NATIXIS - 2018 Registration document and annual financial report

5 FINANCIAL DATA

Consolidated financial statements and notes

FINANCIAL LIABILITIES ■

Gains and losses recognized in the period

Transactions carried out in the period

Reclassifications in the period

Income statement

On transa ctions

On outstan- ding transa- ctions at the reporting date

Level 3 opening balance

expired or rede- emed during the period

Gains and losses recognized directly in equity

Level 3 closing balance at 31/12/2017 IAS 39

Level 3 closing balance at 31/12/N

Change in consolidation scope

at 01.01.2018

Sales/ Redem- ptions

Other reclassi- fications

Purchases/ Issues

From level 3 To level 3

Translation adjustments

Reclas- sification

Impact of change

Financial liabilities (in millions of euros)

IFRS 9

Derivative instruments not eligible for hedge accounting (negative fair value)

1,945

(11)

0

1,934

471

(482)

0

454

(162)

(176)

13

2

0

0

2,054

o/w interest rate derivatives

197

(9)

0

187

(50)

(3)

0

50

(1)

(1)

9

0

0

0

192

o/w currency derivatives o/w credit derivatives o/w equity derivatives

1,172

0

0

1,172

13

(18)

0

47

(17)

(154)

0

0

0

0

1,042

326

0

0

326

20

(142)

0

49

(0)

(2)

0

0

0

0

251

251

(1)

0

250

491

(319)

0

308

(147)

(18)

3

2

0

0

569

o/w other

0

0

0

0

(3)

0

0

0

3

-

0

0

0

0

0

Other financial liabilities held for trading

0

1,097

0

1,097

38

(78)

0

1,138 (1,019)

-

0

0

0

0

1,176

Financial liabilities under the fair value option through profit or loss

1,469 (1,097)

0

373

(15)

1

0

11

(190)

-

1

0

4

1

185

o/w securities under the fair value option 373

0

0

373

(14)

1

0

11

(190)

-

1

0

0

1

182

o/w other financial liabilities under the fair value option

1,097 (1,097)

0

0

(1)

0

0

0

0

-

0

0

4

0

3

TOTAL FINANCIAL LIABILITIES RECOGNIZED AT FAIR VALUE

3,414

(11)

0

3,404

495

(559)

0

1,602 (1,370)

(176)

14

2

4

1

3,415

320

Natixis Registration Document 2018

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