Euronext - 2020 Universal Registration Document

GLOSSARY, CONCORDANCE TABLES & ANNEX

December 2020

Quoted prices in active markets (Level 1)

Significant observable inputs (Level 2)

Significant unobservable inputs (Level 3)

Total Fair Value

In thousands of euros

CCP trading assets measured at fair value Derivative instrument n Futures

4,609,741

-

-

4,609,741

n Options

1,813,132

-

-

1,813,132

n Commodities derivatives

4,903

-

-

4,903

Non-derivative instruments: n CCP transactions

6,165

-

-

6,165

Financial assets held at fair value: n Securities

5,915,642

-

-

5,915,642

-

12,349,583

CCP Trading assets – Fair value of transactions with CCP members

12,349,583

-

Available for sale financial assets: n Government Bonds

122,920

-

-

122,920

n Investment in unquoted equity

52

-

-

52

TOTAL

122,971

-

-

122,971

December 2020

Quoted prices in active markets (Level 1)

Significant observable inputs (Level 2)

Significant unobservable inputs (Level 3)

Total Fair Value

In thousands of euros

Financial liabilities measured at fair value n CCP trading liabilities: Derivative instruments: n Futures

(4,609,741)

-

-

(4,609,741)

n Options

(1,813,132)

-

-

(1,813,132)

n Commodities derivatives

(4,903)

-

-

(4,903)

Financial liabilities held at fair value: n Equities and bonds

(6,176)

-

-

(6,176)

Fair value of transactions with CCP members

(6,433,951)

-

-

(6,433,951)

G

351

2020 UNIVERSAL REGISTRATION DOCUMENT