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FINANCIAL INSTRUMENTS AND RISKS MANAGEMENT (Tables)

12 Months Ended

Dec. 31, 2024

Disclosure of detailed information about financial instruments [abstract]

Schedule of financial instruments by category

All transactions with financial instruments are recognized for accounting purposes and classified in the following categories:

			Note						12/31/2024						12/31/2023
Assets
Amortized cost
Cash and cash equivalents			5						9,018,818						8,345,871
Marketable securities			6
Trade accounts receivable			7						9,132,860						6,848,454
Other assets (1)									628,275						737,222
									18,779,953						15,931,547
Fair value through other comprehensive income
Investments			14.1						1,138,066						23,606
									1,138,066						23,606
Fair value through profit or loss
Derivative financial instruments			4.5.1						3,887,100						4,430,454
Marketable securities			6						13,363,511						13,267,286
									17,250,611						17,697,740
									37,168,630						33,652,893
Liabilities
Amortized cost
Trade accounts payable			17						6,033,285						5,572,219
Loans, financing and debentures			18.1						101,435,531						77,172,692
Lease liabilities			19.2						6,972,915						6,243,782
Liabilities for assets acquisitions and subsidiaries			23						120,490						187,187
Dividends and interests on own capital payable									2,200,917						1,316,528
Other liabilities (1)									143,330						116,716
									116,906,468						90,609,124
Fair value through profit or loss
Derivative financial instruments			4.5.1						10,454,820						2,436,072
									10,454,820						2,436,072
									127,361,288						93,045,196
									90,192,658						59,392,303

(1)Does not include items not classified as financial instruments.

Summary of estimated fair value of loans and financing

The estimated fair values of loans and financing are set forth below:

			Yield used to discount/methodology						12/31/2024						12/31/2023
Quoted in the secondary market
In foreign currency
Bonds			Secondary Market						48,734,909						38,703,379
Estimated present value
In foreign currency
Export credits (“Prepayment”)			SOFR						22,740,891						17,783,760
Assets Financing			SOFR						422,115						278,107
ECA - Export Credit Agency			SOFR						864,202
IFC - International Finance Corporation			SOFR						6,261,715						3,198,761
Panda Bonds - CNH			Fixed						951,125
In local currency
BNDES – TJLP			DI 1						171,109						215,458
BNDES – TLP			DI 1						3,275,012						2,712,762
BNDES – Fixed			DI 1												3,903
BNDES – TR			DI 1						33,466
BNDES – Selic (“Special Settlement and Custody System”)			DI 1						645,139						686,798
BNDES – UMBNDES			DI 2						106,966
Assets Financing			DI 1						60,566						75,622
Debentures			DI 1/IPCA						12,002,992						8,881,277
NCE (“Export Credit Notes”)			DI 1						108,308						110,396
NCR (“Rural Credit Notes”)			DI 1						2,424,457						2,228,806
Export credits (“Prepayment”)			DI 1												824,035
									98,802,972						75,703,064

Schedule of contractual maturities of financial liabilities

																																	12/31/2024
			Book value						Undiscounted cash flow						Up to 1 year						1 - 2 years						2 - 5 years						More than 5 years
Liabilities
Trade accounts payables			6,033,285						6,033,285						6,033,285
Loans, financing and debentures			101,435,531						142,028,543						13,599,011						14,235,170						50,858,667						63,335,695
Lease liabilities			6,972,915						12,099,294						1,302,590						1,176,832						3,094,493						6,525,379
Liabilities for asset acquisitions and subsidiaries			120,490						146,082						23,425						22,400						100,257
Derivative financial instruments			10,454,820						13,878,150						1,676,180						957,540						1,489,357						9,755,073
Dividends and interests on own capital payable			2,200,917						2,200,917						2,200,917
Other liabilities			143,330						143,330						60,892						82,438
			127,361,288						176,529,601						24,896,300						16,474,380						55,542,774						79,616,147

																																	12/31/2023
			Book value						Undiscounted cash flow						Up to 1 year						1 - 2 years						2 - 5 years						More than 5 years
Liabilities
Trade accounts payables			5,572,219						5,572,219						5,572,219
Loans, financing and debentures			77,172,692						105,526,852						7,648,237						12,983,542						31,355,362						53,539,711
Lease liabilities			6,243,782						11,021,519						1,172,568						1,045,795						2,743,793						6,059,363
Liabilities for asset acquisitions and subsidiaries			187,187						215,891						94,948						18,314						87,520						15,109
Derivative financial instruments			2,436,072						2,801,258						66,433						1,278,953						1,191,014						264,858
Dividends and interests on own capital payable			1,316,528						1,316,528						1,316,528
Other liabilities			116,716						116,716						58,955						57,761
			93,045,196						126,570,983						15,929,888						15,384,365						35,377,689						59,879,041

Analysis of credit exposures using internal credit grading system

The risk classification of trade accounts receivable is set forth below:

						Consolidated
						12/31/2024						12/31/2023
Low (1)						8,899,516						6,549,975
Average (2)						174,048						156,883
High (3)						89,596						173,558
						9,163,160						6,880,416

1) Current and overdue up 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

The book value of financial assets representing exposure to credit risk is set forth below:

						Consolidated
						12/31/2024						12/31/2023
Cash and cash equivalents						9,018,818						8,345,871
Marketable securities						13,363,511						13,267,286
Derivative financial instruments (1)						3,887,100						4,199,982
						26,269,429						25,813,139

1) Does not include the derivative embedded in a forest partnership agreement for the supply of standing wood, which is not a transaction with a financial institution.

Analysis Of Credit Exposures Using External Credit Grading System Explanatory

The counterparties, mainly financial institutions, with whom the transactions are performed classified under cash and cash equivalents, marketable securities and derivatives financial instruments, are rated by the main ratings agencies. The risk ratings are set forth below:

						Cash and cash equivalents and marketable securities												Derivative financial instruments
						12/31/2024						12/31/2023						12/31/2024						12/31/2023
Risk rating (1)
AAA																		232,908						878,241
AA-																		286,906						1,007,537
A+																		148,029						136,864
A																								55,547
brAAA						20,830,651						20,856,072						2,747,948						1,682,513
brAA+						658,880						511,589												439,280
brAA						755						6,565
brAA-						19						2,169
brA						31,504
brBBB-						3						3
brBB						710						1,132
brBB-						750,359						385						156,450
Others						109,448						235,242						314,859
						22,382,329						21,613,157						3,887,100						4,199,982

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

Schedule of net exposure of assets and liabilities in foreign currency

The assets and liabilities that are exposed to foreign currency, substantially in US$, are set forth below:

			12/31/2024						12/31/2023
Assets
Cash and cash equivalents			6,496,039						6,432,557
Marketable securities			70,255						7,378,277
Trade accounts receivable			7,090,160						5,049,609
Derivative financial instruments			3,887,100						3,070,594
			17,543,554						21,931,037
Liabilities
Trade accounts payable			(1,350,763)						(1,625,011)
Loans and financing			(83,004,915)						(61,304,673)
Liabilities for asset acquisitions and subsidiaries			(93,308)						(127,598)
Derivative financial instruments			(10,448,379)						(1,867,882)
			(94,897,365)						(64,925,164)
			(77,353,811)						(42,994,127)

Summary of sensitivity analysis

The following table set forth the potential impacts at their absolute amounts:

			12/31/2024
			Effect on profit or loss
			Probable (base value)						Possible (25%)						Remote (50%)
Cash and cash equivalents			6,496,039						1,624,010						3,248,020
Marketable securities			70,255						17,564						35,128
Trade accounts receivable			7,090,160						1,772,540						3,545,080
Trade accounts payable			(1,350,763)						(337,691)						(675,382)
Loans and financing			(83,004,915)						(20,751,229)						(41,502,458)
Liabilities for asset acquisitions and subsidiaries			(93,308)						(23,327)						(46,654)

The following table set out the possible impacts assuming these scenarios:

			12/31/2024
			Effect on profit or loss
			Probable (base value)						Possible 25%						Remote 50%
Dollar/Real
Derivative financial instruments
Derivative options			(4,328,970)						(9,226,995)						(19,121,860)
Derivative swaps			(1,843,087)						(2,604,422)						(4,992,835)
Derivative Non-Deliverable Forward (‘NDF’) Contracts			(331,876)						(896,742)						(1,788,477)
Embedded derivatives			(80,759)						(183,663)						(367,326)
Commodity Derivatives			16,973						4,236						8,478

The following table set forth the possible impacts assuming these scenarios in absolute amounts:

			12/31/2024
			Effect on profit or loss
			Probable						Possible (25%)						Remote (50%)
CDI/SELIC
Cash and cash equivalents			2,422,308						73,578						147,155
Marketable securities			13,293,256						403,783						807,565
Loans and financing			9,290,595						282,202						564,404
TJLP/TLP
Loans and financing			202,961						3,770						7,540
SOFR
Loans and financing			28,534,005						320,294						640,588

The following table sets out the possible impacts of these assumed scenarios:

12/31/2024

Effect on profit or loss

Probable

Probable 25%

Remote 50%

CDI

Derivative financial instruments

Liabilities

Derivative options

(4,328,970)

(943,363)

(1,868,091)

Derivative swaps

(1,843,087)

(91,012)

(178,459)

SOFR

Derivative financial instruments

Liabilities

Derivative swaps

(1,843,087)

(136,036)

(261,559)

The following table sets out the possible impacts, assuming these scenarios in absolute amounts:

12/31/2024

Effect on profit or loss

Probable (base value)

Possible (25%)

Remote (50%)

Embedded derivative in a commitment to purchase standing wood, originating from a forest partnership agreement

(80,759)

(32,607)

(66,859)

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

The yield curves used to calculate the fair value as of December 31, 2024 are as set forth below:

Interest rate curves

Term

Brazil (1)

United States of America (2)

US Dollar coupon (1)

1M

12.15% p.a

4.33% p.a

8.46% p.a

6M

14.19% p.a

4.25% p.a

6.37% p.a

1Y

15.41% p.a

4.17% pa.

6.41% p.a

2Y

15.94% p.a

4.16% p.a

6.29% p.a

3Y

15.89% p.a

4.21% pa.

6.22% p.a

5Y

15.60% p.a

4.36% p.a

6.41% p.a

10Y

14.96% p.a

4.88% p.a

7.31% p.a

1) Source: B3

2) Source: Bloomberg

Schedule of derivatives by type of contract

The positions of outstanding derivatives are set forth below:

						Notional value, net in U.S.$												Fair value in R$
						12/31/2024						12/31/2023						12/31/2024						12/31/2023
Instruments as part of cash flow protection strategy
Cash flow hedge
Zero Cost Collar						6,852,200						4,500,200						(4,328,970)						1,968,337
NDF (R$ x US$)						581,000						505,000						(331,876)						162,776
NDF (€ x US$)												262,088												100,362
Debt hedges
Swap SOFR to Fixed (US$)						1,973,705						2,555,626						394,129						741,492
Swap IPCA to CDI (notional in Brazilian Reais)						8,128,395						4,274,397						(825,899)						47,645
Swap CNH to Fixed (US$)						165,815												(6,440)
Swap CDI x Fixed (US$)						909,612						1,025,000						(776,261)						(1,081,964)
Pre-fixed Swap R$ to US$ (US$)												200,000												(203,045)
Swap CDI x SOFR (US$)						610,171						125,000						(590,764)						25,774
Swap SOFR to SOFR (US$)						150,961						150,961						(37,850)						(16,615)
Commodity Hedge
Swap US$ e US-CPI (1)						138,439						131,510						(80,759)						230,471
Zero Cost Collar (Brent)						163,941						163,100						6,097						(3,148)
Swap VLSFO/Brent						39,706						142,794						10,873						22,297
																		(6,567,720)						1,994,382
Current assets																		1,006,427						2,676,526
Non-current assets																		2,880,673						1,753,928
Current liabilities																		(2,760,273)						(578,763)
Non-current liabilities																		(7,694,547)						(1,857,309)
																		(6,567,720)						1,994,382

(1)The embedded derivative refers to a swap contract for the sale of price variations in US$ and US-CPI within the term of a forest partnership with a standing wood supply contract.

Schedule of fair value by maturity

			12/31/2024						12/31/2023
2025			(1,753,846)						2,097,763
2026			(1,699,768)						233,072
2027			(36,905)						(574,871)
2028 onwards			(3,077,201)						238,418
			(6,567,720)						1,994,382

Schedule of long and short positions of outstanding derivatives

The outstanding derivatives positions are set forth below:

												Notional value												Fair value in R$
						Currency						12/31/2024						12/31/2023						12/31/2024						12/31/2023
Debt hedges
Assets
Swap CDI to Fixed						US$						4,748,394						3,898,011						1,482,759						223,776
Swap Pre-Fixed to US$						US$												738,800
Swap SOFR to Fixed						US$						1,973,705						2,555,626						424,824						1,104,984
Swap IPCA to CDI						R$						8,382,699						4,320,471						927,586						161,542
Swap CDI to SOFR						US$						3,117,625						644,850						754,173						32,560
Swap CNH to Fixed						CNH						1,200,000
Swap SOFR to SOFR						US$						150,961						150,961						4,949						6,681
																								3,594,291						1,529,543
Liabilities
Swap CDI to Fixed						US$						909,612						1,025,000						(2,259,020)						(1,305,740)
Swap Pre-Fixed to US$						US$												200,000												(203,045)
Swap SOFR to Fixed						US$						1,973,705						2,555,626						(30,695)						(363,492)
Swap IPCA to CDI						R$						8,128,395						4,274,397						(1,753,485)						(113,897)
Swap CDI to SOFR						US$						610,171						125,000						(1,344,937)						(6,786)
Swap CNH to Fixed						CNH						165,815												(6,440)
Swap SOFR to SOFR						US$						150,961						150,961						(42,799)						(23,296)
																								(5,437,376)						(2,016,256)
																								(1,843,085)						(486,713)
Cash flow hedge
Zero Cost Collar (US$ x R$)						US$						6,852,200						4,500,200						(4,328,970)						1,968,337
NDF (R$ x US$)						US$						581,000						505,000						(331,876)						162,776
NDF (€ x US$)						US$												262,088												100,362
																								(4,660,846)						2,231,475
Commodity hedge
Swap US-CPI (standing wood) (1)						US$						138,439						131,510						(80,759)						230,471
Zero Cost Collar (Brent)						US$						163,941						163,100						6,097						(3,148)
Swap VLSFO/Brent						US$						39,706						142,794						10,873						22,297
																								(63,789)						249,620
																								(6,567,720)						1,994,382

(1)The embedded derivative refers to the swap contracts for selling price variations in US$ and the US-CPI in forest partnership with a standing wood supply contract.

Schedule of fair value settled derivatives

The settled derivatives positions are set forth below:

			12/31/2024						12/31/2023
Cash flow hedge
Zero Cost Collar (R$ x US$)			645,759						2,987,953
NDF (R$ x US$)			(68,695)						155,458
NDF (€ x US$)			73,781						84,332
			650,845						3,227,743
Commodity Hedge			89,327						80,516
Swap VLSFO/other			89,327						80,516
Debt hedges
Swap CDI to Fixed (US$)			(1,635,058)						(438,417)
Swap IPCA to CDI (Brazilian Reais)			(59,243)						256,683
Swap IPCA to Fixed (US$)									21,139
Swap Pre-Fixed to US$			(221,462)						(104,827)
Swap SOFR to SOFR			2,199
Swap CDI to SOFR (US$)			19,074						7,729
Swap SOFR to Fixed (US$)			603,737						508,720
			(1,290,753)						251,027
			(550,581)						3,559,286

Disclosure of Fair Value Hierarchy

For the year ended December 31, 2024, there were no changes between the levels of hierarchy and no transfers between levels 1, 2 and 3.

																								12/31/2024
						Level 1						Level 2						Level 3						Total
Assets
At fair value through profit or loss
Derivative financial instruments												3,887,100												3,887,100
Marketable securities						1,203,776						12,159,735												13,363,511
						1,203,776						16,046,835												17,250,611
At fair value through other comprehensive income
Other investments (note 14.1)																		1,138,066						1,138,066
																		1,138,066						1,138,066
Biological assets																		22,283,001						22,283,001
																		22,283,001						22,283,001
Total assets						1,203,776						16,046,835						23,421,067						40,671,678
Liabilities
At fair value through profit or loss
Derivative financial instruments												10,454,820												10,454,820
												10,454,820												10,454,820
												10,454,820												10,454,820

															12/31/2023
			Level 2						Level 3						Total
Assets
At fair value through profit or loss
Derivative financial instruments			4,430,454												4,430,454
Marketable securities			13,267,286												13,267,286
			17,697,740												17,697,740
At fair value through other comprehensive income
Other investments - (note 14.1)									23,606						23,606
									23,606						23,606
Biological assets									18,278,582						18,278,582
									18,278,582						18,278,582
Total assets			17,697,740						18,302,188						35,999,928
Liabilities
At fair value through profit or loss
Derivative financial instruments			2,436,072												2,436,072
			2,436,072												2,436,072
Total liabilities			2,436,072												2,436,072

X

- Definition

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

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

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Reference 1: http://www.xbrl.org/2009/role/commonPracticeRef
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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]]

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