UNIVERSAL REGISTRATION DOCUMENT 2023

7 FINANCIAL STATEMENTS Combined financial statements and notes

8.8 Assets measured at fair value through equity (non ‑ recyclable) derecognised during the period

31.12.2023

Fair value at derecognition date

Cumulative realised gains

Cumulative realised losses

(in millions of euros)

Equities and other variable ‑ income securities

688

147

(52)

31.12.2022

Fair value at derecognition date

Cumulative realised gains

Cumulative realised losses

(in millions of euros)

Equities and other variable ‑ income securities

594

121

(67)

The figures presented for 31 December 2022 are pro forma .

8.9 Underlying assets of direct participation contracts The figures presented below are at fair value.

31.12.2023

31.12.2022

Fair value

Fair value

Total

Total

(in millions of euros)

Investment property

2,230

2,354

Financial investments

53,852

50,999

Other

0

0

TOTAL UNDERLYING ASSETS OF DIRECT PARTICIPATION CONTRACTS

56,082

53,352

The figures presented for 31 December 2022 are pro forma .

Note 9 Asset and liability derivative instruments and separate embedded derivatives

31.12.2023

31.12.2022

Total

Total

Positive fair value

Negative fair value

Positive fair value

Negative fair value

(in millions of euros)

Swaps

1

(270)

2

(607)

Options

0

(0)

0

0

Foreign currency futures

2

(24)

5

(10)

Other

11

(5)

17

(11)

TOTAL

14

(299)

24

(628)

253

Document d’Enregistrement Universel 2023 GROUPAMA ASSURANCES MUTUELLES