CFM INDOSUEZ Wealth Management - 2019 annual report

C a s h f l o w h e d g e s a n d h e d g e s o f n e t i n v e s t m e n t s i n f o r e i g n o p e r a t i o n s H e d g i n g d e r i v a t i v e s a t 3 1 / 1 2 / 2 0 1 9 Book value Changes in fair value over the period (including hedge terminations during the period) Notional amount (in thousands of euros) Assets Liabilities Cash flow hedges Organised markets Interest rates Forward instruments Options Currencies Forward instruments Options Other Over-the-counter markets 1,323 1,668 83 692,542 Interest rates 105 197 58 221,844 Forward instruments 105 197 58 221,844 Options Currencies 1,218 1,471 25 470,698 Forward instruments 1,218 1,471 25 470,698 Options Other Total cash flow micro-hedges 1,323 1,668 83 692,542 Cash flow hedging of the interest rate risk exposure of a portfolio of financial instruments 5,638 -1,882 91,000 Cash flow hedging of the currency risk exposure of a portfolio of financial instruments Total cash flow macro-hedges 5,638 0 -1,882 91,000 Total cash flow hedges 6,961 1,668 -1,799 783,542 Hedges of net investments in foreign operations 106 CFM Indosuez Wealth Management