CFM INDOSUEZ Wealth Management - 2019 annual report

Tr a d i n g d e r i v a t i v e s - a s s e t s a t f a i r v a l u e 31/12/2019 Transactions on organised markets Over-the-counter transactions (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 years ≤ 1 year > 1 year to ≤ 5 years > 5 years Total market value Interest rate instruments 0 0 0 0 12 0 12 Futures FRA Interest rate swaps 12 12 Interest rate options Caps-floors-collars Other options Currency and gold instruments 0 0 0 1,665 37 0 1,702 Forward exchange contracts 483 37 520 Currency options 1,182 1,182 Other instruments 0 0 0 429 0 0 429 Equity and index derivatives 429 429 Precious metal derivatives Commodity derivatives Credit derivatives Other Total fair value of hedging derivatives - assets 0 0 0 2,094 49 0 2,143 31/12/2018 Transactions on organised markets Over-the-counter transactions (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 years ≤ 1 year > 1 year to ≤ 5 years > 5 years Total market value Interest rate instruments 0 0 0 0 0 0 0 Futures FRA Interest rate swaps Interest rate options Caps-floors-collars Other options Currency and gold instruments 0 0 0 3,288 379 0 3,667 Forward exchange contracts 419 379 798 Currency options 2,869 2,869 Other instruments 0 0 0 301 0 0 301 Equity and index derivatives 301 301 Precious metal derivatives Commodity derivatives Credit derivatives Other Total fair value of hedging derivatives - assets 0 0 0 3,589 379 0 3,968 97 Annual Financial Statements 2019