Carrefour - 2017 Registration Document

6 COMPANY FINANCIAL STATEMENTS YEAR ENDED DECEMBER 31, 2017 Notes to the Company Financial Statements CARREFOUR | 2017 REGISTRATION DOCUMENT 311 Notional amount of derivative instruments by maturity 10.2 (in millions of euros) Dec. 31 , 2017 Due within 1 year Due in 1 to 5 years Due beyond 5 years Dec. 31, 2016 Due within 1 year Due in 1 to 5 years Due beyond 5 years Issuer swap (Carrefour variable-rate borrower) Euribor/fixed rate - - - - 250 250 - - Purchased calls Symmetrical with USD 500m convertible bonds 417 - 417 - - - - - Currency swaps EUR/USD on convertible bonds 417 - 417 - - - - - Purchased interest rate options (caps) Notional amount 600 - 600 - 5,050 450 4,600 - Purchased interest rate options (floors) Notional amount - 500 500 - - Purchased swaptions Notional amount 1,400 250 1,150 - 900 - 900 - Sold swaptions Notional amount (350) - (350) - (150) - (150) - Fair value of derivative instruments 10.3 (in millions of euros) Dec. 31, 2017 Purchased calls 12 Currency swaps (26) Purchased interest rate options (caps) 3 Purchased interest rate options (swaptions) 9 Sold interest rate options (swaptions) (2)