CFM INDOSUEZ Wealth Management - 2020 Annual Report

126 6.14 FINANCIAL ASSETS AND LIABILITIES BY CONTRACTUAL MATURITY The balance of financial assets and liabilities in the balance sheet is broken down by contractual maturity date. The maturity date of trading and hedging derivatives is their contractual maturity date. Equities and other variable income securities, by nature, have no contractual maturity. They are classified as “indefinite.” 31/12/2020 (in thousands of euros) ≤ 3 months > 3 months to ≤ 1 year > 1 year to ≤ 5 years > 5 years Indefinite Total Cash and amounts due from central banks 539,989 539,989 Financial assets at fair value through profit or loss 11,306 412 515 2,166 14,399 Hedging derivatives 17,385 433 5,784 9,345 32,947 Financial assets at fair value through other comprehensive income 344 344 Financial assets at amortised cost 4,648,888 131,783 224,695 153,018 5,158,384 Revaluation differences on portfolios hedged against interest rate risk 284 284 Total financial assets by maturity 5,217,852 132,628 230,994 164,529 344 5,746,347 Central banks Financial liabilities at fair value through profit or loss 10,738 388 432 11,558 Hedging derivatives 1,275 352 1,402 3,541 6,570 Financial liabilities at amortised cost 5,398,850 38,563 5,437,413 Subordinated debt Revaluation differences on portfolios hedged against interest rate risk 24,174 24,174 Total financial liabilities by maturity 5,435,037 39,303 1,834 3,541 0 5,479,715 31/12/2019 (in thousands of euros) ≤ 3 months > 3 months to ≤ 1 year > 1 year to ≤ 5 years > 5 years Indefinite Total Cash and amounts due from central banks 469,216 469,216 Financial assets at fair value through profit or loss 487 1,741 49 1,895 4,172 Hedging derivatives 20,955 515 2,761 8,062 32,293 Financial assets at fair value through other comprehensive income 333 333 Financial assets at amortised cost 5,093,836 121,436 88,625 818 5,304,715 Revaluation differences on portfolios hedged against interest rate risk 1,120 1,120 Total financial assets by maturity 5,585,614 123,692 91,435 10,775 333 5,811,849 Central banks Financial liabilities at fair value through profit or loss 231 1,260 4 1,495 Hedging derivatives 4,480 609 1,663 1,814 8,566 Financial liabilities at amortised cost 5,484,611 88,621 5,573,232 Subordinated debt 0 Revaluation differences on portfolios hedged against interest rate risk 19,864 19,864 Total financial liabilities by maturity 5,509,186 90,490 1,667 1,814 5,603,157