HEDGING DERIVATIVES – FAIR VALUE OF LIABILITIES 31/12/2023 Transactions on organised and over-the-counter markets Total market value (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 years Interest rate instruments 64,362 5,084 520 69,966 Currency instruments 0 Other instruments 0 Sub-total 64,362 5,084 520 69,966 Forward foreign exchange transactions 11,392 11,392 Total fair value of hedging derivatives - liabilities 75,754 5,084 520 81,358 31/12/2022 Transactions on organised over-the-counter markets Total market value (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 years Interest rate instruments 102,814 6,369 1,153 110,336 Currency instruments 0 Other instruments 0 Sub-total 102,814 6,369 1,153 110,336 Forward foreign exchange transactions 5,936 5,936 Total fair value of hedging derivatives - liabilities 108,750 6,369 1,153 116,272 DERIVATIVES HELD FOR TRADING – FAIR VALUE OF ASSETS 31/12/2023 Transactions on organised and over-the-counter markets Total market value (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 years Interest rate instruments 0 Currency and gold instruments 4,769 27 4,796 Other instruments 12 12 Sub-total 4,781 27 0 4,808 Forward foreign exchange transactions 3,606 319 3,925 Total fair value of trading derivatives - assets 8,387 346 0 8,733 31/12/2022 Transactions on organised and over-the-counter markets Total market value (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 years Interest rate instruments 66 66 Currency and gold instruments 1,184 1,184 Other instruments 12 12 Sub-total 1,262 0 0 1,262 Forward foreign exchange transactions 4,368 2,379 6,747 Total fair value of trading derivatives - assets 5,630 2,379 0 8,009 Annual Report 2023 103
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