EDF uses financial instruments to limit the impact of foreign exchange rate risks and interest rate risks.
| 31/12/2022 | 31/12/2021 | |||
|---|---|---|---|---|
| (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 | - | - | - | - |
| Long-term interest rate swaps | ||||
| EUR | 16,196 | 16,196 | 9,323 | 9,323 |
| USD | 4,335 | 4,335 | 3,576 | 3,576 |
| GBP | 3,794 | 3,794 | 4,481 | 4,481 |
| Sub-total | 24,325 | 24,325 | 17,380 | 17,380 |
| 2 - Exchange rate transactions | ||||
| Forward transactions and forex options | ||||
| EUR | 47,257 | 42,586 | 41,265 | 33,057 |
| CAD | 168 | 391 | 136 | 374 |
| USD | 28,772 | 27,583 | 23,312 | 25,286 |
| GBP | 11,990 | 16,577 | 9,354 | 14,199 |
| CHF | 255 | 557 | 142 | 404 |
| ILS | 757 | 757 | 440 | 554 |
| PLN | 206 | 250 | 213 | 253 |
| JPY | 388 | 851 | 123 | 741 |
| CNY | 1,095 | 1,095 | 1,075 | 797 |
| MXN | 128 | 128 | 105 | 105 |
| Other currencies | 534 | 644 | 249 | 347 |
| Long-term currency swaps | ||||
| EUR | 3,785 | 36,262 | 3,821 | 35,196 |
| JPY | 1,244 | 57 | 1,051 | 61 |
| USD | 18,143 | 1,891 | 17,118 | 1,812 |
| GBP | 17,298 | 2,208 | 17,505 | 2,334 |
| CHF | 559 | - | 532 | - |
| ILS | 77 | 77 | 90 | 90 |
| PLN | 10 | 24 | 12 | 21 |
| NOK | 95 | - | 100 | - |
| HKD | 291 | - | 274 | - |
| Sub-total | 133,052 | 131,938 | 116,917 | 115,631 |
| 3-Securitisation swaps | - | - | - | - |
| 4-Operations on marketable securities | - | - | - | - |
| Purchases and sales of stock options | ||||
| TOTAL FINANCIAL OFF-BALANCE SHEET COMMITMENTS | 157,377 | 156,263 | 134,297 | 133,011 |
| 5-Commodity swaps | ||||
| Oil products (in thousands of barrels) | 5,392 | 5,392 | 7,168 | 7,168 |
| Coal (in millions of tonnes) | - | 0 | - | - |
| Electricity products (in TWh) | 15 | 11 | - | - |
The amounts shown in the above table are the nominal values of contracts originally in euros or translated into euros using 2022 year-end exchange rates (regardless of whether they are classified as hedges). For commodities, the amounts shown are the nominal hedged volume in the relevant unit of measurement.
