SFIL Annual financial report 2018

3 I Consolidated financial statements in accordance with IFRS 86 SFIL Annual Financial Report 2018 4.1.2. Detail of derivatives designated as fair value through net income 12/31/2017 Notional amount Assets Liabilities To receive To deliver Foreign exchange derivatives 1,725 1,611 - - Interest rate derivatives 20 20 - 4 TOTAL 1,745 1,631 - 4 12/31/2018 Notional amount Assets Liabilities To receive To deliver Foreign exchange derivatives 1,552 1,532 8 25 Interest rate derivatives 4,679 4,679 5 1,204 TOTAL 6,231 6,211 13 1,229 4.1.3. Detail of derivatives designated as fair value hedges 12/31/2017 Notional amount Assets Assets To receive To deliver Foreign exchange derivatives 7,108 7,290 174 387 Interest rate derivatives 60,429 60,394 3,182 5,035 TOTAL 67,537 67,684 3,356 5,422 12/31/2018 Notional amount Assets Liabilities To receive To deliver Foreign exchange derivatives 3,991 4,170 155 344 Interest rate derivatives 63,010 63,000 3,150 3,397 TOTAL 67,001 67,170 3,305 3,741 4.1.4. Detail of derivatives designated as cash flow hedges 12/31/2017 Notional amount Assets Liabilities To receive To deliver Foreign exchange derivatives 499 521 3 56 Interest rate derivatives - - - - TOTAL 499 521 3 56 12/31/2018 Notional amount Assets Liabilities To receive To deliver Foreign exchange derivatives 697 729 1 74 Interest rate derivatives - - - - TOTAL 697 729 1 74 12/31/2017 12/31/2018 Amount removed from cash fow hedge reserve and included in the carrying amount of a non-financial instrument (hedging of cash fows of a highly probable transaction) - -