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Financial and capital risk management (Tables) | 12 Months Ended
--- | ---
Dec. 31, 2023
Notes and other explanatory information [abstract] |
Schedule of derivatives effects on statement of financial position |
Schedule of derivatives effects on statement of financial position |  |  |  |  |
|  | December 31, 2023 | December 31, 2022
| Reference | Assets | Liabilities | Assets | Liabilities
Foreign exchange and interest rate risk |  |  |  |  |
CDI & TJLP vs. US$ fixed and floating rate swap | 20(b.i) | 109 | 30 | 11 | 144
IPCA swap | 20(b.i) | - | 41 | - | 63
Dollar swap and forward transactions | 20(b.i) | 650 | - | 407 | 7
LIBOR & SOFR swap | 20(b.ii) | 4 | 28 | 7 | -
|  | 763 | 99 | 425 | 214
Commodities price risk |  |  |  |  |
Gasoil, Brent and freight | 20(b.iv) | 52 | 22 | 78 | 56
Energy Transition Metals | 20(c) | - | 8 | 35 | 1
|  | 52 | 30 | 113 | 57
Other | 20(d) | - | 2 | - | 5
Total |  | 815 | 131 | 538 | 276
Schedule of net exposure |
Schedule of net exposure |  |  |
| Reference | December 31, 2023 | December 31, 2022
Foreign exchange and interest rate risk |  |  |
CDI & TJLP vs. US$ fixed and floating rate swap | 20(b.i) | 79 | (133)
IPCA swap | 20(b.i) | (41) | (63)
Dollar swap and forward transactions | 20(b.i) | 650 | 400
LIBOR & SOFR swap (i) | 20(b.ii) | (24) | 7
|  | 664 | 211
Commodities price risk |  |  |
Gasoil, Brent and freight | 20(b.iv) | 30 | 22
Energy Transition Metals | 20(c) | (8) | 34
|  | 22 | 56
Other | 20(d) | (2) | (5)
Total |  | 684 | 262
(i) In March 2021, the UK Financial Conduct Authority (“FCA”), the financial regulator in the United Kingdom, announced the discontinuation of the LIBOR rate for all terms in pounds, euros, Swiss francs, yen and for terms of one week and two months in dollars at the end of December 2021 and the other terms at the end of June 2023. Vale has finalized the negotiations for the replacement of the reference interest rate of its financial contracts from LIBOR to Secured Overnight Financing Rate ("SOFR"), with spread adjustments to match the transaction costs.
Schedule of effects of derivatives on income statement and cash flow |
Schedule of effects of derivatives on income statement and cash flow |  |  |  |
|  | Gain (loss) recognized in the income statement
|  | Year ended December 31,
| Reference | 2023 | 2022 | 2021
Foreign exchange and interest rate risk |  |  |  |
CDI & TJLP vs. US$ fixed and floating rate swap | 20(b.i) | 214 | 394 | (155)
IPCA swap | 20(b.i) | 28 | 74 | 28
Eurobonds swap |  | - | - | (28)
Dollar swap and forward operations | 20(b.i) | 667 | 628 | (20)
LIBOR & SOFR swap | 20(b.ii) | (23) | 34 | 16
Treasury Hedge (Forward) | 20(b.ii) | 14 | - | -
|  | 900 | 1,130 | (159)
Commodities price risk |  |  |  |
Gasoil, Brent and freight | 20(c) | 15 | 25 | 127
Energy Transition Metals | 20(d) | (15) | 18 | (2)
|  | - | 43 | 125
Other | 20(d) | 3 | (19) | 11
Total |  | 903 | 1,154 | (23)
Schedule of effects of derivatives on cash flows |
Schedule of effects of derivatives on cash flows |  |  |  |
|  | Financial settlement inflows (outflows)
|  | Year ended December 31,
| Reference | 2023 | 2022 | 2021
Foreign exchange and interest rate risk |  |  |  |
CDI & TJLP vs. US$ fixed and floating rate swap | 20(b.i) | (1) | (98) | (142)
IPCA swap | 20(b.i) | 1 | 56 | (18)
Eurobonds swap |  |  | - | (29)
Dollar swap and forward operations | 20(b.i) | 454 | 164 | (79)
LIBOR & SOFR swap | 20(b.ii) | 8 | 46 | (2)
Treasury Hedge (Forward) (i) | 20(b.iii) | 14 | (8) | -
|  | 476 | 160 | (270)
Commodities price risk |  |  |  |
Gasoil, Brent and freight | 20(b.iv) | 7 | 9 | 205
Energy Transition Metals | 20(c) | (1) | 10 | -
|  | 6 | 19 | 205
Derivatives designated as cash flow hedge accounting |  |  |  |
Nickel | 20(e) | 85 | (277) | (67)
Palladium | 20(e) | - | 15 | 5
Coal |  | - | - | (70)
|  | 85 | (262) | (132)
Total |  | 567 | (83) | (197)
(i) In 2023, the Company carried out and settle the protection program for US interest rate volatility related to both the issuance and repurchase of bonds.
Schedule of protection program |
Schedule of protection program |  |  |  |  |  |  |  |  |  |
| Notional |  |  | Fair value | Financial Settlement Inflows (Outflows) | Value at Risk | Fair value by year
Flow | December 31, 2023 | December 31, 2022 | Index | Average rate | December 31, 2023 | December 31, 2022 | December 31, 2023 | December 31, 2023 | 2024 | 2025+
CDI vs. US$ fixed rate swap |  |  |  |  | 107 | (83) | 1 | 20 | 23 | 84
Receivable | R$ 5,162 | R$ 6,356 | CDI | 100.00% |  |  |  |  |  |
Payable | US$ 1,196 | US$ 1,475 | Fix | 2.00% |  |  |  |  |  |
TJLP vs. US$ fixed rate swap |  |  |  |  | (28) | (50) | (2) | 3 | (3) | (25)
Receivable | R$ 694 | R$ 814 | TJLP + | 1.06% |  |  |  |  |  |
Payable | US$ 173 | US$ 204 | Fix | 3.46% |  |  |  |  |  |
|  |  |  |  | 79 | (133) | (1) | 23 | 20 | 59
IPCA swap vs. US$ fixed rate swap |  |  |  |  | (41) | (63) | 1 | 4 | (5) | (36)
Receivable | R$ 1,078 | R$ 1,294 | IPCA + | 4.54% |  |  |  |  |  |
Payable | US$ 267 | US$ 320 | Fix | 3.88% |  |  |  |  |  |
|  |  |  |  | (41) | (63) | 1 | 4 | (5) | (36)
R$ fixed rate vs. US$ fixed rate swap |  |  |  |  | 600 | 318 | 340 | 40 | 333 | 267
Receivable | R$ 12,660 | R$ 20,854 | Fix | 7.36% |  |  |  |  |  |
Payable | US$ 2,431 | US$ 3,948 | Fix | 0.00% |  |  |  |  |  |
Forward | R$ 1,209 | R$ 4,342 | B | 5.19 | 50 | 82 | 114 | 3 | 39 | 11
|  |  |  |  | 650 | 400 | 454 | 43 | 372 | 278
Schedule of sensitivity analysis of derivative financial instruments |
Schedule of sensitivity analysis of derivative financial instruments |  |  |  |
Instrument | Instrument's main risk events | Fair value | Scenario I (∆ of 25%) | Scenario II (∆ of 50%)
CDI vs. US$ fixed rate swap | R$ depreciation | 107 | (189) | (485)
| US$ interest rate inside Brazil decrease | 107 | 74 | 38
| Brazilian interest rate increase | 107 | 80 | 52
Protected item: R$ denominated liabilities | R$ depreciation | n.a. | - | -
TJLP vs. US$ fixed rate swap | R$ depreciation | (28) | (68) | (109)
| US$ interest rate inside Brazil decrease | (28) | (32) | (37)
| Brazilian interest rate increase | (28) | (34) | (40)
| TJLP interest rate decrease | (28) | (32) | (37)
Protected item: R$ denominated debt | R$ depreciation | n.a. | - | -
IPCA swap vs. US$ fixed rate swap | R$ depreciation | (41) | (106) | (171)
| US$ interest rate inside Brazil decrease | (41) | (47) | (55)
| Brazilian interest rate increase | (41) | (51) | (61)
| IPCA index decrease | (41) | (45) | (50)
Protected item: R$ denominated debt | R$ depreciation | n.a. | - | -
R$ fixed rate vs. US$ fixed rate swap | R$ depreciation | 600 | 31 | (538)
| US$ interest rate inside Brazil decrease | 600 | 564 | 526
| Brazilian interest rate increase | 600 | 525 | 453
Protected item: R$ denominated debt | R$ depreciation | n.a. | - | -
Forward | R$ depreciation | 50 | - | (49)
| US$ interest rate inside Brazil decrease | 50 | 48 | 46
| Brazilian interest rate increase | 50 | 46 | 43
Protected item: R$ denominated liabilities | R$ depreciation | n.a. | - | -
Schedule of protection program for interest |
Schedule of protection program for interest |  |  |  |  |  |  |  |  |  |
| Notional |  |  | Fair value | Financial Settlement Inflows (Outflows) | Value at Risk | Fair value by year
Flow | December 31, 2023 | December 31, 2022 | Index | Average rate | December 31, 2023 | December 31, 2022 | December 31, 2023 | December 31, 2023 | 2024 | 2025+
LIBOR vs. US$ fixed rate swap |  |  |  |  | - | 7 | 4 | - | - |
Receivable | - | US$ 150 | LIBOR | 0.00% |  |  |  |  |  |
Payable | - | US$ 150 | Fix | 0.00% |  |  |  |  |  |
SOFR vs. US$ fixed rate swap |  |  |  |  | (24) | - | 4 | 10 | 4 | (28)
Receivable | US$ 2,300 | - | SOFR | 0.00% |  |  |  |  |  |
Payable | US$ 2,300 | - | Fix | 3.60% |  |  |  |  |  |
Schedule of sensitivity analysis |
Schedule of sensitivity analysis |  |  |  |  |  |  |  |
Instrument |  | Instrument's main risk events |  | Fair value |  | Scenario I (∆ of 25%) |  | Scenario II (∆ of 50%)
SOFR vs. US$ fixed rate swap |  | US$ SOFR decrease |  | (25) |  | (67) |  | (111)
Protected item: SOFR US$ indexed debt |  | US$ SOFR decrease |  | n.a. |  | 67 |  | 111
Schedule of protection American treasury volatility |
Schedule of protection American treasury volatility |  |  |  |  |  |  |  |  |
| Notional |  |  | Fair value | Financial Settlement Inflows (Outflows) | Value at Risk | Fair value by year
Flow | December 31, 2023 | December 31, 2022 | Index | Average rate | December 31, 2023 | December 31, 2022 | December 31, 2023 | December 31, 2023 | 2024
Treasury Hedge (Forward) | - | - | B | - | - | - | 14 | - | -
Schedule of protection program for product price |
Schedule of protection program for product price |  |  |  |  |  |  |  |  |
| Notional |  |  | Fair value | Financial settlement Inflows (Outflows) | Value at Risk | Fair value by year
Flow | December 31, 2023 | December 31, 2022 | Bought / Sold | Average strike (US$) | December 31, 2023 | December 31, 2022 | December 31, 2023 | December 31, 2023 | 2024
Brent crude oil (bbl) |  |  |  |  |  |  |  |  |
Call options | 19,907,250 | 22,600,500 | B | 91 | 45 | 74 | - | 11 | 45
Put options | 19,907,250 | 22,600,500 | S | 58 | (22) | (51) | - | 5 | (22)
Forward Freight Agreement (days) |  |  |  |  |  |  |  |  |
Freight forwards | 1,210 | 2,085 | B | 14,248 | 7 | (1) | 7 | 1 | 7
|  |  |  |  | 30 | 22 | 7 | 17 | 30
Schedule of sensitivity analysis financial instruments |
Schedule of sensitivity analysis financial instruments |  |  |  |
Instrument | Instrument's main risk events | Fair value | Scenario I (∆ of 25%) | Scenario II (∆ of 50%)
Brent crude oil (bbl) |  |  |  |
Options | Price input decrease | 23 | (111) | (399)
Protected item: Part of costs linked to fuel oil prices | Price input decrease | n.a. | 111 | 399
Forward Freight Agreement (days) |  |  |  |
Forwards | Freight price decrease | 7 | 1 | (5)
Protected item: Part of costs linked to maritime freight prices | Freight price decrease | n.a. | (1) | 5
Schedule of other derivatives |
Schedule of other derivatives |  |  |  |  |  |  |  |  |
| Notional |  |  | Fair value | Financial settlement Inflows (Outflows) | Value at Risk | Fair value by year
Flow | December 31, 2023 | December 31, 2022 | Bought / Sold | Average strike (US$/ton) | December 31, 2023 | December 31, 2022 | December 31, 2023 | December 31, 2023 | 2024+
Fixed price nickel sales protection (ton) |  |  |  |  |  |  |  |  |
Nickel forwards | 3,322 | 766 | B | 19,207 | (8) | 7 | (3) | 3 | (8)
Hedge program for products acquisition for resale (ton) |  |  |  |  |  |  |  |  |
Nickel forwards | - | 384 | S | - | - | (1) | 2 | - | -
|  |  |  |  | (8) | 6 | (1) | 3 | (8)
Embedded derivative (pellet price) in natural gas purchase (volume/month) |  |  |  |  |  |  |  |  |
Call options | 746,667 | 746,667 | S | 233 | (2) | (5) | - | 2 | (2)
|  |  |  |  | (2) | (5) | - | 2 | (2)
Schedule of Sensitivity analysis of other derivatives financial instruments |
Schedule of Sensitivity analysis of other derivatives financial instruments |  |  |  |
Instrument | Instrument's main risk events | Fair value | Scenario I (∆ of 25%) | Scenario II (∆ of 50%)
Fixed price sales protection (ton) |  |  |  |
Forwards | Nickel price decrease | (8) | (21) | (35)
Protected item: Part of nickel revenues with fixed prices | Nickel price decrease | n.a. | 21 | 35
Hedge program for products acquisition for resale (ton) |  |  |  |
Forwards | Nickel price increase | n.a. | - | -
Protected item: Part of revenues from products for resale | Nickel price increase | n.a. | - | -
Embedded derivative (pellet price) in natural gas purchase agreement (volume/month) |  |  |  |
Embedded derivatives - Gas purchase | Pellet price increase | (2) | (6) | (13)
Schedule of effects of derivatives on other comprehensive income |
Schedule of effects of derivatives on other comprehensive income |  |  |
| Gain (loss) recognized in the other comprehensive income
| Year ended December 31,
| 2023 | 2022 | 2021
Net investments hedge | 139 | 81 | (118)
Cash flow hedge | (19) | 19 | 3
Schedule of cash flow hedge |
Schedule of cash flow hedge |  |  |  |  |  |
|  | Fair value | Financial settlement Inflows (Outflows) | Value at Risk | Fair value by year
Flow | Bought / Sold | December 31, 2023 | December 31, 2022 | December 31, 2023 | December 31, 2023 | 2024
Nickel revenue hedge program |  |  |  |  |  |
Forward | S | - | 28 | 85 | - | -
|  | - | 28 | 85 | - | -
Schedule of derivative financial instruments |
Schedule of derivative financial instruments |  |  |  |
Instrument | Instrument's main risk events | Fair value | Scenario I (∆ of 25%) | Scenario II (∆ of 50%)
Nickel Revenue Hedging Program |  |  |  |
Forward | Nickel price increase | - | - | -
Protected item: Part of nickel revenues with fixed sales prices | Nickel price increase | n.a. | - | -
Schedule of carrying amount of the financial assets that represent the exposure to credit risk |
Schedule of carrying amount of the financial assets that represent the exposure to credit risk |  |  |  |
| Notes | December 31, 2023 |  | December 31, 2022
Cash and cash equivalents | 23 | 3,609 |  | 4,736
Short-term investments | 23 | 51 |  | 61
Restricted cash |  | 4 |  | 77
Judicial deposits | 28 | - |  | 1,215
Derivative financial instruments |  | 815 |  | 538
Investments in equity securities | 14 | 45 |  | 7
|  | 4,524 |  | 6,634
Summary of ratings published by Moody's regarding the main financial institutions |
Summary of ratings published by Moody's regarding the main financial institutions |  |  |  |
| December 31, 2023 | December 31, 2022
| Cash and cash equivalents and investment | Derivatives | Cash and cash equivalents and investment | Derivatives
Aa1 | - | - | 32 | -
Aa2 | 338 | - | 342 | 5
Aa3 | 42 | - | 239 | -
A1 | 2,022 | 50 | 1,746 | 97
A2 | 309 | 293 | 938 | 145
A3 | 186 | 22 | 918 | 63
Baa1 | 2 | - | - | -
Baa2 | 16 | - | 7 | -
Ba1 (i) | 85 | - | - | -
Ba2 (i) | 287 | 314 | 411 | 174
Ba3 (i) | 373 | 136 | 164 | 54
| 3,660 | 815 | 4,797 | 538

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