CFM Indosuez Wealth Management Annual Report 2022 104 HEDGED ITEMS The fair value of the hedged portions of micro-hedged financial instruments at fair value is recognised in the balance sheet item of the hedged item to which it relates. Changes in the fair value of the hedged portions of micro-hedged financial instruments at fair value are recognised in the income statement under "Net gains or losses on financial instruments at fair value through profit or loss". ` (in thousands of euros) 31/12/2022 31/12/2021 Existing hedges Hedges that have ceased Fair value revaluations over the period related to hedging (including discontinued hedges during the period) Existing hedges Hedges that have ceased Fair value revaluations over the period related to hedging (including hedge terminations during the period) Book value o/w cumulative fair value revaluations related to hedging Cumulative fair value revaluations related to hedging to be carried forward Book value o/w cumulative fair value revaluations related to hedging Cumulative fair value revaluations related to hedging to be carried forward Debt instruments recognised at fair value through other comprehensive income (items that may be reclassified) 0 0 0 0 0 0 Interest rate Currencies Other Debt instruments recognised at amortised cost 1,826,499 -60426 0 -55509 566,457 -4859 0 -9906 Interest rate 1,826,499 -60426 -55509 566,457 -4859 -9906 Currencies Other Total fair value hedges on assets 1,826,499 -60426 0 -55509 566,457 -4859 0 -9906 Debt instruments recognised at amortised cost 0 0 0 0 0 0 0 0 Interest rate Currencies Other Total fair value hedge on liabilities 0 0 0 0 0 0 0 0 ` (in thousands of euros) 31/12/2022 31/12/2021 Book value Cumulative fair value revaluations related to hedging to be carried forward on terminated hedges 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 (items that may be reclassified) Debt instruments recognised at amortised cost 5,929 Total - Assets 0 0 0 0 Debt instruments recognised at amortised cost 1,624,829 -85088 1,154,809 10,226 Total - Liabilities 1,624,829 -85088 1,154,809 16,155 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.
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