Financial Statements 2023

4. Notes to the IFRS Company Financial Statements 4.5 Capital Structure and Financial Instruments

Related amounts not set off in the Statement of Financial Position

Gross amounts recognised set

Net amounts presented in the Financial Statements

off in the Financial Statements

Derivative instruments (In € million)

Financial instruments

Cash collateral received

Gross amounts recognised

Net amount

31 December 2023

Financial assets

4,310

0

4,310

(1,676)

0

2,634

Financial liabilities

5,292

0

5,292

(1,676)

0

3,616

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

16.4 Notional Amounts of Derivative Financial Instruments

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

Remaining period

(In € million)

1 year

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

Total

911

654

1,365

1,426

621

524

1,250

3,629

31 December 2023

10,380

31 December 2022

42

922

703

1,367

1,475

654

517

4,200

9,880

The notional amounts of equity swaps are as follows:

Remaining period

(In € million)

1 year

2 years

3 years

4 years

> 4 years

Total

41

34

0

0

0

31 December 2023

75

17

22

14

0

0

31 December 2022

53

16.5 Derivative Financial Instruments and Hedge Accounting Disclosure

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

31 December

2023

2022

Carrying values

Carrying values

Asset

Liability

Asset

Liability

(In € million)

Foreign currency risk

0

0

0

0

Interest rate risk

(21)

982

0

1,394

Commodity swap risk

0

0

0

0

Equity swap risk

0

0

0

0

Total

(21)

982

0

1,394

140

Airbus

Financial Statements 2023