CFM INDOSUEZ Wealth Management - 2020 Annual Report

101 TRADING DERIVATIVES – ASSETS AT FAIR VALUE 31/12/2020 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 0 FRA 0 Interest rate swaps 0 Interest rate options 0 Caps-floors-collars 0 Other options 0 Currency and gold instruments 0 0 0 11,294 515 0 11,809 Forward exchange contracts 2,418 515 2,933 Currency options 8,876 8,876 Other instruments 0 0 0 317 0 0 317 Equity and index derivatives 317 317 Precious metal derivatives 0 Commodity derivatives 0 Credit derivatives 0 Other 0 Total fair value of trading derivatives - assets 0 0 0 11,611 515 0 12,126 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