XML 69 R43.htm IDEA: XBRL DOCUMENT v3.21.1

FINANCIAL INSTRUMENTS AND RISKS MANAGEMENT (Tables)

12 Months Ended

Dec. 31, 2020

FINANCIAL INSTRUMENTS AND RISKS MANAGEMENT

Schedule of financial instruments by category

				December 31,		December 31,
		Note		2020		2019
Assets
Amortized cost
Cash and cash equivalents		5		6,835,057		3,249,127
Trade accounts receivable		7		2,915,206		3,035,817
Other assets				974,265		563,993
				10,724,528		6,848,937
Fair value through other comprehensive income
Other investments		14		26,338		20,048
				26,338		20,048
Fair value through profit or loss
Derivative financial instruments		4.5.1		1,341,420		1,098,972
Marketable securities		6		2,396,857		6,330,334
				3,738,277		7,429,306
				14,489,143		14,298,291
Liabilities
Amortized cost
Loans, financing and debentures		18.1		72,899,882		63,684,326
Lease liabilities		19.2		5,191,760		3,984,070
Liabilities for assets acquisitions and subsidiaries		23		502,228		541,615
Trade accounts payable		17		2,361,098		2,376,459
Other liabilities				459,684		578,061
				81,414,652		71,164,531
Fair value through profit or loss
Derivative financial instruments		4.5.1		8,117,400		2,917,913
				8,117,400		2,917,913
				89,532,052		74,082,444
				75,042,909		59,784,153

Summary of estimated fair value of loans and financing

		Yield used		December 31,		December 31,
		to discount		2020		2019
Quoted in the secondary market
In foreign currency
Bonds		Secondary Market		43,703,482		30,066,087
Estimated to present value
In foreign currency
Export credits (“Pre-payment”)		LIBOR		20,546,778		17,213,963
Export credits (“ACC/ACE”)		DDI				575,521
In local currency
BNP – Forest Financing		DI 1				193,646
BNDES – TJLP		DI 1		1,399,177		1,895,959
BNDES – TLP		DI 1		647,235		535,812
BNDES – Fixed		DI 1		76,732		113,979
BNDES – Selic (“Special Settlement and Custody System”)		DI 1		960,215		693,969
BNDES - Currency basket		DI 1		27,239		54,420
CRA (“Agribusiness Receivables Certificate”)		DI 1/IPCA		3,286,792		6,039,983
Debentures		DI 1		5,498,793		5,534,691
FINAME (“Special Agency of Industrial Financing”)		DI 1				14,168
FINEP (“Financier of Studies and Projects”)		DI 1				5,138
NCE (“Export Credit Notes”)		DI 1		1,322,813		1,445,383
NCR (“Rural Credit Notes”)		DI 1		283,702		288,122
Export credits (“Pre-payment”)		DI 1		1,490,242		1,464,798
FDCO (“West Center Development Fund”)		DI 1				571,904
				79,243,200		66,707,543

Schedule of contractual maturities of financial liabilities

		December 31,
		2020
		Total book		Total future		Up to 1		1 - 2		2 - 5		More than
		value		value		year		years		years		5 years
Liabilities
Trade accounts payables		2,361,098		2,361,098		2,361,098
Loans, financing and debentures(1)		72,899,882		101,540,320		4,034,595		6,619,518		36,751,023		54,135,184
Lease liabilities		5,191,760		9,552,075		620,177		806,560		2,198,419		5,926,919
Liabilities for asset acquisitions and subsidiaries		502,228		573,920		116,376		112,155		253,419		91,970
Derivative financial instruments(1)		8,117,400		10,868,858		1,999,811		1,296,199		4,133,320		3,439,528
Other liabilities		459,684		459,684		360,916		98,768
		89,532,052		125,355,955		9,492,973		8,933,200		43,336,181		63,593,601

1) The variation is due to the increase in the exchange rate variation in the year ended December 31, 2020.

		December 31,
		2019
		Total book		Total future		Up to 1		1 - 2		2 - 5		More than
		value		value		year		years		years		5 years
Liabilities
Trade accounts payables		2,376,459		2,376,459		2,376,459
Loans, financing and debentures		63,684,326		89,708,210		8,501,278		5,692,149		29,088,292		46,426,491
Lease liabilities		3,984,070		7,109,966		559,525		1,426,011		1,186,386		3,938,044
Liabilities for asset acquisitions and subsidiaries		541,615		618,910		103,132		101,149		315,989		98,640
Derivative financial instruments		2,917,913		8,299,319		1,488,906		415,791		1,258,200		5,136,422
Other liabilities		578,061		578,061		456,338		121,723
		74,082,444		108,690,925		13,485,638		7,756,823		31,848,867		55,599,597

Schedule of credit exposures using internal credit grading

		December 31,		December 31,
		2020		2019
Low (1)		2,813,038		2,775,364
Average (2)		54,115		168,836
High (3)		89,942		133,613
		2,957,095		3,077,813

¹⁾ Current and overdue to 30 days.

²⁾ Overdue between 30 and 90 days.

³⁾ Overdue more than 90 days.

Schedule of the book value of financial assets representing the exposure to credit risk

		December 31,		December 31,
		2020		2019
Cash and cash equivalents		6,835,057		3,249,127
Marketable securities		2,396,857		6,330,334
Derivative financial instruments		986,526		830,426
		10,218,440		10,409,887

Schedule of credit exposures using external credit grading

		Cash and cash equivalents and
		marketable securities				Derivative financial instruments
		December 31,		December 31,		December 31,		December 31,
		2020		2019		2020		2019
Risk rating (1)
AAA				190,360		17,412
AA-				56,388		417,510
A+				606,757		1,617		27,363
A				188,458		73,135		165,851
A-				211,238		130,546		222,761
brAAA		7,704,501		7,153,079		305,311		404,693
brAA+		163,955		745,177		32		9,758
brAA		836,546		372,188		40,963
brAA-		278,712		23,050
brA		240,382		17,847
Others		7,818		14,919
		9,231,914		9,579,461		986,526		830,426

¹⁾ We use the Brazilian Risk Rating and the rating is given by agencies Fitch Ratings, Standard & Poor’s and Moody’s.

Schedule of net exposure of assets and liabilities in foreign currency

		December 31,		December 31,
		2020		2019
Assets
Cash and cash equivalents		6,370,201		2,527,834
Trade accounts receivables		1,938,614		2,027,018
Derivative financial instruments		621,385		9,440,141
		8,930,200		13,994,993
Liabilities
Trade accounts payables		(492,617)		(1,085,207)
Loans and financing		(58,145,087)		(45,460,138)
Liabilities for asset acquisitions and subsidiaries		(313,022)		(288,172)
Derivative financial instruments		(6,994,363)		(11,315,879)
		(65,945,089)		(58,149,396)
Net liability exposure		(57,014,889)		(44,154,403)

Summary of yield curves used to calculate fair value of derivative financial instruments

The yield curves used to calculate the fair value in December 31, 2020, are as set forth below:

Interest rate curves
Term		Brazil		United States of America		Dollar coupon
1 month		1.92 % p.a.		0.14 % p.a.		4.95 % p.a.
6 months		2.11 % p.a.		0.20 % p.a.		1.56 % p.a.
1 year		2.86 % p.a.		0.19 % p.a.		1.20 % p.a.
2 years		4.19 % p.a.		0.20 % p.a.		1.01 % p.a.
3 years		5.08 % p.a.		0.25 % p.a.		0.99 % p.a.
5 years		6.05 % p.a.		0.44 % p.a.		1.16 % p.a.
10 years		7.20 % p.a.		0.95 % p.a.		1.56 % p.a.

Schedule of derivatives by type of contract

		Notional value in U.S.$				Fair value
		December 31,		December 31,		December 31,		December 31,
		2020		2019		2020		2019
Instruments contracted with protection strategy
Operational Hedge
Zero Cost Collar (1)		3,212,250		3,425,000		(780,457)		67,078
NDF (R$ x US$)		80,000				7,948
Debt hedge
Interest rate hedge
Swap LIBOR to Fixed (U.S.$) (1)		3,683,333		2,750,000		(1,059,192)		(444,910)
Swap IPCA to CDI (notional in Reais)		843,845		843,845		285,533		233,255
Swap IPCA to Fixed (U.S.$)		121,003		121,003		(114,834)		30,544
Swap CDI x Fixed (U.S.$) (1)		2,267,057		3,115,614		(4,977,309)		(1,940,352)
Pre-fixed Swap to U.S.$ (U.S.$)		350,000		350,000		(508,328)		(33,011)
Commodity Hedge
Swap US-CPI standing wood (U.S.$) (2)		646,068		679,485		354,900		268,547
Swap VLSFO/Brent		37,757		365		15,759		(92)
						(6,775,980)		(1,818,941)
Current assets						484,043		260,273
Non-current assets						857,377		838,699
Current liabilities						(1,991,118)		(893,413)
Non-current liabilities						(6,126,282)		(2,024,500)
						(6,775,980)		(1,818,941)

1) The variation is due to the increase in the exchange rate in the year ended December 31, 2020.

2) The embedded derivative refers to swap contracts for the sale of US-CPI variations within the term of the forest partnership and standing wood supply contracts.

Schedule of maturity analysis for derivatives

		December 31,		December 31,
		2020		2019
2020				(633,644)
2021		(1,507,075)		98,850
2022		(918,030)		(154,734)
2023		(433,195)		185,209
2024		(705,859)		(197,718)
2025		(1,684,124)		(606,827)
2026 onwards		(1,527,697)		(510,077)
		(6,775,980)		(1,818,941)

Schedule of long and short positions of outstanding derivatives

		Notional value						Fair value
				December 31,		December 31,		December 31,		December 31,
		Currency		2020		2019		2020		2019
Debt hedge
Assets
Swap CDI x Fixed (U.S.$)		R$		8,594,225		11,498,565		719		11,673,117
Swap Pre-Fixed to U.S.$ (U.S.$)		R$		1,317,226		1,317,226		136,192		1,478,336
Swap LIBOR x Fixed (U.S.$)		US$		3,683,333		2,750,000		61,120		11,063,970
Swap IPCA x CDI		IPCA		974,102		933,842		285,533		1,093,067
Swap IPCA x U.S.$		IPCA		520,973		499,441				579,307
								483,564		25,887,797
Liabilities
Swap CDI x Fixed (U.S.$)		US$		2,267,057		3,115,614		(4,978,028)		(13,613,469)
Swap LIBOR x Fixed (U.S.$)		US$		350,000		350,000		(644,520)		(1,511,347)
Swap LIBOR x Fixed (U.S.$)		US$		3,683,333		2,750,000		(1,120,312)		(11,508,880)
Swap IPCA x CDI		R$		843,845		843,845				(859,812)
Swap IPCA x U.S.$		US$		121,003		121,003		(114,834)		(548,763)
								(6,857,694)		(28,042,271)
								(6,374,130)		(2,154,474)
Operational hedge
Zero cost collar (U.S.$ x R$)		US$		3,212,250		3,425,000		(780,457)		67,078
NDF (R$ x U.S.$)		US$		80,000				7,948
								(772,509)		67,078
Commodity hedge
Swap US-CPI (standing wood)		US$		646,068		679,485		354,900		268,547
Swap VLSFO/Brent		US$		37,757		365		15,759		(92)
								370,659		268,455
								(6,775,980)		(1,818,941)

Schedule of settled derivatives

		December 31,		December 31,
		2020		2019
Operational hedge
Zero cost collar (R$ x U.S.$)		(2,268,158)		(104,040)
NDF (R$ x U.S.$)		(60,815)		63,571
		(2,328,973)		(40,469)
Commodity hedge
Swap Bunker (oil)		(85,468)		3,804
		(85,468)		3,804
Debt hedge
Swap CDI x Fixed (U.S.$)		(1,888,906)		(68,362)
Swap IPCA x CDI		10,601		23,024
Swap IPCA x USD		10,054
Swap Pre-Fixed to U.S.$ (U.S.$)		59,351		(26,358)
Swap LIBOR x Fixed (U.S.$)		(242,299)		(27,088)
		(2,051,199)		(98,784)
		(4,465,640)		(135,449)

Schedule of fair value hierarchy

		December 31,
		2020
		Level 1		Level 2		Level 3		Total
Assets
Fair value through profit or loss
Derivative financial instruments				1,341,420				1,341,420
Marketable securities		444,712		1,952,145				2,396,857
		444,712		3,293,565				3,738,277
Fair value through other comprehensive income
Other investments - CelluForce						26,338		26,338
						26,338		26,338
Biological assets						11,161,210		11,161,210
						11,161,210		11,161,210
Total assets		444,712		3,293,565		11,187,548		14,925,825
Liabilities
Fair value through profit or loss
Derivative financial instruments				8,117,400				8,117,400
				8,117,400				8,117,400
Total liabilities				8,117,400				8,117,400

		December 31,
		2019
		Level 1		Level 2		Level 3		Total
Assets
Fair value through profit or loss
Derivative financial instruments				1,098,972				1,098,972
Marketable securities		1,631,319		4,699,015				6,330,334
		1,631,319		5,797,987				7,429,306
Fair value through other comprehensive income
Other investments - CelluForce						20,048		20,048
						20,048		20,048
Biological assets						10,571,499		10,571,499
						10,571,499		10,571,499
Total assets		1,631,319		5,797,987		10,591,547		18,020,853
Liabilities
Fair value through profit or loss
Derivative financial instruments				2,917,913				2,917,913
				2,917,913				2,917,913
Total liabilities				2,917,913				2,917,913

Currency Risk | Financial instruments, excluding derivatives

FINANCIAL INSTRUMENTS AND RISKS MANAGEMENT

Summary of sensitivity analysis

		December 31,
		2020
		Effect on profit or loss and equity
		Probable		Possible		Remote
		(base value)		(25%)		(50%)
Cash and cash equivalents		6,370,201		1,592,550		3,185,101
Trade accounts receivable		1,938,614		484,654		969,307
Trade accounts payable		(492,617)		(123,154)		(246,309)
Loans and financing		(58,145,087)		(14,536,272)		(29,072,544)
Liabilities for asset acquisitions and subsidiaries		(313,022)		(78,256)		(156,511)

Currency Risk | Derivative financial instruments

FINANCIAL INSTRUMENTS AND RISKS MANAGEMENT

Summary of sensitivity analysis

		December 31,
		2020
		Effect on profit or loss and equity
		Probable		Possible		Remote		Possible		Remote
		(base value)		(+25%)		(+50%)		(-25%)		(-50%)
		5.1967		6.4959		7.7951		3.8975		2.5984
Financial instruments derivatives
Derivative Non-Deliverable Forward (‘NDF’)		7,948		(102,756)		(205,512)		102,756		205,512
Derivative options		(780,896)		(3,386,080)		(7,232,365)		3,253,805		7,301,982
Derivative swaps		(6,503,859)		(4,436,537)		(8,873,083)		4,436,554		8,873,100

Interest rate risk | Financial instruments, excluding derivatives

FINANCIAL INSTRUMENTS AND RISKS MANAGEMENT

Summary of sensitivity analysis

		December 31,
		2020
		Effect on profit or loss and equity
				Possible		Remote
		Probable		(25%)		(50%)
CDI/SELIC
Cash and cash equivalents		115,032		546		1,093
Marketable securities		2,396,857		11,385		22,770
Loans and financing		9,715,511		46,149		92,297
TJLP
Loans and financing		1,553,635		17,673		35,345
LIBOR
Loans and financing		18,923,543		11,277		22,555

Interest rate risk | Derivative financial instruments

FINANCIAL INSTRUMENTS AND RISKS MANAGEMENT

Summary of sensitivity analysis

		December 31,
		2020
		Effect on profit or loss and equity
				Probable		Remote		Probable		Remote
		Probable		(+25%)		(+50%)		(-25%)		(-50%)
CDI
Financial instruments derivatives
Liabilities
Derivative Non-Deliverable Forward (‘NDF’)		7,948		(2,409)		(4,786)		2,442		4,916
Derivative options		(780,896)		(43,105)		(85,545)		43,800		88,323
Derivative swaps		(6,503,859)		(22,941)		(45,441)		23,367		47,086
LIBOR
Financial instruments derivatives
Liabilities
Derivative swaps		(6,503,859)		45,349		90,699		(45,364)		(90,726)

U.S. Consumer Price Index | Derivative financial instruments

FINANCIAL INSTRUMENTS AND RISKS MANAGEMENT

Summary of sensitivity analysis

		December 31,
		2020
		Impact of an increase/decrease of
		US-CPI on the fair value
		Probable		Possible		Remote
		(base value)		(25%)		(50%)
		2.16%		2.70%		3.24%
Embedded derivative in forestry partnership and standing wood supply agreements		354,900		(158,373)		(324,287)

Commodity price risk

FINANCIAL INSTRUMENTS AND RISKS MANAGEMENT

Summary of sensitivity analysis

		December 31,
		2020
		Impact of an increase/decrease of price risk
		Probable
		(base value)		Possible (25%)		Remote (50%)
VLSFO/Brent derivative		15,759		43,614		87,227

X

- Definition

The disclosure of an analysis of credit exposures using an external credit grading system. [Refer: Credit exposure; External credit grades [member]]

+ References

Reference 1: http://www.xbrl.org/2003/role/exampleRef
-Note Expiry date 2021-01-01
-Name IFRS
-Number 7
-IssueDate 2020-01-01
-Paragraph IG23
-Subparagraph a
-URI http://eifrs.ifrs.org/eifrs/xifrs-link?type=IFRS&num=7&code=ifrs-tx-2017-en-b&anchor=para_IG23_a&doctype=Implementation%20Guidance&book=b
-URIDate 2020-01-01

Reference 2: http://www.xbrl.org/2003/role/exampleRef
-Note Expiry date 2021-01-01
-Name IFRS
-Number 7
-IssueDate 2020-01-01
-Paragraph 36
-Subparagraph c
-URI http://eifrs.ifrs.org/eifrs/xifrs-link?type=IFRS&num=7&code=ifrs-tx-2017-en-b&anchor=para_36_c&doctype=Standard&book=b
-URIDate 2020-01-01

+ Details

Name:	ifrs-full_AnalysisOfCreditExposuresUsingExternalCreditGradingSystemExplanatory
Namespace Prefix:	ifrs-full_
Data Type:	nonnum:textBlockItemType
Balance Type:	na
Period Type:	duration

X

- Definition

The disclosure of an analysis of credit exposures using an internal credit grading system. [Refer: Credit exposure; Internal credit grades [member]]

+ References

Reference 1: http://www.xbrl.org/2003/role/exampleRef
-Note Expiry date 2021-01-01
-Name IFRS
-Number 7
-IssueDate 2020-01-01
-Paragraph IG23
-Subparagraph a
-URI http://eifrs.ifrs.org/eifrs/xifrs-link?type=IFRS&num=7&code=ifrs-tx-2017-en-b&anchor=para_IG23_a&doctype=Implementation%20Guidance&book=b
-URIDate 2020-01-01

Reference 2: http://www.xbrl.org/2003/role/exampleRef
-Note Expiry date 2021-01-01
-Name IFRS
-Number 7
-IssueDate 2020-01-01
-Paragraph 36
-Subparagraph c
-URI http://eifrs.ifrs.org/eifrs/xifrs-link?type=IFRS&num=7&code=ifrs-tx-2017-en-b&anchor=para_36_c&doctype=Standard&book=b
-URIDate 2020-01-01

+ Details

Name:	ifrs-full_AnalysisOfCreditExposuresUsingInternalCreditGradingSystemExplanatory
Namespace Prefix:	ifrs-full_
Data Type:	nonnum:textBlockItemType
Balance Type:	na
Period Type:	duration

X

- Definition

The disclosure of credit risk. [Refer: Credit risk [member]]

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Name IAS
-Number 1
-IssueDate 2020-01-01
-Paragraph 10
-Subparagraph e
-URI http://eifrs.ifrs.org/eifrs/xifrs-link?type=IAS&num=1&code=ifrs-tx-2020-en-r&anchor=para_10_e&doctype=Standard
-URIDate 2020-01-01

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Name IFRS
-Number 7
-IssueDate 2020-01-01
-Section Credit risk
-URI http://eifrs.ifrs.org/eifrs/xifrs-link?type=IFRS&num=7&code=ifrs-tx-2020-en-r&doctype=Standard&dita_xref=IFRS07_g35A-38_TI
-URIDate 2020-01-01

+ Details

Name:	ifrs-full_DisclosureOfCreditRiskExplanatory
Namespace Prefix:	ifrs-full_
Data Type:	nonnum:textBlockItemType
Balance Type:	na
Period Type:	duration

X

- Definition

The disclosure of derivative financial instruments. [Refer: Derivatives [member]]

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Name IAS
-Number 1
-IssueDate 2020-01-01
-Paragraph 10
-Subparagraph e
-URI http://eifrs.ifrs.org/eifrs/xifrs-link?type=IAS&num=1&code=ifrs-tx-2020-en-r&anchor=para_10_e&doctype=Standard
-URIDate 2020-01-01

+ Details

Name:	ifrs-full_DisclosureOfDerivativeFinancialInstrumentsExplanatory
Namespace Prefix:	ifrs-full_
Data Type:	nonnum:textBlockItemType
Balance Type:	na
Period Type:	duration

X

- Definition

The disclosure of detailed information about financial instruments. [Refer: Financial instruments, class [member]]

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Name IFRS
-Number 7
-IssueDate 2020-01-01
-Paragraph 31
-URI http://eifrs.ifrs.org/eifrs/xifrs-link?type=IFRS&num=7&code=ifrs-tx-2020-en-r&anchor=para_31&doctype=Standard
-URIDate 2020-01-01

Reference 2: http://www.xbrl.org/2003/role/disclosureRef
-Name IFRS
-Number 7
-IssueDate 2020-01-01
-Paragraph 7
-URI http://eifrs.ifrs.org/eifrs/xifrs-link?type=IFRS&num=7&code=ifrs-tx-2020-en-r&anchor=para_7&doctype=Standard
-URIDate 2020-01-01

Reference 3: http://www.xbrl.org/2003/role/disclosureRef
-Name IFRS
-Number 7
-IssueDate 2020-01-01
-Paragraph 35K
-URI http://eifrs.ifrs.org/eifrs/xifrs-link?type=IFRS&num=7&code=ifrs-tx-2020-en-r&anchor=para_35K&doctype=Standard
-URIDate 2020-01-01

+ Details

Name:	ifrs-full_DisclosureOfDetailedInformationAboutFinancialInstrumentsExplanatory
Namespace Prefix:	ifrs-full_
Data Type:	nonnum:textBlockItemType
Balance Type:	na
Period Type:	duration

X

- Definition

The entire disclosure for the effect of changes in foreign exchange rates.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Name IAS
-Number 21
-IssueDate 2020-01-01
-Section Disclosure
-URI http://eifrs.ifrs.org/eifrs/xifrs-link?type=IAS&num=21&code=ifrs-tx-2020-en-r&doctype=Standard&dita_xref=IAS21_g51-57_TI
-URIDate 2020-01-01

+ Details

Name:	ifrs-full_DisclosureOfEffectOfChangesInForeignExchangeRatesExplanatory
Namespace Prefix:	ifrs-full_
Data Type:	nonnum:textBlockItemType
Balance Type:	na
Period Type:	duration

X

- Definition

The entire disclosure for fair value measurement.

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Name IFRS
-Number 13
-IssueDate 2020-01-01
-Section Disclosure
-URI http://eifrs.ifrs.org/eifrs/xifrs-link?type=IFRS&num=13&code=ifrs-tx-2020-en-r&doctype=Standard&dita_xref=IFRS13_g91-99_TI
-URIDate 2020-01-01

+ Details

Name:	ifrs-full_DisclosureOfFairValueMeasurementExplanatory
Namespace Prefix:	ifrs-full_
Data Type:	nonnum:textBlockItemType
Balance Type:	na
Period Type:	duration

X

- Definition

Line items represent concepts included in a table. These concepts are used to disclose reportable information associated with domain members defined in one or many axes of the table.

+ References

No definition available.

+ Details

Name:	ifrs-full_DisclosureOfFinancialInstrumentsLineItems
Namespace Prefix:	ifrs-full_
Data Type:	xbrli:stringItemType
Balance Type:	na
Period Type:	duration

X

- Definition

The disclosure of liquidity risk. [Refer: Liquidity risk [member]]

+ References

Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
-Name IAS
-Number 1
-IssueDate 2020-01-01
-Paragraph 10
-Subparagraph e
-URI http://eifrs.ifrs.org/eifrs/xifrs-link?type=IAS&num=1&code=ifrs-tx-2020-en-r&anchor=para_10_e&doctype=Standard
-URIDate 2020-01-01

+ Details

Name:	ifrs-full_DisclosureOfLiquidityRiskExplanatory
Namespace Prefix:	ifrs-full_
Data Type:	nonnum:textBlockItemType
Balance Type:	na
Period Type:	duration

X

- Definition

The disclosure of the sensitivity analysis for types of market risk to which the entity is exposed, showing how profit or loss and equity would have been affected by changes in the relevant risk variable that were reasonably possible at that date. [Refer: Market risk [member]]

+ References

Reference 1: http://www.xbrl.org/2003/role/disclosureRef
-Name IFRS
-Number 7
-IssueDate 2020-01-01
-Paragraph 40
-Subparagraph a
-URI http://eifrs.ifrs.org/eifrs/xifrs-link?type=IFRS&num=7&code=ifrs-tx-2020-en-r&anchor=para_40_a&doctype=Standard
-URIDate 2020-01-01

+ Details

Name:	ifrs-full_SensitivityAnalysisForEachTypeOfMarketRisk
Namespace Prefix:	ifrs-full_
Data Type:	nonnum:textBlockItemType
Balance Type:	na
Period Type:	duration

X

- Definition

Tabular disclosure of the fair value measurement of assets and liabilities.

+ References

No definition available.

+ Details

Name:	suzby_DisclosureOfFairValueMeasurementOfAssetsAndLiabilitiesTableTextBlock
Namespace Prefix:	suzby_
Data Type:	nonnum:textBlockItemType
Balance Type:	na
Period Type:	duration

X

- Definition

The disclosure of a maturity analysis for derivative financial assets (liabilities), net.

+ References

No definition available.

+ Details

Name:	suzby_DisclosureOfMaturityAnalysisForDerivativeFinancialAssetsLiabilitiesNetTableTextBlock
Namespace Prefix:	suzby_
Data Type:	nonnum:textBlockItemType
Balance Type:	na
Period Type:	duration

X

- Definition

The disclosure of long and short positions of derivative financial instruments

+ References

No definition available.

+ Details

Name:	suzby_DisclosureOfPositionsOfDerivativeFinancialInstrumentsTableTextBlock
Namespace Prefix:	suzby_
Data Type:	nonnum:textBlockItemType
Balance Type:	na
Period Type:	duration

X

- Definition

The disclosure of settled derivatives.

+ References

No definition available.

+ Details

Name:	suzby_DisclosureOfSettledDerivativesTableTextBlock
Namespace Prefix:	suzby_
Data Type:	nonnum:textBlockItemType
Balance Type:	na
Period Type:	duration

X

- Definition

Tabular disclosure of quantitative information about the inputs used in the fair value measurement of assets and liabilities.

+ References

No definition available.

+ Details

Name:	suzby_FairValueInputsAssetsAndLiabilitiesQuantitativeInformationTableTextBlock
Namespace Prefix:	suzby_
Data Type:	nonnum:textBlockItemType
Balance Type:	na
Period Type:	duration

X

- Details

Name:	ifrs-full_TypesOfRisksAxis=ifrs-full_CurrencyRiskMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	ifrs-full_ClassesOfFinancialInstrumentsAxis=suzby_FinancialInstrumentsExcludingDerivativesMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	ifrs-full_ClassesOfFinancialInstrumentsAxis=ifrs-full_DerivativesMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	ifrs-full_TypesOfRisksAxis=ifrs-full_InterestRateRiskMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	ifrs-full_TypesOfRisksAxis=ifrs-full_OtherPriceRiskMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type:

X

- Details

Name:	ifrs-full_TypesOfRisksAxis=ifrs-full_CommodityPriceRiskMember
Namespace Prefix:
Data Type:	na
Balance Type:
Period Type: