116 HEDGING DERIVATIVES: BREAKDOWN BY RESIDUAL MATURITY (NOTIONAL AMOUNTS) AT 31/12/2021 The breakdown of notional amounts for derivative instruments is shown by remaining 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 382,503 905,803 550,778 1,839,084 Futures - FRA - Interest rate swaps 382,503 905,390 550,778 1,838,671 Interest rate options - Caps-floors-collars 413 413 Other options - Currency instruments - - - - Forward foreign exchange transactions - Currency options - Other instruments - - - - Other - Sub-total 382,503 905,803 550,778 1,839,084 Forward foreign exchange transactions 445,412 445,412 Total notional amount of hedging derivatives 827,915 905,803 550,778 2,284,496 HEDGING DERIVATIVES: BREAKDOWN BY RESIDUAL MATURITY (NOTIONAL AMOUNTS) AT 31/12/2020 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 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.
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