CFM Indosuez Wealth Management // Annual report 2021

150 Financial liabilities measured at fair value (in thousands of euros) 31/12/2021 Prices quoted on active markets for identical instruments Level 1 Valuation based on observable data Level 2 Valuation based on unobservable data Level 3 Financial liabilities held for trading 2,596 2,596 Securities sold short Securities sold under delivery repurchase agreements Debt securities Due to credit institutions Due to customers Derivatives 2,596 2,596 Financial liabilities designated at fair value through profit or loss Hedging derivative instruments 10,302 10,302 Total financial liabilities measured at fair value 12,898 12,898 Transfers from Level 1: Prices quoted on active markets for identical instruments Transfers from Level 2: Valuation based on observable data Transfers from Level 3: Valuation based on unobservable data Total transfers to each level (in thousands of euros) 31/12/2020 Prices quoted on active markets for identical instruments Level 1 Valuation based on observable data Level 2 Valuation based on unobservable data Level 3 Financial liabilities held for trading 11,558 11,558 Securities sold short Securities sold under delivery repurchase agreements Debt securities Due to credit institutions Due to customers Derivatives 11,558 11,558 Financial liabilities designated at fair value through profit or loss Hedging derivative instruments 6,570 6,570 Total financial liabilities measured at fair value 18,128 18,128 Transfers from Level 1: Prices quoted on active markets for identical instruments Transfers from Level 2: Valuation based on observable data Transfers from Level 3: Valuation based on unobservable data Total transfers to each level

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