FINANCIAL REPORT 2017
2.5.2.1.3. Derivative instruments held for trading – fair value of assets
31.12.2017
31.12.2016
Exchange-traded
Over-the-counter
Total market value
Total market value
> 1 year ≤ 5 years > 5 years
> 1 year ≤ 5 years > 5 years
(in thousands of euros)
≤ 1 year
≤ 1 year
INTEREST RATE INSTRUMENTS:
0
0
0
0
0
0
0
0
• Interest rate swaps CURRENCY AND GOLD: • Currency options
0
0
0
0
0
0
0
0
OTHER:
0
0
0
716
0
5
721
692
• Equity and index derivatives
716
5
721
685
• Commodities derivatives
0
7
SUBTOTAL
0
0
0
716
0
5
721
692
• Forward currency transactions
258491
431
258922
404155
TOTAL
0
0
0 259207
431
5 259643 404847
2.5.2.1.4. Derivative instruments held for trading – fair value of liabilities
31.12.2017
31.12.2016
Exchange-traded
Over-the-counter
Total market value
Total market value
> 1 year ≤ 5 years > 5 years
> 1 year ≤ 5 years > 5 years
(in thousands of euros)
≤ 1 year
≤ 1 year
INTEREST RATE INSTRUMENTS:
0
0
0
0
0 1680 1680
2331
1680
1680
2331
• Interest rate swaps
CURRENCY AND GOLD:
0
0
0
0
0
0
0
0
• Currency options
OTHER:
0
0
0
0
0
0
0
7
• Commodities derivatives
0
7
SUBTOTAL
0
0
0
0
0 1680 1680
2338
• Forward currency transactions
286991
406
287397
402016
TOTAL
0
0
0 286991
406
1680 289077 404354
23
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