FAIR VALUE HEDGES HEDGING DERIVATIVE INSTRUMENTS (in thousands of euros) 31/12/2024 31/12/2023 Book value Changes in fair value over the period (including hedge terminations during the period) Notional amount Book value Changes in fair value over the period (including hedge terminations during the period) Notional amount Assets Liabilities Assets Liabilities Fair value hedges Organised and over-the-counter markets 32,597 3,545 -10,597 733,315 42,441 2,886 -22,676 716,746 Interest rate 32,597 3,545 -10,597 733,315 42,441 2,886 -22,676 716,746 Currencies Other Total fair value micro-hedges 32,597 3,545 -10,597 733,315 42,441 2,886 -22,676 716,746 Fair value hedging of the interest rate risk exposure of a portfolio of financial instruments 13,022 36,494 18,873 973,399 10,830 57,754 45,633 1,227,000 Total Fair value hedges 45,619 40,039 8,276 1,706,714 53,271 60,640 22,957 1,943,746 Changes in the fair value of hedging derivatives are recognised in “Net gains or losses on financial instruments at fair value through profit or loss” in the income statement. HEDGED ITEMS MICRO-HEDGES (in thousands of euros) 31/12/2024 31/12/2023 Existing hedges Hedges that have ceased Fair value revaluations over the period related to hedging (including hedge terminations 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) Interest rate Currencies Other Debt instruments recognised at amortised cost 695,210 -27,270 10,480 681,806 -37,753 22,673 Interest rate 695,210 -27,270 10,480 681,806 -37,753 22,673 Currencies Other Total fair value hedges on assets 695,210 -27,270 10,480 681,806 -37,753 22,673 Debt instruments recognised at amortised cost 14,228 Interest rate 14,228 Currencies Other Total fair value hedge on liabilities 14,228 CFM Indosuez Wealth Management 108
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