Société Générale / Risk report 2021 - Pillar 3 2020

7 COUNTERPARTY CREDIT RISK QUANTITATIVE INFORMATION | SOCIETE GENERALE GROUP | PILLAR 3 - 2021 153 TABLE 73: CREDIT DERIVATIVES EXPOSURES (CCR6) (In EURm) 31.12.2020 Credit derivative hedges Other credit derivatives Protection bought Protection sold Notionals - - - Single-name credit default swaps - - 116,102 Index credit default swaps - - 57,246 Total return swaps - - 872 Credit options - - 3,227 Other credit derivatives 2,486 - 14,632 TOTAL NOTIONALS 2,486 - 192,081 FAIR VALUES - - - Positive fair value (asset) 10 - 3,213 Negative fair value (liability) (2) - (2,879) (In EURm) 31.12.2019 Credit derivative hedges Other credit derivatives Protection bought Protection sold Notionals Single-name credit default swaps - - 147,689 Index credit default swaps - - 74,288 Total return swaps - - 802 Credit options - - 1,223 Other credit derivatives 2,466 - 17,030 TOTAL NOTIONALS 2,466 - 241,033 FAIR VALUES - - - Positive fair value (asset) 1 - 5,027 Negative fair value (liability) (17) - (3,908)