CFM INDOSUEZ Wealth Management - 2020 Annual Report

100 HEDGING DERIVATIVES – LIABILITIES AT FAIR VALUE 31/12/2020 Transaction by maturity (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 years Total market value Interest rate instruments 1,096 1,402 3,541 6,039 Interest rate swaps 1,096 1,402 3,541 6,039 Interest rate options Caps-floors-collars Other options Currency and gold instruments 531 0 0 531 Forward exchange contracts 531 531 Currency options Other instruments 0 0 0 0 Equity and index derivatives Total fair value of hedging derivatives - liabilities 1,627 1,402 3,541 6,570 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 trading derivatives - liabilities 5,089 1,663 1,814 8,566