Groupama // 2021 Universal Registration Document

7 FINANCIAL STATEMENTS Annual financial statements and notes

31.12.2021

31.12.2020

(in thousands of euros)

5. Outstanding financial futures 5a. Breakdown of outstanding financial futures by strategy category:

109,162

113,662

Investment or disinvestment strategies Yield strategies

109,162

113,662

Other transactions 5b. Breakdown of outstanding financial futures by market category:

109,162

113,662

Transactions on an OTC market

109,162

113,662

Transactions on regulated or equivalent markets 5c. Breakdown of outstanding financial futures by type of market risk and instruments, in particular:

109,162

113,662

Interest rate risk Foreign exchange risk Equity risk

109,162

113,662

5d. Breakdown of outstanding financial futures by instrument type, in particular:

109,162

113,662

Swaps

109,162

113,662

Interest rate guarantee agreements Futures Options 5e. Breakdown of forward financial instrument outstandings by residual duration of the strategies and by tranche

109,162

113,662

0 to 1 year 1 to 5 year

109,162

113,662

5+ years TOTAL COMMITMENTS RECEIVED

702,531

522,705

TOTAL COMMITMENTS GIVEN

1,145,629

599,547

271 Universal Registration Document 2021 - GROUPAMA ASSURANCES MUTUELLES