Debt structure in balance sheet | Impact of hedging instruments | Debt structure in balance sheet after hedging | ||||||||
---|---|---|---|---|---|---|---|---|---|---|
(in millions of euros) | Non-Euro | In Euros | % non- Euro | % of debt | Non-Euro | In Euros | Non-Euro | In Euros | % non- Euro | % of debt |
TOTAL I - EUROS | 55,993 | 65 | 22,572 | 78,565 | 100 | 92 | ||||
CHF | 550 | 559 | 2 | 1 | (550) | (559) | - | - | - | - |
GBP | 6,985 | 7,875 | 26 | 9 | (2,600) | (2,931) | 4,385 | 4,944 | 68 | 6 |
HKD | 2,416 | 291 | 1 | - | (2,416) | (291) | - | - | - | - |
JPY | 213,569 | 1,521 | 5 | 2 | (175,000) | (1,244) | 38,569 | 277 | 4 | - |
NOK | 1,000 | 95 | - | - | (1,000) | (95) | - | - | - | - |
USD | 20,815 | 19,515 | 66 | 23 | (18,615) | (17,452) | 2,200 | 2,063 | 28 | 2 |
TOTAL II - NON-EURO CURRENCIES | 29,856 | 100 | 35 | (22,572) | 7,284 | 100 | 8 | |||
TOTAL I+II | 85,849 | 100 | - | 85,849 | 100 |
The nominal value of hedging instruments included in off-balance sheet commitments (see note 33.1) has no effect on loans presented in the balance sheet.
Debt structure in balance sheet | Impact of hedging instruments | Debt structure in balance sheet after hedging | |||||
---|---|---|---|---|---|---|---|
(in millions of euros) | Total | % 31/12/2022 | % 31/12/2021 | Total | Total | % 31/12/2022 | % 31/12/2021 |
Long-term borrowings and EMTN | 49,950 | (21,932) | 28,018 | ||||
Short-term borrowings | 13,338 | 13,338 | |||||
Borrowings at fixed rate | 63,288 | 74 | 99 | (21,932) | 41,356 | 49 | 70 |
Long-term borrowings and EMTN | 15,739 | 21,932 | 37,671 | ||||
Short-term borrowings | 6,822 | 6,822 | |||||
Borrowings at floating rate | 22,561 | 26 | 1 | 21,932 | 44,493 | 51 | 30 |
TOTAL | 85,849 | 100 | 100 | - | 85,849 | 100 | 100 |
Unrealised foreign exchange gains at 31 December 2022 amount to €575 million (€260 million at 31 December 2021), of which €128 million concern a bond in pounds sterling that is entirely hedged by cross-currency swaps and €301 million concern bonds in US dollars that are entirely hedged by cross-currency swaps.