v3.26.1
Note 7
6 Months Ended
Jun. 30, 2026
Fair value of financial instruments [Abstract]  
Disclosure of fair value of financial instruments [text block] Fair value of financial instruments
The criteria and valuation methods used to estimate the fair value of financial instruments as of June 30, 2026 do not differ significantly from those included in Note 8 to the consolidated financial statements for the year ended December 31, 2025.
The techniques and unobservable inputs used for the valuation of the financial instruments classified in the fair value hierarchy as Level 3, do not significantly differ from those detailed in Note 8 of the consolidated financial statements for the year ended December 31, 2025.
The effect on the consolidated income statements and on the consolidated equity, resulting from changing the main assumptions used in the valuation of Level 3 financial instruments for other reasonably possible assumptions, does not differ significantly from that detailed in Note 8 of the consolidated financial statements for the year ended December 31, 2025.
7.1    Fair value of financial instruments recognized at fair value according to valuation method
The fair value of the Group's financial instruments recognized at fair value in the condensed consolidated balance sheets is presented below, broken down according to the valuation method used to determine their fair value, and their respective book value as of June 30, 2026 and December 31, 2025:
FAIR VALUE OF FINANCIAL INSTRUMENTS RECOGNIZED AT FAIR VALUE BY LEVEL. June 2026 (MILLIONS OF EUROS)
Notes
Book value
Fair value
Level 1
Level 2
Level 3
ASSETS
Financial assets held for trading9154,69535,728115,9583,009
Derivatives
38,807
1,640
36,393
773
Equity instruments
12,181
11,938
56
187
Debt securities
36,343
22,150
13,596
598
Loans and advances
67,363
65,912
1,451
Non-trading financial assets mandatorily at fair value through profit or loss1013,1719,8621,6691,641
Equity instruments
12,253
9,785
1,225
1,243
Debt securities
146
77
69
Loans and advances
772
375
397
Financial assets designated at fair value through profit or loss111,0071,0007
Debt securities
1,007
1,000
7
Financial assets at fair value through other comprehensive income1262,20554,3064,7393,160
Equity instruments
790
455
95
240
Debt securities
60,669
53,828
4,385
2,456
Loans and advances
746
24
258
464
Derivatives – Hedge accounting14666666
LIABILITIES
Financial liabilities held for trading 9119,38915,195102,5351,659
Trading derivatives
36,160
1,701
33,244
1,216
Short positions
13,751
13,494
251
6
Deposits
69,478
69,040
438
Financial liabilities designated at fair value through profit or loss1121,45019,1712,279
Deposits from credit institutions
Customer deposits
865
865
Debt certificates issued
6,810
4,531
2,279
Other financial liabilities
13,774
13,774
Derivatives – Hedge accounting142,1022,08716
FAIR VALUE OF FINANCIAL INSTRUMENTS RECOGNIZED AT FAIR VALUE BY LEVEL. December 2025 (MILLIONS OF EUROS)
Notes
Book value
Fair value
Level 1
Level 2
Level 3
ASSETS
Financial assets held for trading9123,18530,04590,8852,254
Derivatives
32,551
955
30,829
768
Equity instruments
9,901
9,536
158
208
Debt securities
30,846
19,555
10,686
605
Loans and advances
49,887
49,213
673
Non-trading financial assets mandatorily at fair value through profit or loss1011,2723,9465,7321,594
Equity instruments
10,539
3,817
5,341
1,380
Debt securities
192
128
63
Loans and advances to customers
541
328
213
Financial assets designated at fair value through profit or loss111,0061,0042
Debt securities
1,006
1,004
2
Financial assets at fair value through other comprehensive income1258,80952,1344,7601,915
Equity instruments
1,360
1,015
107
237
Debt securities
57,001
51,095
4,652
1,255
Loans and advances to credit institutions
448
24
1
423
Derivatives – Hedge accounting14570570
LIABILITIES
Financial liabilities held for trading 991,91714,12976,3341,454
Trading derivatives
30,345
1,131
28,021
1,193
Short positions
13,100
12,999
102
Deposits
48,472
48,211
261
Financial liabilities designated at fair value through profit or loss1118,41716,2842,133
Deposits from credit institutions
Customer deposits
897
897
Debt certificates issued
5,997
3,864
2,133
Other financial liabilities
11,524
11,524
Derivatives – Hedge accounting141,9331,9267
7.2    Fair value of financial instruments recognized at amortized cost according to valuation method
Below is shown the fair value of the Group's financial instruments in the condensed consolidated balance sheets recognized at amortized cost, broken down according to the valuation method used to determine their fair value, and their respective book value as of June 30, 2026 and December 31, 2025:
FAIR VALUE OF FINANCIAL INSTRUMENTS RECOGNIZED AT AMORTIZED COST BY LEVEL. June 2026 (MILLIONS OF EUROS)
Notes
Book value
Fair value
Carrying amount presented as fair value ⁽¹⁾
Level 1
Level 2
Level 3
Total
ASSETS
Cash, cash balances at central banks and other demand deposits
8
64,016
64,016
64,016
Financial assets at amortized cost
13
627,627
46,147
64,965
32,285
482,747
626,145
Debt securities
73,703
64,965
6,452
1,745
73,163
Loans and advances
553,924
46,147
25,833
481,002
552,983
LIABILITIES
Financial liabilities at amortized cost
21
725,029
430,953
48,362
125,359
121,306
725,981
Deposits
596,535
408,614
68,495
119,175
596,284
Debt certificates issued
106,155
48,362
56,864
2,132
107,358
Other financial liabilities
22,339
22,339
22,339
(1) Financial instruments whose book value is presented as an approximation to their fair value, mainly short-term financial instruments.


FAIR VALUE OF FINANCIAL INSTRUMENTS RECOGNIZED AT AMORTIZED COST BY LEVEL. December 31, 2025 (MILLIONS OF EUROS)
Notes
Book value
Fair value
Carrying amount presented as fair value ⁽¹⁾
Level 1
Level 2
Level 3
Total
ASSETS
Cash, cash balances at central banks and other demand deposits
8
58,837
58,837
58,837
Financial assets at amortized cost13568,89340,22465,25525,873437,577568,929
Debt securities
73,379
65,255
6,526
1,322
73,103
Loans and advances
495,513
40,224
19,347
436,255
495,826
LIABILITIES
Financial liabilities at amortized cost 21658,599416,37842,57886,123115,369660,447
Deposits
556,498
396,119
49,084
112,053
557,256
Debt certificates issued
81,842
42,578
37,039
3,316
82,932
Other financial liabilities
20,258
20,258
20,258
(1) Financial instruments whose book value is presented as an approximation to their fair value, mainly short-term financial instruments.