BPCE_REGISTRATION_DOCUMENT_2017

FINANCIAL REPORT BPCE parent company financial statements

Breakdown of over-the-counter interest rate financial instruments by type of portfolio 4.2.2

31/12/2017

31/12/2016

Isolated open positions

Isolated open positions

Micro- hedge

Macro- hedge

Micro- hedge

Macro- hedge

Total

Total

in millions of euros

Forwardrate agreements(FRA)

0

0

Interestrate swaps Currency swaps

65,984 35,655

1,158 102,797 59,084 37,110

1,231 97,425

18,020

18,020 17,045

17,045

Other interestrate futurescontracts

0

0

Forwardtransactions Interestrate options

84,004 35,655

1,158 120,817 76,129 37,110

1,231 114,470

325 325

325 325

352 352

352

Options TOTAL

0

0

0

0

352

84,329 35,655

1,158 121,142 76,481 37,110

1,231 114,822

31/12/2017

31/12/2016

Isolated open positions

Isolated open positions

Micro- hedge 1,555

Macro- hedge

Micro- hedge

Macro- hedge

Total

Total

in millions of euros

Fair value

360

(10)

1,905

3,031

633

(21)

3,643

No transactionswere transferred from one portfolio to anotherduring the period.

4.2.3

Commitments on forward financial instruments by maturity

5

31/12/2017

Total

Less than 1 year

1 to 5 years

Over 5 years

in millions of euros

Transactions on organizedmarkets Over-the-counter transactions

0

57,178 57,178

40,185 40,185

42,970 42,970

140,333 140,333

Forwardtransactions

Transactions on organizedmarkets Over-the-counter transactions

0

20 20

20,486 20,486 60,671

47 47

20,553 20,553

Options TOTAL

57,198

43,017

160,886

4.3

BREAKDOWN OF ASSETS AND LIABILITIES BY CURRENCY

31/12/2017

31/12/2016

Assets

Liabilities 292,919

Assets

Liabilities 269,267

in millions of euros

Euro

305,800 22,544

284,099 25,042

Dollar

26,371

29,439

Pound sterling

440

4,380

423

3,470 4,195 6,030 2,447

Swiss franc

2,119 1,770

432

2,666 1,001 1,617

Yen

6,776 2,755

Other

960

TOTAL

333,633

333,633

314,848

314,848

497

Registration document 2017