Financial and
ESG report 2020

23b. Hedge accounting for cash flow volatility

Hedge relationship Maximum date of occurrence of cash flows whose value is hedged
Hedge of volatility of the cash flows generated by PLN denominated financial assets 05/11/2025
Cash flow volatility hedge for the flows generated by FX mortgage portfolio and its underlying PLN liabilities 07/01/2025
Hedge of the volatility of cash flows generated by the portfolio of issued PLN liabilities 03/03/2022
Cash flow volatility hedge due to future income and interest costs denominated in foreign currencies 30/04/2030
Hedge of the volatility of cash flows generated by the portfolio of floating-rate foreign currency mortgage loans 30/03/2021

The inefficient part of the valuation of hedging instruments recognized in the Profit and Loss Account in 2020 amounted to PLN -9,253 thousand. (in 2019, it was PLN -19,878 thousand, respectively)

The inefficient part of the valuation of hedging instruments recognized in the Profit and loss account and losses was presented in note (8).

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