CFM Indosuez Wealth Management Annual Report 2022 100 DERIVATIVES HELD FOR TRADING – FAIR VALUE OF LIABILITIES 31/12/2022 Transactions on organised and over-the-counter markets Total market value (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 years Interest rate instruments 68 68 Currency and gold instruments 1,184 1,184 Other instruments 12 12 Sub-total 1,264 0 0 1,264 Forward foreign exchange transactions 4,238 2,322 6,560 Total fair value of trading derivatives - liabilities 5,502 2,322 0 7,824 31/12/2021 Transactions on organised and over-the-counter markets Total market value (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 years Interest rate instruments 0 Currency and gold instruments 1,355 1,241 2,596 Other instruments 0 Sub-total 1,355 1,241 0 2,596 Forward foreign exchange transactions 0 Total fair value of trading derivatives - liabilities 1,355 1,241 0 2,596 DERIVATIVE INSTRUMENTS: TOTAL COMMITMENTS 31/12/2022 31/12/2021 (in thousands of euros) Total notional outstanding amount Total notional outstanding amount Interest rate instruments 4,092,435 1,839,084 Currency and gold instruments 667,022 3,403,397 Other instruments 137,121 59,282 Sub-total 4,896,578 5,301,763 Forward foreign exchange transactions 2,774,057 Total notional amounts 7,670,635 5,301,763 EXCHANGE RATE RISK (See page 81)
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