FINANCIAL REPORT 2014
2.5.2.1. Derivative instruments: analysis by remaining maturity 2.5.2.1.1. Hedging derivative instruments – fair value of assets
31.12.2014
31.12.2013
Total market value
Total market value
Exchange-traded
Over-the-counter
(in thousands of euros)
≤ 1 year
> 1 year ≤ 5 years
> 5 years
> 1 year ≤ 5 years
> 5 yearsw
≤ 1 year
INTEREST RATE INSTRUMENTS: . Interest rate swaps
407 407 407
3 670 3 670 3 670
0
0
0
0
0
0
TOTAL
0
0
0
0
0
0
2.5.2.1.2. Hedging derivative instruments – fair value of liabilities
31.12.2013
31.12.2014
Total market value
Total market value
Exchange-traded
Over-the-counter
(in thousands of euros)
> 1 year ≤ 5 years
> 5 years
> 1 year ≤ 5 years
> 5 years
≤ 1 year
≤ 1 year
INTEREST RATE INSTRUMENTS: . Interest rate swaps
81 990 81 990
18 785 18 785
106 315 106 315
54 406 54 406
0
0
0 5 540 5 540
TOTAL
0
0
0 5 540 81 990 18 785 106 315 54 406
2.5.2.1.3. Derivative instruments held for trading – fair value of assets
31.12.2013
31.12.2014
Total market value
Total market value
Exchange-traded
Over-the-counter
(in thousands of euros)
> 5 years
> 5 years
≤ 1 year > 1 year ≤ 5 years
≤ 1 year > 1 year ≤ 5 years
INTEREST RATE INSTRUMENTS: . Interest rate swaps
0
0
0
0
0
0
0
0
CURRENCY AND GOLD: . Currency options
13 13 13
0
0
0
0
0 0
0
SUBTOTAL
. Forward currency transactions
498 564 6 320
504 884 240 349
TOTAL
0
0
0 498 564 6 320 0 504 884 240 362
20
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