CFM INDOSUEZ Wealth Management - 2019 annual report

H e d g i n g d e r i v a t i v e s – l i a b i l i t i e 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 3,618 1,663 1,814 7,095 Interest rate swaps 3,618 1,663 1,814 7,095 Interest rate options Caps-floors-collars Other options Currency and gold instruments 1,471 0 0 1,471 Forward exchange contracts 1,471 0 0 1,471 Currency options Other instruments 0 0 0 0 Equity and index derivatives Total fair value of hedging derivatives - liabilities 5,089 1,663 1,814 8,566 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 231 4,178 1,399 5,808 Interest rate swaps 231 4,178 1,399 5,808 Interest rate options Caps-floors-collars Other options Currency and gold instruments 4,245 0 0 4,245 Forward exchange contracts 4,245 4,245 Currency options Other instruments 0 0 0 0 Equity and index derivatives Total fair value of hedging derivatives - liabilities 4,476 4,178 1,399 10,053 96 CFM Indosuez Wealth Management