CFM INDOSUEZ Wealth Management - 2020 Annual Report

99 DERIVATIVE TRANSACTIONS: BREAKDOWN BY RESIDUAL MATURITY The breakdown of the market values of derivative instruments is presented by residual contractual maturity. HEDGING DERIVATIVES – ASSETS AT FAIR VALUE 31/12/2020 Transaction by maturity (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 years Total market value Interest rate instruments 17,698 5,783 9,345 32,826 Interest rate swaps 17,698 5,783 9,345 32,826 Interest rate options 0 Caps-floors-collars 0 Other options 0 Currency and gold instruments 120 1 0 121 Forward exchange contracts 120 1 121 Currency options 0 Other instruments 0 0 0 0 Equity and index derivatives 0 Total fair value of hedging derivatives - assets 17,818 5,784 9,345 32,947 31/12/2019 Transaction by maturity (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 years Total market value Interest rate instruments 20,252 2,761 8,062 31,075 Interest rate swaps 20,252 2,761 8,062 31,075 Interest rate options Caps-floors-collars Other options Currency and gold instruments 1,218 0 0 1,218 Forward exchange contracts 1,218 1,218 Currency options Other instruments 0 0 0 0 Equity and index derivatives Total fair value of hedging derivatives - assets 21,470 2,761 8,062 32,293