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Note 35 Financial instruments

35.1 Off-balance sheet commitments related to currency and interest rate derivatives

EDF uses financial instruments to limit the impact of foreign exchange rate risks and interest rate risks.

	31/12/2019		31/12/2018
(in millions of euros)	To be received (notional)	To be given (notional)	To be received (notional)	To be given (notional)
1 – Interest rate transactions
Short-term interest rate swaps
EUR	EUR 31/12/2019-	EUR 31/12/2018 -	-	-
Long-term interest rate swaps
EUR	EUR 31/12/2019 8,239	EUR 31/12/2018 8,239	7,140	7,140
USD	USD 31/12/2019 3,294	USD 31/12/2018 3,294	2,795	2,795
GBP	GBP 31/12/2019 3,661	GBP 31/12/2018 3,661	4,845	4,845
JPY	JPY 31/12/2019 -	JPY 31/12/2018 -	-	-
Sub-total	Sub-total31/12/201915,194	Sub-total 31/12/2018 15,194	14,780	14,780
2 – Exchange rate transactions
Forward transactions
EUR	EUR 31/12/2019 29,756	EUR 31/12/2018 24,095	22,438	22,982
CAD	CAD 31/12/2019 205	CAD 31/12/2018 305	325	190
USD	USD 31/12/2019 17,681	USD 31/12/2018 21,333	15,431	16,868
GBP	GBP 31/12/2019 5,800	GBP 31/12/2018 6,579	7,534	5,290
CHF	CHF 31/12/2019 958	CHF 31/12/2018 1,177	517	196
HUF	HUF 31/12/2019 -	HUF 31/12/2018 -	1	1
ILS	ILS 31/12/2019 273	ILS 31/12/2018 273	153	153
PLN	PLN 31/12/2019 343	PLN 31/12/2018 389	259	305
JPY	JPY 31/12/2019 96	JPY 31/12/2018 857	294	955
CNY	CNY 31/12/2019 2	CNY 31/12/2018 2	13	13
MXN	MXN 31/12/2019 106	MXN 31/12/2018 105	84	84
Other currencies	Other currencies 31/12/2019 568	Other currencies 31/12/2018 568	110	110
Long-term currency swaps
BRL	BRL 31/12/2019 -	BRL 31/12/2018 19	-	-
EUR	EUR 31/12/2019 5,308	EUR 31/12/2018 35,013	8,578	38,230
JPY	JPY 31/12/2019 1,124	JPY 31/12/2018 65	1,089	-
USD	USD 31/12/2019 20,985	USD 31/12/2018 3,128	24,284	3,995
GBP	GBP 31/12/2019 13,035	GBP 31/12/2018 2,234	12,001	4,358
CHF	CHF 31/12/2019 507	CHF 31/12/2018 -	488	444
ILS	ILS 31/12/2019 93	ILS 31/12/2018 93	89	89
PLN	PLN 31/12/2019 14	PLN 31/12/2018 10	9	5
NOK	NOK 31/12/2019 101	NOK 31/12/2018 -	100	-
MXN	MXN 31/12/2019 -	MXN 31/12/2018 12	-	11
HKD	HKD 31/12/2019 276	HKD 31/12/2018 -	269	-
Sub-total	Sub-total31/12/201997,231	Sub-total 31/12/2018 96,257	94,066	94,279
3 – Securitisation swaps	3 – Securitisation swaps31/12/2019135	3 – Securitisation swaps 31/12/2018 135	194	194
4 – Operations on market securities	4 – Operations on market securities31/12/2019-	4 – Operations on market securities 31/12/2018 -	1,136	1,280
Purchases and sales of options
TOTAL FINANCIAL OFF-BALANCE SHEET COMMITMENTS	TOTAL FINANCIAL OFF-BALANCE SHEET COMMITMENTS31/12/2019112,560	TOTAL FINANCIAL OFF-BALANCE SHEET COMMITMENTS 31/12/2018 111,586	110,176	110,533
5 – Commodity swaps
Coal (in millions of tonnes)	Coal (in millions of tonnes)31/12/2019 2	Coal (in millions of tonnes) 31/12/2018 2	4	4
Oil products (in thousands of barrels)	Oil products (in thousands of barrels)31/12/2019 6,767	Oil products (in thousands of barrels) 31/12/2018 6,767	7,252	7,252

The amounts shown in the above table are the nominal values of contracts, translated where necessary using 2019 year-end exchange rates (regardless of whether they are classified as hedges).