XLS

Derivatives as at 31 December 2022 Base amount by maturities Assets Liabilities
Up to 3 months Over 3 months up to 1 year Over 1 year to 5 years Over 5 years Total
Related to interest rates 24,779 83,615 233,388 57,368 399,150 14,426 19,625
Fair value hedging instruments – swap transactions 94 – 1,367 152 1,613 125 5
Cash flow hedging instruments – swap transactions 1,260 9,571 34,594 8,552 53,977 285 5,168
Instruments carried as held for trading, including: 23,425 74,044 197,427 48,664 343,560 14,016 14,452
– forward contracts 11,714 22,413 400 – 34,527 45 36
– SWAP transactions 11,638 47,338 194,509 45,747 299,232 13,870 14,303
– call options (purchase) 42 2,153 2,379 511 5,085 83 97
– put options (sale) – 1,955 – 2,396 4,351 15 13
– cap floor options 31 185 139 10 365 3 3
Related to exchange rates 45,517 19,661 2,807 – 67,985 1,300 896
Cash flow hedging instruments – swap transactions 1,641 704 – – 2,345 48 1
Instruments carried as held for trading, including: 43,876 18,957 2,807 – 65,640 1,252 895
– forward contracts 15,808 6,670 1,903 – 24,381 544 322
– SWAP transactions 25,720 10,834 695 – 37,249 652 529
– call options (purchase) 1,186 740 105 – 2,031 28 5
– put options (sale) 1,162 713 104 – 1,979 28 39
Related to prices of securities 109 724 1,573 – 2,406 26 3
– call options (purchase) 77 724 1,573 – 2,374 26 2
– forward contracts 32 – – – 32 – 1
Related to commodity prices 2,568 2,278 381 – 5,227 445 432
– forward contracts 233 1 – – 234 5 3
– SWAP transactions 2,335 2,277 381 – 4,993 440 429
Total 72,973 106,278 238,149 57,368 474,768 16,197 20,956
XLS

Derivatives as at 31 December 2021 Base amount by maturities Assets Liabilities
Up to 3 months Over 3 months up to 1 year Over 1 year to 5 years Over 5 years Total
Related to interest rates 24,408 48,118 211,279 60,467 344,272 6,706 10,372
Fair value hedging instruments – swap transactions 102 – 2,004 287 2,393 24 91
Cash flow hedging instruments – swap transactions 885 6,032 39,031 7,380 53,328 30 3,513
Instruments carried as held for trading, including: 23,421 42,086 170,244 52,800 288,551 6,652 6,768
– forward contracts 4,397 2,035 – – 6,432 7 13
– SWAP transactions 18,576 38,383 167,628 50,103 274,690 6,621 6,729
– call options (purchase) 268 999 1,638 413 3,318 16 20
– put options (sale) – 325 896 2,284 3,505 6 4
– cap floor options 180 344 82 – 606 2 2
Related to exchange rates 46,466 17,073 9,470 – 73,009 797 727
Cash flow hedging instruments – swap transactions 6,804 2,999 – – 9,803 63 31
Instruments carried as held for trading, including: 39,662 14,074 9,470 – 63,206 734 696
– forward contracts 11,844 7,588 6,343 – 25,775 361 393
– SWAP transactions 24,376 3,961 1,228 – 29,565 287 254
– call options (purchase) 1,797 1,296 953 – 4,046 83 24
– put options (sale) 1,645 1,229 946 – 3,820 3 25
Related to prices of securities 386 456 1,629 – 2,471 69 41
– call options (purchase) 366 456 1,629 – 2,451 69 41
– forward contracts 20 – – – 20 – –
Related to commodity prices 1,975 347 871 – 3,193 756 740
– forward contracts 182 179 – – 361 12 7
– SWAP transactions 1,583 168 871 – 2,622 729 717
– call options (purchase) 137 – – – 137 15 14
– put options (sale) 73 – – – 73 – 2
Total 73,235 65,994 223,249 60,467 422,945 8,328 11,880
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36.2.2.7. Movement in the revaluation reserve and non-controlling interests resulting from the measurement of the hedging derivatives in hedge accounting
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