72. Derivatives About this Report Chairman's Foreword Management Report Appendices Corporate Governance Consolidated Financial Statements Company Financial Statements The notes to the derivatives are included below. Amounts in millions of euros 2018 2017 Assets This item can be broken down as follows: Derivative contracts with third parties 22,393 25,747 Derivative contracts with group companies 2,859 3,200 Total derivatives 25,252 28,947 Liabilities This item can be broken down as follows: Derivative contracts with third parties 23,794 28,025 Derivative contracts with group companies 431 436 Total derivatives 24,225 28,461 The table belowshowsthe notional amountsandthe positiveand negative fair values of Rabobank's derivative contracts with third parties. Amounts in millions of euros Balance on December 31,2018 Derivatives held for trading Interest rate contracts OTC Listed Currency contracts OTC Listed Credit derivatives Other contracts OTC Listed Derivatives designated as hedging instrument Derivatives designated as hedging instrument in fair value hedges Interest rate contracts Currency contracts Notional amounts Fair values Assets Liabilities 2,984,214 15,165 13,319 2,894,546 15,164 13,319 89,668 1 388,586 3,917 5,068 388,586 3,917 5,068 1,071 3,629 251 3,629 251 224 224 114,455 3,052 5,169 105,633 1,621 4,684 8,822 1,431 485 86 Derivatives designated as hedging instrument in cash flow hedges Currency contracts 86 Total derivative contracts with third parties 3,492,041 12 12 22,393 23,794 Amounts in millions of euros Balance on December 31,2017 Derivatives held for trading Interest rate contracts OTC Listed Notional amounts 2,496,409 2,447,319 49,090 Fair values Assets Liabilities 17,882 17,882 16,819 16,819 Currency contracts OTC Listed 338,889 3,550 4,037 338,889 3,550 4,037 Credit derivatives 1,580 Other contracts OTC Listed 2,307 2,307 123 123 221 221 Derivatives designated as hedging instrument Derivatives designated as hedging instrument in fair value hedges Interest rate contracts Currency contracts 111,867 3,893 5,673 58,129 53,738 2,361 1,532 5,668 5 4,777 Derivatives designated as hedging instrument in cash flow hedges Currency contracts 4,777 Total derivative contracts with third parties 2,955,829 299 1,271 299 25,747 1,271 28,025 Annual Report 2018 - Company Financial Statements 226

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Annual Reports Rabobank | 2018 | | pagina 228