HEDGING DERIVATIVES 31/12/2025 31/12/2024 Market value Notional amount Market value Notional amount Positive Negative Positive Negative Fair value hedges 41,309 30,975 1,962,149 45,619 40,039 1,706,714 Cash flow hedging 2,466 12,531 2,786,323 4,027 11,326 1,649,985 Hedges of net investments in foreign operations Total Hedging instruments 43,775 43,506 4,748,472 49,646 51,365 3,356,699 In accordance with our Accounting Principles and Policies, the Group applies IAS 39 as adopted by the European Union (carve-out version) to fair value hedges of a portfolio of interest rate instruments, financial assets or financial liabilities. In particular, the provisions of the standard allow low- or non-interest-bearing sight deposits to be included in this hedging relationship, CFM Indosuez Wealth has not noted any significant de-qualification in the 2025 financial year as a result of this rising interest rate environment, HEDGING DERIVATIVES: ANALYSIS BY RESIDUAL MATURITY (NOTIONAL AMOUNTS) The breakdown of notional amounts for derivative instruments is shown by remaining contractual maturity. 31/12/2025 Transactions on organised and over-the-counter markets (in thousands of euro) ≤1 year > 1 year to ≤ 5 years > 5 years Total notional amount Interest rate instruments 752,062 898,814 465,273 2,116,149 Currency instruments Other instruments Subtotal 752,062 898,814 465,273 2,116,149 Forward foreign exchange transactions 2,632,323 2,632,323 Total notional amount of hedging derivatives 3,384,385 898,814 465,273 4,748,472 31/12/2024 Transactions on organised and over-the-counter markets (in thousands of euro) ≤1 year > 1 year to ≤ 5 years > 5 years Total notional amount Interest rate instruments 410,102 957,327 497,285 1,864,714 Currency instruments Other instruments Subtotal 410,102 957,327 497,285 1,864,714 Forward foreign exchange transactions 1,491,985 1,491,985 Total notional amount of hedging derivatives 1,902,087 957,327 497,285 3,356,699 Note 3.3 “Market risk - Derivative transactions: breakdown by residual maturity” provides a breakdown of the market values of hedging derivatives by residual contractual maturity. Annual Report 2025 119
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