Financial and
ESG report 2020

23c. Cash flow hedge – Hedged Instruments

Type of contract Balance sheet item Changes in fair value used in the calculation of the ineffectiveness
in the period
Balance in cash flow hedge reserve for continuing hedges Balance in cash flow hedge reserve for discontinued hedges
  • CIRS
Loans and advances to customers (677) (21 224) (1 795)
  • IRS
Loans and advances to customers 166 0 0
  • FX swap
Loans and advances to customers (3 441) 3 643 0
  • FX spot
Future interest income and costs 20 026 (17 388) 0
  • IRS
Issued debt securities 13 606 (12 548) 0
  • IRS
Debt securities (4 893) 4 893
Total 24 787 (42 624) (1 795)

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