EDF uses financial instruments to limit the impact of foreign exchange rate risks and interest rate risks.
31/12/2020 | 31/12/2019 | |||
|---|---|---|---|---|
(in millions of euros) | To be received | To be given | To be received | To be given |
1 - Interest rate transactions | 1 - Interest rate transactions 31/12/2020
| 1 - Interest rate transactions 31/12/2019
| ||
Short-term interest rate swaps | Short-term interest rate swaps 31/12/2020
| Short-term interest rate swaps 31/12/2019
| ||
EUR | EUR 31/12/2020 - | EUR 31/12/2019 - | - | - |
Long-term interest rate swaps | Long-term interest rate swaps 31/12/2020
| Long-term interest rate swaps 31/12/2019
| ||
EUR | EUR 31/12/2020 10 385 | EUR 31/12/2019 10 385 | 8 239 | 8 239 |
USD | USD 31/12/2020 3 300 | USD 31/12/2019 3 300 | 3 294 | 3 294 |
GBP | GBP 31/12/2020 3 854 | GBP 31/12/2019 3 854 | 3 661 | 3 661 |
Sub-total | Sub-total 31/12/2020 17 539 | Sub-total 31/12/2019 17 539 | 15 194 | 15 194 |
2 - Exchange rate transactions | 2 - Exchange rate transactions 31/12/2020
| 2 - Exchange rate transactions 31/12/2019
| ||
Forward transactions | Forward transactions 31/12/2020
| Forward transactions 31/12/2019
| ||
EUR | EUR 31/12/2020 32 688 | EUR 31/12/2019 24 353 | 29 756 | 24 095 |
CAD | CAD 31/12/2020 435 | CAD 31/12/2019 574 | 205 | 305 |
USD | USD 31/12/2020 16 671 | USD 31/12/2019 20 643 | 17 681 | 21 333 |
GBP | GBP 31/12/2020 6 138 | GBP 31/12/2019 8 903 | 5 800 | 6 579 |
CHF | CHF 31/12/2020 192 | CHF 31/12/2019 361 | 958 | 1 177 |
ILS | ILS 31/12/2020 354 | ILS 31/12/2019 405 | 273 | 273 |
PLN | PLN 31/12/2020 137 | PLN 31/12/2019 177 | 343 | 389 |
JPY | JPY 31/12/2020 79 | JPY 31/12/2019 835 | 96 | 857 |
CNY | CNY 31/12/2020 102 | CNY 31/12/2019 102 | 2 | 2 |
MXN | MXN 31/12/2020 102 | MXN 31/12/2019 101 | 106 | 105 |
Other currencies | Other currencies 31/12/2020 637 | Other currencies 31/12/2019 740 | 568 | 568 |
Long-term currency swaps | Long-term currency swaps 31/12/2020
| Long-term currency swaps 31/12/2019
| ||
BRL | BRL 31/12/2020 - | BRL 31/12/2019 - | - | 19 |
EUR | EUR 31/12/2020 4 247 | EUR 31/12/2019 33 880 | 5 308 | 35 013 |
JPY | JPY 31/12/2020 1 083 | JPY 31/12/2019 63 | 1 124 | 65 |
USD | USD 31/12/2020 15 807 | USD 31/12/2019 1 709 | 20 985 | 3 128 |
GBP | GBP 31/12/2020 15 120 | GBP 31/12/2019 2 557 | 13 035 | 2 234 |
CHF | CHF 31/12/2020 509 | CHF 31/12/2019 - | 507 | - |
ILS | ILS 31/12/2020 86 | ILS 31/12/2019 86 | 93 | 93 |
PLN | PLN 31/12/2020 14 | PLN 31/12/2019 14 | 14 | 10 |
NOK | NOK 31/12/2020 96 | NOK 31/12/2019 - | 101 | - |
MXN | MXN 31/12/2020 - | MXN 31/12/2019 10 | - | 12 |
HKD | HKD 31/12/2020 254 | HKD 31/12/2019 - | 276 | - |
Sub-total | Sub-total 31/12/2020 94 751 | Sub-total 31/12/2019 95 513 | 97 231 | 96 257 |
3 - Securitisation swaps | 3 - Securitisation swaps 31/12/2020 62 | 3 - Securitisation swaps 31/12/2019 62 | 135 | 135 |
4- Operations on market securities | 4- Operations on market securities 31/12/2020 - | 4- Operations on market securities 31/12/2019 - | - | - |
Purchases and sales of options | Purchases and sales of options 31/12/2020
| Purchases and sales of options 31/12/2019
| ||
TOTAL FINANCIAL OFF-BALANCE SHEET COMMITMENTS | TOTAL FINANCIAL OFF-BALANCE SHEET COMMITMENTS 31/12/2020 112 352 | TOTAL FINANCIAL OFF-BALANCE SHEET COMMITMENTS 31/12/2019 113 114 | 112 560 | 111 58 |
5- Commodity swaps | 5- Commodity swaps 31/12/2020
| 5- Commodity swaps 31/12/2019
| ||
Coal (in millions of tonnes) | Coal (in millions of tonnes) 31/12/2020 - | Coal (in millions of tonnes) 31/12/2019 - | 2 | 2 |
Oil products (in thousands of barrels) | Oil products (in thousands of barrels) 31/12/2020 6 218 | Oil products (in thousands of barrels) 31/12/2019 6 218 | 6 767 | 6 767 |
The amounts shown in the above table are the nominal values of contracts, translated where necessary using 2020 year-end exchange rates (regardless of whether they are classified as hedges).
