Société Générale / Risk Report - Pillar III

6 CREDIT AND COUNTERPARTY CREDIT RISK COUNTERPARTY RISK DETAIL

TABLE 74: BREAKDOWN OF TRADING DERIVATIVE INSTRUMENTS COMMITMENTS (NOTIONAL) - PRUDENTIAL SCOPE

31.12.2019

(In EURm)

Interest rate instruments

12,012,907 9,968,666 8,334,286 1,634,380 2,044,241 3,193,596

Firm instruments

of which: Swaps of which: FRAs

Options

Foreign exchange instruments

Instruments fermes

2,476,213

Options

717,383

Equity and index instruments

1,125,603

Instruments fermes

186,691

938,912 96,900

Options

Commodity instruments

Instruments fermes

83,509

Options

13,391

Credit derivatives

246,006

Other forward financial instruments

38,428

TOTAL

16,713,440

145

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