BPCE - 2018 Registration document

FINANCIAL REPORT BPCE parent company annual financial statements

Breakdown of over-the-counter interest rate financial instruments by type of portfolio 4.2.2

12/31/2018

12/31/2017

Isolated open positions

Isolated open positions

Micro- hedging

Macro- hedging

Micro- hedging

Macro- hedging

Total

Total

in millions of euros

Forward rate agreements (FRA)

0

0

Interest rate swaps Currency swaps

75,361 21,726

41,656

535 117,552

65,984 18,020

35,655

1,158 102,797

21,726

18,020

Other interest rate futures contracts

0

0

Forward transactions Interest rate options

97,087

41,656

535 139,278

84,004

35,655

1,158 120,817

278 278

278 278

325 325

325 325

Options TOTAL

0

0

0

0

97,365

41,656

535 139,556

84,329

35,655

1,158 121,142

12/31/2018

12/31/2017

Isolated open positions

Isolated open positions

Micro- hedging

Macro- hedging

Micro- hedging

Macro- hedging

Total

Total

in millions of euros

Fair value

1,924

75

2

2,001

1,555

360

(10)

1,905

No transactions were transferred from one portfolio to another during the period.

4.2.3

Commitments on forward financial instruments by residual maturity

5

12/31/2018

Less than 1 year

1 to 5 years

Over 5 years

Total

in millions of euros

Transactions on organized markets Over-the-counter transactions

0

84,783 84,783

43,280 43,280

44,289 44,289

172,352 172,352

Forward transactions

Transactions on organized markets Over-the-counter transactions

0

112 112

156 156

20,238 20,238 64,527

20,506 20,506 192,858

Options TOTAL

84,895

43,436

4.3

BREAKDOWN OF ASSETS AND LIABILITIES BY CURRENCY

12/31/2018

12/31/2017

Assets

Liabilities 276,109

Assets

Liabilities 292,919

in millions of euros

Euro

297,457 18,750

305,800 22,544

Dollar

28,858

26,371

Pound sterling

93

3,512

440

4,380

Swiss franc

2,017 1,394

505

2,119 1,770

432

Yen

8,328 2,954

6,776 2,755

Other

555

960

TOTAL

320,266

320,266

333,633

333,633

579

Registration document 2018