AFD - Universal Registration Document 2020

CONSOLIDATED FINANCIAL STATEMENTS PREPARED IN ACCORDANCE WITH IFRS Notes to the consolidated financial statements

Note Ǿ 2.4 Income resulting from hedge accounting

31/12/2020

31/12/2019

Net income (Income of hedge accounting)

Net income (Income of hedge accounting)

Change in Ǿ fair value of hedging instruments

Change in Ǿ fair value of hedging instruments

Change in Ǿ fair Ǿ value of Ǿ hedged items

Ineffective portion of Ǿ hedge

Change in Ǿ fair Ǿ value of Ǿ hedged items

Ineffective portion of Ǿ hedge

In thousands of euros

Interest rate derivatives

254,674

-291,867

-37,193

334,296

-305,596

28,700

Interest rate and foreign exchange derivatives (cross-currency swaps)

-337,521 -82,847

402,738 110,870

65,217 28,023

-171,207

173,996

2,790

TOTAL

163,089 -131,600

31,490

NOTE 3 Financial assets at fair value through shareholders’ equity

31/12/2020

31/12/2019

Change in Ǿ fair Ǿ value over Ǿ the Ǿ period

Change in Ǿ fair Ǿ value over Ǿ the Ǿ period

Book value

Book value

In thousands of euros

Debt securities recognised at fair value through equity to be recycled in profit or loss

968,908 785,639 183,270

6,903 3,370 3,533

1,057,076

3,468 5,199 -1,731

Government paper and equivalent

874,958 182,118

Bonds and other securities

Equity securities recorded at fair value through equity not to be recycled in profit or loss

487,090 487,090

-567 -567

455,470 455,470

-14,476 -14,476 -11,008

Unconsolidated equity stakes

TOTAL

1,455,998

6,336

1,512,546

6

145

2020 UNIVERSAL REGISTRATION DOCUMENT