CFM INDOSUEZ Wealth Management - 2020 Annual Report

106 HEDGING DERIVATIVES: BREAKDOWN BY RESIDUAL MATURITY (NOTIONAL AMOUNTS) AT 31/12/2020 The breakdown of the notional amounts of derivative instruments is presented by residual contractual maturity. Transactions on organised markets Over-the-counter transactions Total notional amount (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 years ≤ 1 year > 1 year to ≤ 5 years > 5 years Interest rate instruments 420,795 824,268 461,023 1,706,086 Futures FRA Interest rate swaps 420,795 823,705 461,023 1,705,523 Interest rate options Caps-floors-collars 563 563 Other options Currency instruments Forward foreign exchange transactions Currency options Other instruments Other Sub-total 420,795 824,268 461,023 1,706,086 Forward foreign exchange transactions 731,187 731,187 Total notional amount of hedging derivatives 1,151,982 824,268 461,023 2,437,273 HEDGING DERIVATIVES: BREAKDOWN BY RESIDUAL MATURITY (NOTIONAL AMOUNTS) AT 31/12/2019 Transactions on organised markets Over-the-counter transactions Total notional amount (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 years ≤ 1 year > 1 year to ≤ 5 years > 5 years Interest rate instruments 1,383,655 195,236 168,458 1,747,349 Futures FRA Interest rate swaps 1,383,655 194,523 168,458 1,746,636 Interest rate options Caps-floors-collars 713 713 Other options Currency instruments Forward foreign exchange transactions Currency options Other instruments Other Sub-total 1,383,655 195,236 168,458 1,747,349 Forward foreign exchange transactions 470,698 470,698 Total notional amount of hedging derivatives 1,854,353 195,236 168,458 2,218,047 Note 3.2 “Market risk - Derivative transactions: breakdown by residual maturity” provides a breakdown of the market values of hedging derivatives by residual contractual maturity.