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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, 2019
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)
|  | 2019 | 2018 | 2017
ASSETS |  |  |  |
Derivatives - Hedge accounting |  | 1,729 | 2,892 | 2,485
Fair value changes of the hedged items in portfolio hedges of interest rate risk |  | 28 | (21) | (25)
LIABILITIES |  |  |  |
Hedging derivatives |  | 2,233 | 2,680 | 2,880
Fair value changes of the hedged items in portfolio hedges of interest rate risk |  | - | - | (7)
Hedging Derivatives Breakdown By Type Of The Risk And Type Of Hedge |
Derivatives - Hedge accounting breakdown by type of risk and type of hedge. (Millions of Euros)
| 2019 | 2018 | 2017
| Assets | Liabilities | Assets | Liabilities | Assets | Liabilities
Interest rate | 920 | 488 | 982 | 513 | 1,141 | 850
OTC | 920 | 488 | 982 | 513 | 1,141 | 850
Equity | - | 3 | 6 | - | - | -
OTC | - | 3 | 6 | - | - | -
Foreign exchange and gold | 420 | 316 | 587 | 398 | 625 | 511
OTC | 420 | 316 | 587 | 398 | 625 | 511
FAIR VALUE HEDGES | 1,341 | 808 | 1,575 | 912 | 1,766 | 1,362
Interest rate | 224 | 850 | 221 | 562 | 244 | 533
OTC | 224 | 839 | 219 | 562 | 242 | 533
Organized market | - | 11 | 2 | - | 2 | -
Foreign exchange and gold | 115 | 18 | 955 | 873 | 119 | 714
OTC | 115 | 18 | 955 | 873 | 119 | 714
CASH FLOW HEDGES | 339 | 868 | 1,176 | 1,435 | 363 | 1,247
HEDGE OF NET INVESTMENTS IN A FOREIGN OPERATION | 12 | 242 | 92 | 231 | 301 | 15
PORTFOLIO FAIR VALUE HEDGES OF INTEREST RATE RISK | 37 | 216 | 33 | 90 | 46 | 256
PORTFOLIO CASH FLOW HEDGES OF INTEREST RATE RISK | 1 | 99 | 15 | 12 | 9 | -
DERIVATIVES-HEDGE ACCOUNTING | 1,729 | 2,233 | 2,892 | 2,680 | 2,485 | 2,880
of which: OTC - credit institutions | 1,423 | 1,787 | 2,534 | 2,462 | 1,829 | 2,527
of which: OTC - other financial corporations | 306 | 426 | 355 | 216 | 651 | 234
of which: OTC - other | - | 8 | 2 | 2 | 2 | 120
Disclosure Of Information About Terms And Conditions Of Hedging Instruments And How They Affect Future Cash Flows Explanatory |
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 | 447 | 488 | 2,076 | 2,061 | 5,071
Payable cash outflows | 395 | 411 | 2,223 | 2,003 | 5,032

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