BPCE - 2020 Universal Registration Document

5

FINANCIAL REPORT

BPCE PARENT COMPANY ANNUAL FINANCIAL STATEMENTS

5.2.2

BREAKDOWN BY TYPE OF PORTFOLIO OF INTEREST RATE FINANCIAL INSTRUMENTS TRADED ON AN

OVER-THE-COUNTER MARKET

12/31/2020

12/31/2019

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

75,735 15,009

76,964

0

152,699 15,009

76,624 14,291

62,351

350

139,325 14,291

Currency swaps

Other interest rate futures contracts

0

0

Forward transactions Interest rate options

90,744

76,964

0

167,708

90,915

62,351

350

153,616

32 32

32 32

154 154

154 154

Options TOTAL

0

0 0

0

0

90,776

76,964

167,740

91,069

62,351

350

153,770

12/31/2020

12/31/2018

Isolated open positions

Isolated open positions

Micro- hedging

Macro- hedging

Micro- hedging

Macro- hedging

Total

Total

in millions of euros

Fair value

2,596

(3)

0

2,593

2,682

22

0

2,704

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

5.2.3

COMMITMENTS ON FORWARD FINANCIAL INSTRUMENTS BY TERM OUTSTANDING

12/31/2020

More than 5 years

Less than 1 year

1 to 5 years

Total

in millions of euros

Transactions on organized markets Over-the-counter transactions

0

98,607 98,607

53,649 53,649

27,040 27,040

179,296 179,296

Forward transactions

Transactions on organized markets Over-the-counter transactions

0

2 2

24 24

6 6

32 32

Options TOTAL

98,609

53,673

27,046

179,328

5.3

BREAKDOWN OF ASSETS AND LIABILITIES BY CURRENCY

12/31/2020

12/31/2019

Assets

Liabilities

Assets

Liabilities

in millions of euros

Euro* Dollar

334,852 25,548

313,779 34,286

233,199 20,807

207,166 34,990

Pound sterling

1,025 1,785 1,886

5,045

261

3,466

Swiss franc

597

2,113 2,349

742

Yen

8,685 3,380

9,678 3,640

Other

676

953

TOTAL 259,682 The balance sheet as of December 31, 2019 has been restated following the application of ANC Regulation No. 2020-10 5 (see Note 2.2). Details are presented in Notes 4.3.1 and * 4.7. 365,772 365,772 259,682

572

UNIVERSAL REGISTRATION DOCUMENT 2020 | GROUPE BPCE

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