2019 Universal registration document and annual financial report - BNP PARIBAS196
4 Consolidated finanCial statements for the year ended 31 deCemBer 2019
4
Notes to the financial statements
The table below presents the nominal amounts of hedging derivatives by maturity:
In millions of euros, as at 31 December 2018
Maturity date
Less than 1 year Between 1
and 5 years Over 5 years Total
Fair value hedges 121,642 327,622 190,443 639,707
Interest rate derivatives 118,626 323,278 189,089 630,993
Foreign exchange derivatives 3,016 4,344 1,354 8,714
Cash flow hedges 121,760 44,703 17,824 184,287
Interest rate derivatives 8,456 37,884 12,326 58,666
Foreign exchange derivatives 113,165 6,643 5,498 125,306
Other derivatives 139 176 315
Net foreign investment hedges 1,369 2,437 - 3,806
Foreign exchange derivatives 1,369 2,437 - 3,806
5.c FINANCIAL ASSETS AT FAIR VALUE THROUGH EQUITY
In millions of euros
31 December 2019 31 December 2018
Fair value
of which changes in value taken
directly to equity Fair value
of which changes in value taken
directly to equity
Debt securities 50,403 161 53,838 77
Governments 29,820 176 32,818 243
Other public administrations 13,782 68 14,340 (74)
Credit institutions 4,323 (80) 4,149 (83)
Others 2,478 (3) 2,531 (9)
Equity securities 2,266 565 2,151 451
TOTAL FINANCIAL ASSETS AT FAIR VALUE THROUGH EQUITY 52,669 726 55,989 528
In millions of euros, as at 31 December 2019
Maturity date
Less than 1 year Between 1
and 5 years Over 5 years Total
Fair value hedges 160,731 330,600 250,316 741,647
Interest rate derivatives 157,154 326,038 249,491 732,683
Foreign exchange derivatives 3,577 4,562 825 8,964
Cash flow hedges 116,676 38,757 23,804 179,237
Interest rate derivatives 18,330 30,475 18,338 67,143
Foreign exchange derivatives 98,205 8,102 5,466 111,773
Other derivatives 141 180 321
Net foreign investment hedges 4,156 617 90 4,863
Foreign exchange derivatives 4,156 617 90 4,863
The table below presents the nominal amounts of hedging derivatives by maturity at the previous period:
