PSA - 2019 Universal Registration Document

CONSOLIDATED FINANCIAL STATEMENTS AT 31 DECEMBER 2019 Notes to the Consolidated Financial Statements at 31 December 2019

31 December 2018

Carrying amount

Maturity

Notional amount

Assets Liabilities

< 1 year 2 to 5 years

> 5 years

(in million euros)

Currency risk Fair value hedges: Cash flow hedges: Total currency risks Interest rate risk Fair value hedges: Cash flow hedges: Total interest rate risks

69 30 99

(30) (18) (48)

4,517 4,788 9,305

4,410 4,278 8,688

107 510 617

- - - - - - - - -

- - -

(3)

53

- - -

53

-

-

-

(3)

53

53

Commodity risk Cash flow hedges:

23 23

(30) (30) (81)

389 389

212 212

177 177 847

Total commodity risks

TOTAL

122

9,747

8,900

Of which: TOTAL FAIR VALUE HEDGES TOTAL CASH FLOW HEDGES

69 53

(33) (48)

4,570 4,410

160 687

- -

5,177

4,490

31 December 2017

Carrying amount

Maturity

Notional amount

Assets Liabilities

< 1 year 2 to 5 years

> 5 years

(in million euros)

Currency risk Fair value hedges: Cash flow hedges: Total currency risks Interest rate risk Fair value hedges: Cash flow hedges: Total interest rate risks

62

(26) (176) (202)

2,542 3,179 5,721

2,495 2,516 5,011

47

- - - - - - - - -

194 256

663 710

- - -

- - -

-

- - -

-

2 2

2 2

Commodity risk Cash flow hedges:

41 41

(8) (8)

254 254

173 173

81 81

Total commodity risks

TOTAL

297

(210)

5,977

5,184

793

Of which: TOTAL FAIR VALUE HEDGES TOTAL CASH FLOW HEDGES

62

(26)

2,542 3,435

2,495 2,689

47

- -

235

(184)

746

Impact of hedging instruments on income and equity (2) Impactof cash flowhedges (a)

2019 (59)

2018

2017

(in million euros)

Change in effective portion recognised in equity Change in ineffective portion recognised in profit or loss Effective portion reclassified to the income statement under “Cost of goods and services sold” Effective portion reclassified to the income statement under “Finance costs”

26

39 (5)

3

15

-

(5)

(13)

-

(5)

(9)

230

PSA - GROUPE PSA - 2019 UNIVERSAL REGISTRATION DOCUMENT