Company: BBD
Filing Date: 2025-10-30
Form Type: 6-K
Source: 0001292814-25-003700
Chunk: 38

Company: BANK BRADESCO
Filing Date: 2025-10-30
Form: 6-K
Chunk 38
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 which impacts the result of the Group. The effective portion of the
valuations or devaluations of these instruments is recognized in a separate account of accumulated OCI, net of tax effects and is only
transferred to income in two situations: (i) hedge ineffectiveness; or (ii) in the disposal or partial sale of the foreign operation.
The ineffective portion of the respective hedge is recognized directly in the statement of income. Strategy R$ thousands Hedge instrument
nominal value Hedge object carrying amount Accumulated fair value adjustments in shareholders's equity (gross of tax effects) Accumulated
fair value adjustments in shareholders's equity (net of tax effects) Hedge of exchange variation on future cash flows (1) 5,475,858 4,959,841
(960,812) (503,874) Total on September 30, 2025 5,475,858 4,959,841 (960,812) (503,874) Hedge of exchange variation on future cash flows
(1) 5,603,750 5,166,624 (1,536,225) (805,635) Total on December 31, 2024 5,603,750 5,166,624 (1,536,225) (805,635) BRADESCO | Consolidated
Financial Statements in IFRS 30 Consolidated Financial Statements in IFRS | Notes to the Consolidated Financial Statements (1) For subsidiaries
with functional currency is different from the Real, using Forward and Futures contracts of US dollar, with the objective of hedging the
foreign investment referenced to MXN (Mexican Peso) and US$ (American Dollar). There were reclassifications to the result of amounts recorded
in other comprehensive income, for the nine-month period ended September 30, 2025, totaling R$3,317 thousand. Unobservable gains on initial
recognition When the valuation depends on unobservable data any initial gain or loss on financial instruments is deferred over the life
of the contract or until the instrument is redeemed, transferred, sold or the fair value becomes observable. All derivatives which are
part of the hedge relationships are valued on the basis of observable market data. The nominal values do not reflect the actual risk assumed
by the Group, since the net position of these financial instruments arises from compensation and/or combination thereof. The net position
is used by the Group particularly to protect interest rates, the price of the underlying assets or exchange