TELEPERFORMANCE_Registration_document_2017

CONSOLIDATED FINANCIAL STATEMENTS

7.6 Notes to the consolidated financial statements

The principal derivative financial instruments in place at the year-end are as follows:

In 2017 profit or loss

Derivative financial instruments at Decemberb31 st , 2017 Hedge of forecast transactions

Notional amount in currency

Notional amount in € at 12/31/2017

Fair value in € at 12/31/2017 In equity

b

b

b

b

b

USD/PHP 2017 USD/PHP 2017 * COP/USD 2017 * MXN/USD 2017 EUR/TND 2018 COP/USD 2018 COP/EUR 2018 USD/PHP 2018 USD/PHP 2018 * USD/MXN 2018 USD/MXN 2018 * MXN/USD 2018 MXN/USD 2018 * USD/INR 2018 EUR/USD 2018

1,298 4,160

22 70 12 10 19 28 15

1 0 0 0 0 1 0 4 0 0 0 0 0 0 0 0

b b b b

1 0 0 0 0 0 0 1 0 0 0 0 0 0 0 0 0 0

14 13 57 33 15

0 0 0 3

8,150 1,725

136

29 18

b

422 106

-1

-1

4

b

47 11 11 13 55

39

-2

-2

9 9

b

0 0

10 46

b b b b b b b b b

Cross Currency Interest Swap EUR/USD

-5

-5

USD interest caps

400 200 120

334 200 120

Interest rate swap, fixed to floating

€ interest cap

Hedge of intra-group loans

b

b

b

b

in USD in PHP

268

224 118

5

5

■

7,059

-3

-3

■

Cash pool hedges

b

b

b

b

in USD

165

138

-2

-2

■

* Not eligible for hedge accounting.

Derivative financial instruments at Decemberb31 st , 2016 Hedge of forecast transactions

Notional amount in currency

Notional amount in € at 12/31/2016

Fair value in € at 12/31/2016 In equity

In 2016 profit or loss

b

b

b

b

b

USD/MXN 2016 USD/MXN 2017 USD/MXN 2017 * MXN/USD 2016 MXN/USD 2017 MXN/USD 2017 * USD/PHP 2016 USD/PHP 2017 USD/PHP 2017 * COP/EUR 2017 COP/EUR 2017 * COP/USD 2017 COP/USD 2017 * USD/INR 2017 USD/INR 2017 * EUR/TND 2017

10 40

9

-1 -2

b

-1

38

-2

0 0

5

4 9

0

b b

197 706 140

-1 -3

-1

7

32

-3

0 0 0

6

0 0

b b

2,395 9,105 1,900

46

174

-6 -1

-5

-1 -1

36 24

b

24

0 0 0 0 0 0 0

0

0 0 0 0 0 0 0

b

4

4

43

41

0

b

7

6

21

20

0

b

4

4

52 85

21 81

0

Cross Currency Interest Swap EUR/USD

-17

b b b b b b b b b

-17

USD interest caps

400

380

0

0

Hedge of intra-group loans

b

b

b

b

in GBP in USD in PHP

6

7

1

1

■

140

133

-7

-7

■

4,486

86

1

1

■

Cash pool hedges

b

b

b

b

in MXN in USD

1,570

72 43

-1

-1

■

45

0

0

■

* Not eligible for hedge accounting.

195

Teleperformance bb - bb Registration documentbb 2017