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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