Airbus - Financial Statements 2022

4. Notes to the IFRS Company Financial Statements Capital Structure and Financial Instruments

Gross amounts recognised set

Related amounts not set off in the Statement of Financial Position

Net amounts presented in the Financial Statements

Gross amounts recognised

off in the Financial Statements

Financial instruments

Cash collateral received

Derivative instruments (In € million)

Net amount

31 December 2022

Financial assets

7,829

0

7,829

(1,410)

0

6,419

Financial liabilities

9,255

0

9,255

(1,410)

0

7,845

31 December 2021

Financial assets

1,060

0

1,060

(835)

0

225

Financial liabilities

4,230

0

4,230

(835)

0

3,395

17.4 Notional Amounts of Derivative Financial Instruments

The notional amount of interest rate contracts are as follows, specified by year of expected maturity:

Remaining period

1 year

2 years 3 years 4 years 5 years 6 years 7 years > 7 years

Total

(In € million)

42

922

703

1,367

1,475

654

517

4,200

31 December 2022

9,880

31 December 2021

0

0

1,000

750

1,850

1,324

750

4,650

10,324

The notional amounts of equity swaps are as follows:

Remaining period

1 year

2 years

3 years

4 years

> 4 years

Total

(In € million)

17

22

14

0

0

31 December 2022

53

31 December 2021

18

17

18

10

0

63

17.5 Derivative Financial Instruments and Hedge Accounting Disclosure

The following table presents the amounts relating to items designated as hedging instruments:

31 December

2022

2021

Carrying values

Carrying values

Asset

Liability

Asset

Liability

(In € million)

Foreign currency risk

0

0

0

0

Interest rate risk

0

1,394

190

93

Commodity swap risk

0

0

0

0

Equity swap risk

0

0

0

0

Total

0

1,394

190

93

123