2007 - April
2007 - April
2007 - April
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2.0<br />
Notes to the consolidated financial statements at December 31 st <strong>2007</strong><br />
Interest rate risk<br />
The following table presents all of the Group’s financial assets exposed to fixed-income market risks by maturity:<br />
TYPE OF FINANCIAL ASSETS (1)<br />
(in thousand euros)<br />
Interest<br />
rate (2)<br />
Under<br />
1 year<br />
Breakdown by maturity at Dec 31 st , <strong>2007</strong><br />
Under<br />
2 years<br />
Under<br />
3 years<br />
Under<br />
4 years<br />
Under<br />
5 years<br />
Over<br />
5 years<br />
Book value<br />
Dec 31 st , <strong>2007</strong><br />
Book value<br />
Dec 31 st , 2006<br />
Bonds held through to maturity<br />
Bonds held for sale (3) 28,268 19,881 12,073 24,567 10,175 44 824 139,788 131,335<br />
Bonds recorded on a fair value basis for earnings (4) 929 929<br />
Bonds held for transaction purposes<br />
Unlisted bonds (amortized cost)<br />
BONDS EXPOSED TO FAIR VALUE RISK 28,268 19,881 12,073 24,567 10,175 45,753 140,717 131,335<br />
Bonds UCITS held through to maturity<br />
Bonds UCITS held for sale (3) 14,085<br />
Bonds UCITS recorded on a fair value basis for earnings<br />
Bonds UCITS held for transaction purposes<br />
Unlisted bonds UCITS (amortized cost)<br />
BOND UCITS EXPOSED TO FAIR VALUE RISK 14,085<br />
Derivative assets subject to hedge accounting<br />
Derivatives incorporated for insurance policies and investment<br />
Other derivative assets<br />
DERIVATIVE ASSETS EXPOSED TO FAIR VALUE RISK<br />
Other financial assets exposed to fair value risk<br />
FINANCIAL INSTRUMENTS EXPOSED TO FAIR VALUE RISK (5) 3.87% 28,268 19,881 12,073 24,567 10,175 45,753 140,717 145,421<br />
Bonds held through to maturity<br />
Bonds held for sale (3) 2,628 1,000 5,447 2,974 25,222 37,271 28,318<br />
Bonds recorded on a fair value basis for earnings (4) 378 378<br />
Bonds held for transaction purposes<br />
Unlisted bonds (amortized cost)<br />
BOND UCITS EXPOSED TO CASH-FLOW RISK 2,628 1,378 5,447 2,974 25,222 37,649 28,318<br />
Bonds UCITS held through to maturity<br />
Bonds UCITS held for sale (3)<br />
Bonds UCITS recorded on a fair value basis for earnings<br />
Bonds UCITS held for transaction purposes<br />
Unlisted bonds UCITS (amortized cost)<br />
141<br />
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