Company: BBD
Filing Date: 2025-10-30
Form Type: 6-K
Source: 0001292814-25-003701
Chunk: 104

Company: BANK BRADESCO
Filing Date: 2025-10-30
Form: 6-K
Chunk 104
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/or indexed in foreign currency, primarily, arising from foreign
investments. f) Nominal values of derivative financial instruments, by trading location and conterparty R$ thousands On September 30,
2025 B3 (stock exchange) 1,700,717,055 B3 (over-the-counter) 311,291,295 - Financial Institutions 53,148,197 - Companies 256,456,019 -
Individuals 1,687,079 Overseas (stock exchange) (1) 31,334,961 Overseas (over-the-counter) (1) 1,643,508,945 Total 3,686,852,256 (1)Comprised
of operations carried out on the Chicago and New York Stock Exchanges and over-the-counter markets. I) Credit Default Swap (CDS) In general,
these represent bilateral agreements in which one of the parties purchases protection against the credit risk of a certain financial instrument
(the risk is transferred). The selling counterparty receives remuneration that is usually paid linearly over the term of the agreement.
In the case of a default, the purchasing counterparty will receive a payment to offset the loss incurred on the financial instrument.
In this case, the selling counterparty usually receives the underlying asset of the agreement in exchange for the payment. BRADESCO |
Consolidated Financial Statements 93 Conso lidated Financial Statements | Notes to the Consolidated Financial Statements R$ thousands
On September 30, 2025 Risk received in credit swaps - Notional 1,623,157 - Debt securities issued by companies 1,151,716 - Brazilian government
bonds 471,441 Risk transferred in credit swaps - Notional (132,965) - Companies bonds (132,965) The contracts related to credit derivatives
transactions described above are due in 2031. There were no credit events, as defined in the agreements, during the period. II) Hedge
Acconting On September 30, 2025, Bradesco maintained hedges consisting of: Cash Flow Hedge - the financial instruments classified in this
category, aims to reduce exposure to future changes in interest and foreign exchange rates. The effective portion of the changes in fair
value of these instruments is recognized in a separate account of shareholders' equity, net of tax effects and is only transferred to
the income statement in two situations: (i) in case of ineffectiveness of the hedge; or (ii) when the hedged item