ANNUAL RESULTS 2020 slide image

ANNUAL RESULTS 2020

Strategy and investments ESG Renewables Regulated France Generation and supply Consolidated sales Operational data and markets ESTIMATED AVERAGE FORWARD HEDGED PRICE In €/MWh Average hedged price (1) France - Generation & Supply activities NB: projected prices, different from average realised prices 60 50 430 20 ~40 ~43 ~46 ~45 10 0 2018 2019 2020 2021 Average price captured through hedging activities on forward contracts before the beginning of the delivery year (3) Estimation based on: Forecasted distribution of electricity sales volumes 'Shaped demand' (baseload vs peakload, seasonality) This average price does not take into account purchases and sales on wholesale markets that may take place during the delivery year depending on unexpected generation or consumption events It is not the average realised sale price Notional volume of fixed-cost generation output of 413TWh (2) (1) Rounded to the nearest whole number. Excluding revenue associated with capacity certificates. (2) Only from nuclear and hydro generation means, on the basis of normal hydro conditions EDF ANNUAL RESULTS 2020 (3) Based on a principle of gradual closing of net positions before the end of the delivery year, based on a predefined hedging trajectory (typically 2 years for the wholesale power market in France) that captures an average price, potentially with overweighting of year Y-1 in view of liquidity constraints on the forward markets. Subject to very high uncertainty over EDF's net exposure due to the fact that the ARENH system is optional (the option cost is embedded in the market hedges). 65
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