EDF_REGISTRATION_DOCUMENT_2017

6.

FINANCIAL STATEMENTS Other information

OTHER INFORMATION

FINANCIAL INSTRUMENTS NOTE 35

35.1

OFF-BALANCE SHEET COMMITMENTS RELATED TO CURRENCY

AND INTEREST RATE DERIVATIVES

EDF uses financial instruments to limit the impact of foreign exchange rate risks and interest rate risks.

31/12/2017

31/12/2016

To be received (notional)

To be given (notional)

To be received (notional)

To be given (notional)

(in millions of euros)

1 - Interest rate transactions Short-term interest rate swaps EUR Long-term interest rate swaps EUR

-

-

-

-

7,184 3,043 3,593

7,184 3,043 3,593

7,423 3,463 3,730

7,423 3,463 3,730

USD GBP

JPY

-

-

-

-

Sub-total

13,820

13,820

14,616

14,616

2 - Exchange rate transactions Forward transactions EUR

20,232

22,032

20,619

21,819

CAD USD GBP CHF HUF

637

525

662

518

13,634

12,941

15,756

14,644

6,848

4,521

5,624

4,575

857

557

141 458 183

242 458 183

11

11

ILS

180

180

PLN JPY

1,171

1,255 1,680

1,360

1,432

102

48

862

CNY MXN

15 62

15 61

-

-

60 92

60 92

Other currencies

123

123

Long-term currency swaps EUR

9,099 1,015

33,253

9,315

35,407

JPY

103

-

113

USD GBP CHF HUF CAD

18,515 11,337

4,385 4,126

22,726 13,011

5,615 4,213

470

427

1,257

93

-

-

-

-

37

37

42

42

ILS

132

132

140

140

PLN

6

3

4

1

NOK MXN HKD

102

-

110

- - -

-

11

-

258

-

149

Sub-total

84,843

86,378

91,757

90,509

3 - Securitisation swaps

264

264

350

350

Total financial off-balance sheet commitments

98,927 100,462 106,723 105,475

4- Commodity swaps Coal (in millions of tonnes)

4

4

3

3

Oil products (in thousands of barrels)

7,348

7,348

7,634

7,634

The amounts shown in the above table are the nominal values of contracts, translated where necessary using 2017 year-end exchange rates (regardless of whether they are classified as hedges).

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EDF I Reference Document 2017