NATIXIS - 2018 Registration document and annual financial report

5 FINANCIAL DATA

Consolidated financial statements and notes

AT DECEMBER 31, 2017 R

31/12/2017

Securitization

Asset management

Structured Financing

Other activities

Total

(in millions of euros)

Financial assets at fair value through profit or loss

115

9,368

901

308

10,693

Trading derivatives

9

227

65

308

608

Trading instruments (excluding derivatives)

85

4,077

624

1

4,787

Financial instruments measured using the fair value option

21

5,065

213

-

5,298

Available-for-sale financial assets

841

2,876

15

40

3,771

Loans and receivables

3,605

1,784

12,495

995

18,879

Held-to-maturity financial assets

-

-

-

-

-

Other assets

4

38

39

27

109

TOTAL ASSETS

4,565

14,066

13,450

1,371

33,452

Financial liabilities at fair value through profit or loss (derivatives)

54

237

499

37

828

Provisions

-

1

3

1

5

TOTAL LIABILITIES

54

238

503

38

832

Financing commitments given

4,457

488

2,091

530

7,567

Guarantee commitments given

167

5,881

2,057

4

8,109

Guarantees received

-

1

2,807

263

3,070

Notional amount of sales of options and CDS

425

286

2,380

922

4,013

MAXIMUM EXPOSURE TO RISK OF LOSS

9,614

20,720

17,168

2,565

50,066

SIZE OF STRUCTURED ENTITIES

92,996

192,081

61,831

1,258

348,166

For Asset Management entities, guarantees given correspond to capital and/or performance guarantees given to mutual funds (see Note 5.1.3) . Non-consolidated structured entities 5.3 in which Natixis is involved only as a sponsor With respect to information that must be disclosed under IFRS 12, Natixis sponsors a structured entity when the two following indicators are both met: Natixis is involved in the creation and structuring of the a structured entity; Natixis contributes to the entity’s success by transferring a assets to it or by managing the structured entity’s relevant activities.

Where Natixis’ participation is simply as an advisor, arranger, custodian or placement agent, the structured entity is presumed not to be sponsored by Natixis. Natixis plays the role of sponsor for: mutual funds initiated by a Natixis management company and a in which Natixis holds no stake nor any other interest. Reported income includes management and incentive fees received by Natixis, as well as profits and losses resulting from ongoing transactions with these funds; a US activity consisting of originating and selling real estate a loans to securitization vehicles, created by Natixis with third parties and in which Natixis holds no interest. Reported income includes structuring fees as well as capital gains and losses on the assignment of receivables.

AT DECEMBER 31, 2018 R

31/12/2018

31/12/2017

Asset management

Asset management

(in millions of euros)

Securitization

Total

Securitization

Total

Revenues drawn from the entities

154

154

184

184

Revenues net of interest

0

0

2

2

Revenues net of fees and commissions Net gains or losses on instruments at fair value through profit or loss Carrying value of the assets transferred from the entity during the year*

148

148

178

178

5

5

5

5

1,181 2,365 The carrying value of assets transferred to these vehicles corresponds to assets sold by Natixis during 2018 and 2017, where the information on * the sold amounts by all investors is not available. - 1,181 2,365 -

Financial support to structured entities 5.4 Natixis did not grant any financial support to consolidated or non-consolidated structured entities.

276

Natixis Registration Document 2018