HEDGED ITEMS The fair value of the hedged portions of micro-hedged financial instruments at fair value is recognised in the related balance sheet item. Changes in the fair value of the hedged portions of micro-hedged financial instruments at fair value are recognised in the income statement under "Net gains or losses on financial instruments at fair value through profit or loss". ` (in thousands of euros) 31/12/2023 31/12/2022 Existing hedges Hedges that have ceased Fair value revaluations over the period related to hedging (including hedge terminations during the period) Existing hedges Hedges that have ceased Fair value revaluations over the period related to hedging (including hedge terminations during the period) Book value o/w cumulative fair value revaluations related to hedging Cumulative fair value revaluations related to hedging to be carried forward Book value o/w cumulative fair value revaluations related to hedging Cumulative fair value revaluations related to hedging to be carried forward Debt instruments recognised at fair value through other comprehensive income (items that may be reclassified) 0 0 0 0 0 0 Interest rate Currencies Other Debt instruments recognised at amortised cost 681,806 -37,753 0 22,673 1,826,499 -60,426 0 -55,509 Interest rate 681,806 -37,753 22,673 1,826,499 -60,426 -55,509 Foreign exchange Other Total fair value hedges on assets 681,806 -37,753 0 22,673 1,826,499 -60,426 0 -55,509 Debt instruments recognised at amortised cost 0 0 0 0 0 0 0 0 Interest rate Currencies Other Total fair value hedge on liabilities 0 0 0 0 0 0 0 0 ` (in thousands of euros) 31/12/2023 31/12/2022 Book value Cumulative fair value revaluations related to hedging to be carried forward on terminated hedges Book value Cumulative fair value revaluations related to hedging to be carried forward on terminated hedges Debt instruments recognised at fair value through other comprehensive income (items that may be reclassified) Debt instruments recognised at amortised cost Total - Assets 0 0 0 0 Debt instruments recognised at amortised cost 1,187,544 1,624,829 -85,088 Total - Liabilities 1,187,544 0 1,624,829 -85,088 The fair value of the hedged portions of macro-hedged financial instruments at fair value is recognised under “Revaluation adjustment on interest rate hedged portfolios” on the balance sheet. Changes in the fair value of the hedged portions of macro-hedged financial instruments at fair value are recognised under “Net gains (losses) on financial instruments at fair value through profit or loss” in the Income Statement. CFM Indosuez Wealth Management 108
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