3.2 SOVEREIGN RISK EXPOSURE N/A 3.3 MARKET RISK DERIVATIVE INSTRUMENTS: ANALYSIS BY REMAINING TERM TO MATURITY The breakdown of market values of derivative instruments is shown by remaining contractual maturity. HEDGING DERIVATIVES – FAIR VALUE OF ASSETS 31/12/2024 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 14,455 12,886 21,110 48,451 Currency instruments Other instruments Sub-total 14,455 12,886 21,110 48,451 Forward foreign exchange transactions 1,195 1,195 Total fair value of hedging derivatives - assets 15,650 12,886 21,110 49,646 31/12/2023 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 12,569 14,627 27,491 54,687 Currency instruments Other instruments Sub-total 12,569 14,627 27,491 54,687 Forward foreign exchange transactions 996 996 Total fair value of hedging derivatives - assets 13,565 14,627 27,491 55,683 HEDGING DERIVATIVES – FAIR VALUE OF LIABILITIES 31/12/2024 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 41,108 4,786 699 46,593 Currency instruments Other instruments Sub-total 41,108 4,786 699 46,593 Forward foreign exchange transactions 4,772 4,772 Total fair value of hedging derivatives - liabilities 45,880 4,786 699 51,365 31/12/2023 Transactions on organised over-the-counter markets Total market value (in thousands of euros) ≤ 1 year > 1 year to ≤ 5 years > 5 years Interest rate instruments 64,362 5,084 520 69,966 Currency instruments Other instruments Sub-total 64,362 5,084 520 69,966 Forward foreign exchange transactions 11,392 11,392 Total fair value of hedging derivatives - liabilities 75,754 5,084 520 81,358 Annual Report 2024 103
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