CFM INDOSUEZ Wealth Management - 2020 Annual Report

102 TRADING DERIVATIVES – LIABILITIES 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 11,126 432 0 11,558 Forward exchange contracts 2,250 432 2,682 Currency options 8,876 8,876 Other instruments 0 0 0 0 0 0 0 Equity and index derivatives 0 Precious metal derivatives 0 Commodity derivatives 0 Credit derivatives 0 Other 0 Sub-total 0 Total fair value of trading derivatives - liabilities 0 0 0 11,126 432 0 11,558 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 trading derivatives - liabilities 0 0 0 1,491 4 0 1,495