CFM INDOSUEZ Wealth Management - 2020 Annual Report

110 CASH FLOW HEDGES AND HEDGES OF NET INVESTMENTS IN FOREIGN OPERATIONS HEDGING DERIVATIVES AT 31/12/2020 Book value Changes in fair value over the period (including hedge terminations during the period) Notional amount (in thousands of euros) Assets Liabilities Cash flow hedges Organised markets Interest rates Forward instruments Options Currencies Forward instruments Options Other Over-the-counter markets 121 531 141 731,750 Interest rates 563 Forward instruments Options 563 Currencies 121 531 141 731,187 Forward instruments 121 531 141 731,187 Options Other Total cash flowmicro-hedges 121 531 141 731,750 Cash flow hedging of the interest rate risk exposure of a portfolio of financial instruments 5,180 -2 Cash flow hedging of the currency risk exposure of a portfolio of financial instruments Total cash flowmacro-hedges 5,180 -2 Total cash flow hedges 5,301 531 139 731,750 Hedges of net investments in foreign operations