ORANO // Annual Activity Report 2024

6

STATEMENTS Consolidated fi nancial statements - fi nancial year ended December 31, 2024

The breakdown by type of hedging strategy of currency derivatives can be analyzed as follows at December 31, 2024:

Market value of contracts (1)

Nominal amount of contracts

Cash fl ow hedges (CFH)

Fair value hedges (FVH)

Unallocated (Trading)

Total

(in millions of euros)

INTEREST RATE TRANSACTIONS EUR variable payer / EUR variable recipient

100 100 100

-

100 100 100

-

(2) (2) (2)

-

-

TOTAL

-

-

(1) Interest rate portion.

The following tables summarize the group’s net exposure to interest rate risk, before and after management transactions:

MATURITY OF THE GROUP’S FINANCIAL ASSETS AND FINANCIAL LIABILITIES AT DECEMBER 31, 2024

Less than 1 year 1 to 2 years 2 to 3 years 3 to 4 years 4 to 5 years

More than 5 years

Total

(in millions of euros)

Financial assets

1,951 1,258

- - - -

- - - -

- - - -

- - - -

- - - -

1,951 1,258

including fi xed-rate assets including floating-rate assets

671

671

including non-interest-bearing assets

22

22

Financial liabilities

(315)

(749) (747)

(499) (499)

(499) (499)

(1) (1)

(660) (660)

(2,722) (2,405)

including fi xed-rate liabilities including floating-rate liabilities

-

(219)

-

- -

- -

- -

- -

(220)

including non-interest-bearing liabilities

(96)

(2)

(98)

Net exposure before hedging share exposed to fi xed rates share exposed to floating rates non-interest-bearing share Off-balance sheet hedging on liabilities: fi xed-rate swaps on liabilities: floating-rate swaps Net exposure after hedging share exposed to fi xed rates share exposed to floating rates

1,636 1,258

(749) (747)

(499) (499)

(499) (499)

(1) (1)

(660) (660)

(771)

(1,147)

452 (74)

-

- -

- -

- -

- -

452 (76)

(2)

- -

100

- -

- -

- -

- -

100

(100) (749) (647) (100)

(100) (771)

1,636 1,258

(499) (499)

(499)

(1) (1)

(660)

499

660

(1,047)

452 (74)

- -

- -

- -

- -

352

non-interest-bearing share (76) On the basis of the exposure at the end of December 2024, a 1% increase in interest rates over a full year would have an adverse impact of 4 million euros on the cost of net debt and, as such, on the group’s consolidated pro fi t (loss) before tax. (2)

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Orano - Annual Activity Report 2024