ANNUAL RESULTS 2020 slide image

ANNUAL RESULTS 2020

Strategy and investments ESG Renewables Regulated France - Generation and supply Consolidated sales Operational data and markets CO₂ MARKET 2 The price of CO2 allowances (EUA(1)) in the European Union Emissions Trading Scheme (EU ETS) rose sharply in 2018, from €7 to €25/tCO2, in connection with the implementation of the Market Stability Reserve, which planned the gradual absorption of the market surplus In 2019, the price of the CO2 quota fluctuated between €18 and €30/t, following the plans to close German coal-fired power plants and on developments at Brexit, which could have relaxed or tightened the market's supply-demand balance, depending on its outcome In 2020, the price of the quota has confirmed its volatility. It fell to €15/t in March when all markets fell but went above €30/t several times during the year in response to positive ecological political signals. It ended the year on a strong increase, fueled in particular by the European Commission vote on a CO2 emissions reduction target of 55% by 2030 The quota price has confirmed its upwards trend since the start of 2021, resulting from three key factors: the EU's ambitious emissions reduction targets, the growing presence of speculators on the carbon market and increases in the gas and coal prices. The price of electricity – set at the level of the marginal cost of generation – is therefore sensitive to variations in the price of CO₂ that influence the cost of generating electricity from gas and coal Sensitivity of the wholesale price of electricity in France to the price of CO2, currently in the order of €0.50/MWh for €1/tonne of CO2 In €/tCO2 44 42 40 38 36 34 1232222200± 28 26 24 18 16 14 CO2 - for delivery in €/t in December of year N+1 (ICE) Ice Global markets in clear view Nov-19 Dec-19 Jan-20 Feb-20 Mar-20 Apr-20 May-20 Jun-20 Jul-20 Aug-20 Sep-20 Oct-20 Nov-20 Dec-20 Jan-21 Feb-21 Mar-21 Apr-19 Jun-19 Jul-19 Aug-19 Oct-19 May-19 Sep-19 The price of the emission certificate for delivery in December Y+1 averaged €37.9/t in Q1 2021, increasing substantially from Q1 2020 (+65% or +€14.9/t vs. Q1 2020). Use transfers Variable generation cost (€/MWh) Energy efficiency Demand << Reservoir » hydro CCGT Market price Renewables: hydro run-of- river, wind, PV) Nuclear Coal + lignite Peak (thermal, disruptions) Commodity prices: coal, gas, CO₂ Installed capacity (GW) 89 (1) EUA EU allowance EDF SALES FIRST QUARTER 2021 Développement des EnR
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