119 Macro-hedges at 31/12/2021 (in thousands of euros) 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 recyclable to income Debt instruments recognised at amortised cost 5,929 Total - Assets - 5,929 Debt instruments recognised at amortised cost 1,154,809 10,226 Total - Liabilities 1,154,809 10,226 Macro-hedges at 31/12/2020 (in thousands of euros) 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 recyclable to income Debt instruments recognised at amortised cost 284 Total - Assets 284 Instruments de dettes comptabilisés au coût amorti 1,119,821 24,174 Total - Liabilities 1,119,821 24,174 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. GAINS AND LOSSES FROM HEDGE ACCOUNTING AT 31/12/2021 Net income (gains and losses from hedge accounting) (in thousands of euros) Change in fair value of hedging instruments (including hedge terminations) Change in fair value of hedged items (including hedge terminations) Ineffective portion of hedging Interest rate -9,686 9,687 1 Currencies 0 Other 0 Total -9,686 9,687 1 GAINS AND LOSSES FROM HEDGE ACCOUNTING AT 31/12/2020 Net income (gains and losses from hedge accounting) (in thousands of euros) Change in fair value of hedging instruments (including hedge terminations) Change in fair value of hedged items (including hedge terminations) Ineffective portion of hedging Interest rate 3,065 -2,984 81 Currencies Other Total 3,065 -2,984 81
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