FAIR VALUE HEDGES HEDGING DERIVATIVES (in thousands of euro) 31/12/2025 31/12/2024 Book value Changes in fair value over the period (including hedge terminations during the period) Notional amount Book value Changes in fair value over the period (including hedge terminations during the period) Notional amount Assets Liabilities Assets Liabilities Fair value hedges Organised and over-the-counter markets 29,043 5,947 -4,912 977,894 32,597 3,545 -10,597 733,315 Interest rate 29,043 5,947 -4,912 977,894 32,597 3,545 -10,597 733,315 Foreign exchange Other Total fair value micro-hedges 29,043 5,947 -4,912 977,894 32,597 3,545 -10,597 733,315 Fair value hedging of the interest rate risk exposure of a portfolio of financial instruments 12,266 25,028 5,258 984,255 13,022 36,494 18,873 973,399 Total Fair value hedges 41,309 30,975 346 1,962,149 45,619 40,039 8,276 1,706,714 Changes in the fair value of hedging derivatives are recognised in “Net gains or losses on financial instruments at fair value through profit or loss” in the income statement. HEDGED ITEMS MICRO-HEDGES (in thousands of euro) 31/12/2025 31/12/2024 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) Interest rate Foreign exchange Other Debt instruments recognised at amortised cost 777,514 -22,382 4,889 695,210 -27,270 10,480 Interest rate 777,514 -22,382 4,889 695,210 -27,270 10,480 Foreign exchange Other Total fair value hedges on assets 777,514 -22,382 4,889 695,210 -27,270 10,480 Debt instruments recognised at amortised cost 176,080 14,228 Interest rate 176,080 14,228 Foreign exchange Other Total fair value hedge on liabilities 176,080 14,228 CFM Indosuez Wealth Management 120
RkJQdWJsaXNoZXIy NzMxNTcx