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Note 15 - Hedging derivatives and fair value changes of the hedged items in portfolio hedge of interest rate risk (Tables) | 12 Months Ended
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Dec. 31, 2017
Hedging derivatives and fair value changes of the hedged items in portfolio hedge of interest rate risk |
Table of Derivatives - Hedge accounting and fair value changes of the hedged items in portfolio hedge of interest rate risk |
Derivatives – Hedge accounting and fair value changes of the hedged items in portfolio hedge of interest rate risk (Millions of euros)
| 2017 | 2016 | 2015
ASSETS- |  |  |
Hedging Derivatives | 2,485 | 2,833 | 3,538
Fair value changes of the hedged items in portfolio hedges of interest rate risk | (25) | 17 | 45
LIABILITIES- |  |  |
Hedging Derivatives | 2,880 | 2,347 | 2,726
Fair value changes of the hedged items in portfolio hedges of interest rate risk | (7) | - | 358
Hedging Derivatives Breakdown by type of risk and type of hedge |
Hedging Derivatives Breakdown by type of risk and type of hedge (Millions of euros)
| 2017 | 2016 | 2015
| Assets | Liabilities | Assets | Liabilities | Assets | Liabilities
Interest rate | 1,141 | 850 | 1,154 | 974 | 1,660 | 875
OTC options | 100 | 111 | 125 | 118 | 187 | 128
OTC other | 1,041 | 739 | 1,029 | 856 | 1,473 | 747
Equity | - | - | - | 50 | 12 | 74
OTC options | - | - | - | 50 | - | 72
OTC other | - | - | - | - | 12 | 2
Foreign exchange and gold | 625 | 511 | 817 | 553 | 675 | 389
OTC other | 625 | 511 | 817 | 553 | 675 | 388
FAIR VALUE HEDGES | 1,766 | 1,362 | 1,970 | 1,577 | 2,347 | 1,337
Interest rate | 244 | 533 | 194 | 358 | 204 | 319
OTC other | 242 | 533 | 186 | 358 | 204 | 318
Organized market other | 2 | - | 8 | - | - | 1
Foreign exchange and gold | 119 | 714 | 248 | 118 | 242 | 34
OTC options | - | - | 89 | 70 | 42 | 12
OTC other | 119 | 714 | 160 | 48 | 200 | 22
CASH FLOW HEDGES | 363 | 1,247 | 442 | 476 | 446 | 353
HEDGE OF NET INVESTMENTS IN A FOREIGN OPERATION | 301 | 15 | 362 | 79 | 47 | 304
PORTFOLIO FAIR VALUE HEDGES OF INTEREST RATE RISK | 46 | 256 | 55 | 214 | 697 | 732
PORTFOLIO CASH FLOW HEDGES OF INTEREST RATE RISK | 9 | - | 4 | - | - | -
DERIVATIVES-HEDGE ACCOUNTING | 2,485 | 2,880 | 2,833 | 2,347 | 3,538 | 2,726
of which: OTC - credit institutions | 1,829 | 2,527 | 2,381 | 2,103 | 3,413 | 2,366
of which: OTC - other financial corporations | 651 | 234 | 435 | 165 | 95 | 256
of which: OTC - other | 2 | 120 | 9 | 79 | 29 | 103
Cash Flow Hedging Instruments |
Cash Flows of Hedging Instruments (Millions of euros)
| 3 Months or Less | From 3 Months to 1 Year | From 1 to 5 Years | More than 5 Years | Total
Receivable cash inflows | 144 | 407 | 2,237 | 2,287 | 5,076
Payable cash outflows | 144 | 491 | 2,703 | 2,348 | 5,686

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