SOMFY_ANNUAL_FINANCIAL_REPORT_2017
08 PARENT COMPANY FINANCIAL STATEMENTS
MARKET VALUE OF DERIVATIVES NOTE 15 —
FOREIGN EXCHANGE RISK NOTE 15.1
At 31/12/17 € thousands
Hedging of balance sheet items
Hedging of off-balance sheet items
Total
Fair value
Types
1,434 2,394
AUD CAD CHF CNY GBP HKD NOK PLN RUB SEK SGD THB TRY USD ILS JPY AUD CAD CHF CNY GBP HKD NOK PLN RUB SEK SGD THB USD ILS JPY
1,434
–
43 39 28
Forward sale Forward sale Forward sale
964 427
1,430
427
–
–17,298
–8,585
–8,713
265
Forward purchase
4,396
1,183
3,212
17
Forward sale
467
320 961 444 549 551 173 511
147
21 Forward sale and put swap
3,915
2,954
–4 43 70
Forward sale Forward sale Forward sale
444
–
1,413
864
551 677 511 749 312 880
–
7 Forward purchase and put swap
504
–3
Forward sale
–
4 Forward sale and put swap
94 26
655 286
–6 –3
Forward sale Forward sale Forward sale
880
–
–36
–834
–
–834
–3
Call swap
–68
506
437
483
At 31/12/16 € thousands
Hedging of balance sheet items
Hedging of off-balance sheet items
Total
Fair value
Types
4,511 1,673 3,882 3,613 2,054 3,588 4,157 1,855 1,257 1,293 –9,699
2,368
2,143 1,017 2,816 1,092 1,157 2,204 2,407 1,633 –5,826
–86 Forward sale and purchase
656
–45 –43
Forward sale Forward sale
1,066
–3,873
92 26
Forward purchase
2,521
Forward sale Forward sale Forward sale Forward sale Forward sale Forward sale Forward sale Forward sale Forward sale
896
–111 –158
1,384 1,750
221 Forward sale and purchase
223
–29
1,257
–
13
403 264 133 115
890 526 401
–148
791 534 167
–15
–1 –7
51
1,665
2,103
–438
–82 Forward sale and purchase
11,266
10,073
21,339
–375
127
SOMFY – ANNUAL FINANCIAL REPORT 2017
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