CFM INDOSUEZ Wealth Management - 2020 Annual Report

108 HEDGED ITEMS Micro-hedges at 31/12/2020 (in thousands of euros) Existing hedges Terminated hedges 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 Debt instruments recognised at fair value through other comprehensive income recyclable to income Interest rates Currencies Other Debt instruments recognised at amortised cost 585,084 5,045 2,162 Interest rates 585,084 5,045 2,162 Currencies Other Total fair value hedges on assets 585,084 5,045 2,162 Debt instruments recognised at amortised cost Interest rates Currencies Other Total fair value hedges on liabilities Micro-hedges at 31/12/2019 (in thousands of euros) Existing hedges Terminated hedges 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 Debt instruments recognised at fair value through other comprehensive income recyclable to income Interest rates Currencies Other Debt instruments recognised at amortised cost 396,285 2,840 -215 Interest rates 396,285 2,840 -262 Currencies 47 Other Total fair value hedges on assets 396,285 2,840 -215 Debt instruments recognised at amortised cost Interest rates Currencies Other Total fair value hedges on liabilities The fair value of the hedged portions of the fair value micro-hedged financial instruments is recognised in the related balance sheet item. Changes in the fair value of hedged portions of fair value micro-hedged financial instruments are recognised in “Net gains or losses on financial instruments at fair value through profit or loss” in the income statement.