NATIXIS - 2018 Registration document and annual financial report
FINANCIAL DATA Consolidated financial statements and notes
Financial assets and liabilities at fair value measured using level 3 of the fair value hierarchy 8.5.1 December 31, 2018 FINANCIAL ASSETS ■
Gains and losses recognized in the period
Transactions carried out in the period
Reclassifications in the period
Income statement
On transa- ctions expired or redeemed during the period
On out- standing transa- ctions at the reporting date
Gains and losses reco- gnized directly in equity
Level 3 closing balance at 31/12/2017
Level 3 opening balance
Reclassi- fications and restate- ments
Change in consoli-
Level 3 closing balance
Transla- tion
Purcha- ses/ Issues
Sales/ Redemp- tions
Other reclassi- fications
01/01/2018
From level 3 To level 3
adjus- tments
Financial assets (in millions of euros)
Impact of change
dation scope
31/12/2018
IFRS 9
IAS 39
Financial assets held for trading o/w debt instruments in the form of securities
151
2,448
0
2,598
60
88
0
7,550 (7,482)
(0)
14
(0)
0
61
2,889
151
(12)
0
139
(68)
1
0
56
(68)
(0)
14
(0)
0
2
75
o/w loans and receivables
0
2,460
0
2,460
128
87
0
7,493 (7,413)
0
0
0
0
59
2,814
Derivative instruments not eligible for hedge accounting (positive fair value)
5
2,981
(11)
0
2,970
(38)
(129)
0
172
(366)
(206)
148
(2)
0
0
2,548
o/w interest rate derivatives
124
(10)
0
114
30
1
0
1
(41)
(0)
17
0
0
0
122
o/w currency derivatives o/w credit derivatives o/w equity derivatives (a)
1,527
(1)
0
1,526
(44)
(33)
0
78
(49)
(178)
0
0
0
0
1,299
764
0
0
764
39
(71)
0
1
(8)
0
0
0
0
0
725
561
0
0
561
-63
(21)
0
91
(267)
(28)
131
(2)
0
0
402
o/w other
5
0
0
5
0
(5)
0
0
0
0
0
0
0
0
0
Other financial assets held for trading Financial instruments to be valued at fair value through profit or loss
1,662 (1,662)
0
0
0
0
0
0
0
0
0
0
0
0
0
0
1,448
0
1,448
94
21
(0)
183
(427)
(0)
160
8
0
4
1,490
o/w equity instruments
0
1,033
0
1,033
46
(1)
(0)
54
(166)
(0)
0
(392)
0
4
577
o/w debt instruments in the form of securities
0
358
0
358
47
22
0
105
(230)
0
160
401
0
0
862
o/w loans and receivables
0
57
0
57
1
0
0
24
(31)
0
0
0
0
0
51
Financial assets designated under the fair value option o/w debt instruments in the form of securities
1,873 (1,850)
0
22
0
0
0
0
(23)
0
0
0
0
0
0
350
(329)
0
21
0
0
0
0
(21)
0
0
0
0
0
0
o/w equity instruments o/w loans and receivables
724
(724)
0
0
0
0
0
0
0
0
0
0
0
0
0
799
(797)
0
2
0
0
0
0
(2)
0
0
0
0
0
0
Financial assets at fair value through equity
0
74
0
74
0
0
(16)
6
(16)
0
0
(0)
0
0
48
o/w equity instruments
0
68
0
68
0
0
(10)
6
(16)
0
0
(0)
0
0
48
o/w debt instruments in the form of securities
0
6
0
6
0
0
(6)
0
0
0
0
0
0
0
0
o/w loans and receivables Available-for-sale financial assets TOTAL FINANCIAL ASSETS RECORDED AT FAIR VALUE
427
(427)
0
0
0
0
0
0
0
0
0
0
0
(0)
0
7,094 6,975 The impact of the transfer to Level 3 of the fair value hierarchy of equity derivatives traded in Asia (see key events) amounted to €130 million at (a) December 31, 2018. 19 0 7,113 115 (20) (16) 7,909 (8,313) (206) 322 6 0 66
319
Natixis Registration Document 2018
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