121 HEDGING DERIVATIVES AT 31/12/2020 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 121 531 141 731,750 Interest rate 563 Forward instruments Options 563 Currencies 121 531 141 731,187 Forward instruments 121 531 141 731,187 Options Other Total cash flowmicro-hedges 121 531 141 731,750 Cash flow hedging of the interest rate risk exposure of a portfolio of financial instruments 5,180 -2 Cash flow hedging of the currency risk exposure of a portfolio of financial instruments Total cash flowmacro-hedges 5,180 -2 Total cash flow hedges 5,301 531 139 731,750 Hedges of net investments in foreign operations Changes in the fair value of hedging derivatives are recognised as gains or losses under “Other comprehensive income” except for the ineffective portion of the hedging relationship which is recognised under “Net gains (losses) on financial instruments at fair value through profit or loss” in the Income Statement. IMPACTS OF HEDGE ACCOUNTING AT 31/12/2021 Gains and losses recognised directly in OCI recyclable to income Gains and losses recognised directly in OCI recyclable to income (in thousands of euros) Amount of the effective portion of the hedging relationship recognised over the period Amount of the effective portion of the hedging relationship recognised over the period Amount of the ineffective portion of the hedging relationship Cash flow hedges Interest rate -3735 Currencies -76 Other Total cash flow hedges -3811 Hedges of net investments in foreign operations Total cash flow hedges and hedges of net investments in foreign operations -3811
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