 0 Other instruments 0 0 0 0 Forward foreign exchange transactions 82 82 Total fair value of hedging derivatives - assets 12,876 3,247 5,817 21,940 31/12/2020 Over-the-counter transactions (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 years Total market value Interest rate instruments 17,698 5,783 9,345 32,826 Interest rate swaps 17,698 5,783 9,345 32,826 Interest rate options 0 Caps-floors-collars 0 Other options 0 Currency and gold instruments 120 1 0 121 Forward exchange contracts 120 1 121 Currency options 0 Other instruments 0 0 0 0 Forward foreign exchange transactions 0 Total fair value of hedging derivatives - assets 17,818 5,784 9,345 32,947
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