43. Management of financial risks

 

31/12/2012 Fair values

30/9/2012 Fair values

30/9/2013 Fair values

 

 

 

 

 

 

 

 

 

 

 

Maturities

Maturities

Maturities

 

 

 

 

 

 

 

 

 

 

€ million

up to
1 year

1 to
5 years

over
5 years

up to
1 year

1 to
5 years

over
5 years

up to
1 year

1 to
5 years

over
5 years

Interest rate transactions

 

 

 

 

 

 

 

 

 

Interest rate swaps

0

–8

0

0

–8

0

–5

0

0

thereof within fair value hedges

(0)

(0)

(0)

(0)

(0)

(0)

(0)

(0)

(0)

thereof within cash flow hedges

(0)

(–8)

(0)

(0)

(–8)

(0)

(–5)

(0)

(0)

thereof not part of hedges

(0)

(0)

(0)

(0)

(0)

(0)

(0)

(0)

(0)

Currency transactions

 

 

 

 

 

 

 

 

 

Currency futures/options

–16

0

0

–13

0

0

4

0

0

thereof within fair value hedges

(0)

(0)

(0)

(0)

(0)

(0)

(0)

(0)

(0)

thereof within cash flow hedges

(–10)

(0)

(0)

(–4)

(0)

(0)

(–7)

(0)

(0)

thereof not part of hedges

(–5)

(0)

(0)

(–9)

(0)

(0)

(11)

(0)

(0)

Interest rate/currency swaps

0

–8

0

0

–10

0

0

–8

0

thereof within fair value hedges

(0)

(0)

(0)

(0)

(0)

(0)

(0)

(0)

(0)

thereof within cash flow hedges

(0)

(–8)

(0)

(0)

(–10)

(0)

(0)

(–8)

(0)

thereof not part of hedges

(0)

(0)

(0)

(0)

(0)

(0)

(0)

(0)

(0)

 

–16

–8

0

–13

–10

0

4

–8

0

Commodity transactions

 

 

 

 

 

 

 

 

 

Forex futures

–2

1

0

–2

2

0

0

0

0

thereof within fair value hedges

(0)

(0)

(0)

(0)

(0)

(0)

(0)

(0)

(0)

thereof within cash flow hedges

(0)

(0)

(0)

(0)

(0)

(0)

(0)

(0)

(0)

thereof not part of hedges

(–2)

(1)

(0)

(–2)

(2)

(0)

(0)

(0)

(0)

 

–18

–15

0

–15

–16

0

–1

–8

0