ourexpertise - Crédit Agricole CIB

4CONSOLIDATED FINANCIAL STATEMENTS• Derivative fi nancial instruments held for trading – Fair value of assets€ millionUnder1 year31.12.2010 31.12.2009Exchange-traded Over-the-counter Total Total1-5yearsOver5 yearsUnder1 year1-5yearsOver5 yearsmarketvaluemarketvalueInterest rate instruments 1 16,901 64,524 112,377 193,803 198,478Futures 1 1Forward rate agreements 245 77 322 475Interest rate swaps 14,854 51,788 89,507 156,149 154,881Interest rate swaps 24 3,653 20,091 23,768 26,712Caps-fl oors-collars 1,778 9,006 2,779 13,563 16,391Other options 19Currency and gold 5,166 2,573 2,287 10,026 10,731Currency futures 2,845 55 217 3,117 2,968Currency options 2,321 2,518 2,070 6,909 7,763Other 2,300 2,824 341 5,853 17,039 6,600 34,957 48,754Equity and index derivatives 2,248 2,824 341 2,422 5,838 773 14,446 18,484Precious metal derivativesCommodity derivatives 52 2,868 1,195 71 4,186 4,327Credit derivatives and other 563 10,006 5,756 16,325 25,943Sub-total 2,301 2,824 341 27,920 84,136 121,264 238,786 257,963Forward currency transactions 10,223 1,925 266 12,414 8,942Net book value 2,301 2,824 341 38,143 86,061 121,530 251,200 266,905• Derivative fi nancial instruments held for trading – Fair value of liabilities€ millionUnder1 year31.12.2010 31.12.2009Exchange-traded Over-the-counter Total Total1-5yearsOver5 yearsUnder1 year1-5yearsOver5 yearsmarketvaluemarketvalueInterest rate instruments 4 1 18,945 59,519 116,261 194,730 204,986Futures 4 1 5Forward rate agreements 234 62 296 515Interest rate swaps 16,615 45,283 89,740 151,638 157,136Interest rate swaps 32 3,904 21,430 25,366 28,234Caps-fl oors-collars 2,057 10,269 5,090 17,416 19,086Other options 7 1 1 9 15Currency and gold 5,483 2,874 2,118 10,475 11,028Currency futures 2,779 114 137 3,030 3,172Currency options 2,704 2,760 1,981 7,445 7,856Other 1,665 3,615 304 7,057 14,900 5,207 32,748 41,718Equity and index derivatives 1,623 3,615 304 2,462 4,080 626 12,710 16,309Precious metal derivativesCommodity derivatives 42 3,055 1,164 55 4,316 3,646Credit derivatives and other 1,540 9,656 4,526 15,722 21,763Sub-total 1,669 3,616 304 31,485 77,293 123,586 237,953 257,732Forward currency transactions 7,660 1,694 243 9,597 8,352Net book value 1,669 3,616 304 39,145 78,987 123,829 247,550 266,084172SHELF-REGISTRATION DOCUMENT CRÉDIT AGRICOLE CIB 2010