CFM INDOSUEZ Wealth Management - 2019 annual report

Tr a d 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 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 1,491 4 0 1,495 Forward exchange contracts 309 4 313 Currency options 1,182 1,182 Other instruments 0 0 0 0 0 0 0 Equity and index derivatives Precious metal derivatives Commodity derivatives Credit derivatives Other Sub-total 0 Total fair value of hedging derivatives - liabilities 0 0 0 1,491 4 0 1,495 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 0 0 0 Futures FRA Interest rate swaps 5 3 Interest rate options Caps-floors-collars Other options Currency and gold instruments 0 0 0 3,209 259 0 3,468 Forward exchange contracts 340 259 Currency options 2,869 Other instruments 0 0 0 0 0 0 0 Equity and index derivatives Precious metal derivatives Commodity derivatives Credit derivatives Other Sub-total 0 0 0 3,476 Total fair value of hedging derivatives - liabilities 0 0 0 0 0 0 3,476 98 CFM Indosuez Wealth Management