EDF / 2018 Reference document

6.

FINANCIAL STATEMENTS Assets held for sale and related liabilities

42.3

NON-HEDGING COMMODITY DERIVATIVES

Details of commodity derivatives not classified as hedges are as follows:

31/12/2018 Fair value

31/12/2017 Fair value

Unit of measure

Net notional

Net notional

(in millions of euros)

Swaps

3 4

502 (22)

(5)

479 106

Options

4

Forwards/futures

(50) (43)

(123)

(54) (55) 894 (68)

(403)

Electricity

Terawatt hours

357

182

Swaps

(510)

(515)

(132)

Options

32

185

171

Forwards/futures

16,323 15,845 27,715

80

19,784 20,610

57 96 94

Gas

Millions of therms

(250)

Swaps

(82)

3,400 1,920

Options

500

1

3

Forwards/futures

(360)

(3)

108

(3) 94

Oil products

Thousands of barrels

27,855 (2,521)

(84)

5,428

Swaps

6

(1)

(151)

Options

- -

(14)

3 4

(1)

Forwards/futures

-

9

Freight

3,232

(2)

(4)

17

Coal and freight

Millions of tonnes

711

(10)

2

(126)

Swaps

-

-

43

- -

Options

(5,000) (56,433) (61,433)

(150) (446) (596)

-

Forwards/futures

35,583 35,626

(57) (57) (56)

CO 2

Thousands of tonnes

Swaps/options Forwards/futures

29

(87) (58)

(346) (402)

Other commodities

Embedded commodity derivatives

-

-

(641)

(213)

NON-HEDGING COMMODITY DERIVATIVES

These mainly include contracts included in EDF Trading’s portfolio.

ASSETS HELD FOR SALE AND RELATED LIABILITIES

ASSETS HELD FOR SALE AND RELATED LIABILITIES NOTE 43

31/12/2018

31/12/2017

(in millions of euros)

- -

- -

ASSETS HELD FOR SALE

LIABILITIES RELATED TO ASSETS HELD FOR SALE

412

EDF I Reference Document 2018