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4CONSOLIDATED FINANCIAL STATEMENTS• Derivative fi nancial instruments – Counterparty riskThe counterparty risk on derivative instruments comprises the market value and the potential credit risk calculated and weighted in accordancewith prudential standards.The impacts of netting contracts and collaterals, which reduce this risk, are also presented for information.€ millionMarketvalue31.12.2010 31.12.2009PotentialcreditriskTotalcounterpartyriskMarketvaluePotentialcreditriskTotalcounterpartyriskRisk on:- Interest rates, exchange ratesand commodities147,247 71,817 219,064 155,855 74,260 230,115- Equity and index derivatives 9,410 6,046 15,456 12,062 7,538 19,600- Credit derivatives 13,859 18,210 32,069 23,492 21,781 45,273Total 170,516 96,073 266,589 191,409 103,579 294,988Impact of netting agreements 141,428 54,591 196,019 159,487 56,634 216,121Impact of netting collaterisations 5,265 5,265 6,216 6,216Total after impact of nettingagreements23,823 41,482 65,305 25,706 46,945 72,651170SHELF-REGISTRATION DOCUMENT CRÉDIT AGRICOLE <strong>CIB</strong> 2010
CONSOLIDATED FINANCIAL STATEMENTS 43.2 Market riskDerivative instruments: analysis by remaining maturityThe market values of derivative fi nancial instruments are split by contractual maturity.• Hedging instruments – Fair value of assets€ millionUnder1 year31.12.2010 31.12.2009Exchange-traded Over-the-counter Total Total1-5yearsOver5 yearsUnder1 year1-5yearsOver5 yearsmarketvaluemarketvalueInterest rate instruments 910 34 40 984 989FuturesForward rate agreementsInterest rate swaps 910 33 36 979 989Interest rate swapsCaps-fl oors-collars 1 4 5Other optionsCurrency and gold 9 1 10 24Currency futures 9 1 10 24Currency optionsOtherEquity and index derivativesPrecious metal derivativesCommodity derivativesCredit derivatives and otherSub-total 919 35 40 994 1,013Forward currency transactions 190 190 358Net book value 1,109 35 40 1,184 1,371• Hedging instruments – Fair value of liabilities€ millionUnder1 year31.12.2010 31.12.2009Exchange-traded Over-the-counter Total Total1-5yearsOver5 yearsUnder1 year1-5yearsOver5 yearsmarketvaluemarketvalueInterest rate instruments 447 204 47 698 645FuturesForward rate agreementsInterest rate swaps 446 204 39 689 643Interest rate swapsCaps-fl oors-collars 4 4Other options 1 4 5 2Currency and gold 24 1 25 3Currency futures 24 1 25 3Currency optionsOther 48 48Equity and index derivatives 48 48Precious metal derivativesCommodity derivativesCredit derivatives and otherSub-total 519 204 48 771 648Forward currency transactions 502 502 150Net book value 1,021 204 48 1,273 798SHELF-REGISTRATION DOCUMENT CRÉDIT AGRICOLE <strong>CIB</strong> 2010 171
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CONTENTSPRESENTATION OF CRÉDIT AGR
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PRESENTATION OF CRÉDIT AGRICOLE CI
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1PRESENTATION OF CRÉDIT AGRICOLE C
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CORPORATEGOVERNANCECHAIRMAN OF THE
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CORPORATE GOVERNANCE 2dance with ar
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CORPORATE GOVERNANCE 2- the acquisi
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CORPORATE GOVERNANCE 2This monitori
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CORPORATE GOVERNANCE 2Additional in
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CORPORATE GOVERNANCE 2Organisation
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CORPORATE GOVERNANCE 2 Summary of A
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CORPORATE GOVERNANCE 2Options to su
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CORPORATE GOVERNANCE 2Pierre CAMBEF
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CORPORATE GOVERNANCE 2Edmond ALPHAN
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CORPORATE GOVERNANCE 2Jean-Frédér
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CORPORATE GOVERNANCE 2Jean LE VOURC
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CORPORATE GOVERNANCE 2Jean PHILIPPE
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CORPORATE GOVERNANCE 2François VEV
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2010MANAGEMENT REPORTCRÉDIT AGRICO
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2010 MANAGEMENT REPORT 3• Corpora
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2010 MANAGEMENT REPORT 3• BUSINES
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2010 MANAGEMENT REPORT 3Discontinui
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2010 MANAGEMENT REPORT 3• RECENT
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2010 MANAGEMENT REPORT 3• Securit
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2010 MANAGEMENT REPORT 3• INFORMA
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2010 MANAGEMENT REPORT 3Operational
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2010 MANAGEMENT REPORT 3• Credit
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2010 MANAGEMENT REPORT 3repurchase
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2010 MANAGEMENT REPORT 3The sensiti
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2010 MANAGEMENT REPORT 3• Collect
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32010 MANAGEMENT REPORTVaR fi gures
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32010 MANAGEMENT REPORTtions regard
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252SHELF-REGISTRATION DOCUMENT CRÉ
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6GENERAL INFORMATION INFORMATION AB
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6GENERAL INFORMATIONTERMS AND CONDI
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6GENERAL INFORMATION• STATUTORY A
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6GENERAL INFORMATIONRegulated infor
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