CFM Indosuez Wealth Management // Annual report 2021

120 CASH FLOW HEDGES AND HEDGES OF NET INVESTMENTS IN FOREIGN OPERATIONS HEDGING DERIVATIVES AT 31/12/2021 Book value Changes in fair value over the period (including hedge terminations during the period) Notional amount (in thousands of euros) Assets Liabilities Cash flow hedges Organised markets Interest rate Forward instruments Options Currencies Forward instruments Options Other Over-the-counter markets 82 547 -76 445,825 Interest rate - - - 413 Forward instruments Options 413 Currencies 82 547 -76 445,412 Forward instruments 82 547 -76 445,412 Options Other Total cash flowmicro-hedges 82 547 -76 445,825 Cash flow hedging of the interest rate risk exposure of a portfolio of financial instruments 2,491 1,507 -3,735 139,380 Cash flow hedging of the currency risk exposure of a portfolio of financial instruments Total cash flowmacro-hedges 2,491 1,507 -3,735 139,380 Total cash flow hedges 2,573 2,054 -3,811 585,205 Hedges of net investments in foreign operations

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