EDF / 2020 Universal Registration Document

6 FINANCIAL STATEMENTS Notes to the financial statements

33.2

Breakdown of loans by type of interest rate before and after hedging

Impact of hedging instruments

Debt structure in balance sheet

Debt structure after hedging

Total % 31/12/2020 % 31/12/2019

Total % 31/12/2020 % 31/12/2019

Total

(in millions of euros)

Long-term borrowings and EMTN Short-term borrowings Borrowings at fixed rate Long-term borrowings and EMTN Short-term borrowings Borrowings at floating rate

48,214

(20,678)

27,536

3,119

-

3,119

51,333

99

99

(20,678)

30,655

59

55

471

20,678

21,149

-

-

-

471

1

1

20,678

21,149 51,804

41

45

TOTAL

51,804

100

100

-

100

100

Unrealised foreign exchange gains Note 34

Unrealised foreign exchange gains at 31 December 2020 amount to €336 million (€219 million at 31 December 2019), of which €151 million concern two perpetual bonds in pounds sterling and €128 million concern a bond in pounds sterling that is entirely hedged by cross-currency swaps.

475

EDF - UNIVERSAL REGISTRATION DOCUMENT 2020