NATIXIS - 2018 Registration document and annual financial report

FINANCIAL DATA Consolidated financial statements and notes

December 31, 2017 FINANCIAL ASSETS R

Transactions carried out in the period

Gains and losses recognized in the period

Reclassifications in the period

Income statement (a)

On transactions expired or redeemed during the period

On outstanding transactions at the reporting date

Gains and losses recognized directly in equity

Level 3 opening balance

Level 3 closing balance 31/12/2017

Change in consolidation scope

Other reclassifi- cations

Financial assets (in millions of euros) Financial assets at fair value through profit and loss – Trading Fixed-income securities held for trading Derivative instruments not eligible for hedge accounting (positive fair value)

Translation adjustments

Purchases/ Issues

Sales/ Redemptions From level 3 To level 3

01/01/2017

4,549

146

(101)

6,144

(6,822)

(147)

1,104

(4)

3

(74)

4,798

257

(3)

(1)

95

(70)

(122)

1

(6)

151

2,949

141

(123)

160

(1,218)

(24)

1,103

(4)

3

(1)

2,985

o/w interest rate derivatives

83

109

(8)

3

(81)

(13)

35

(4)

124

o/w currency derivatives

995

(336)

(152)

70

(101)

(3)

1,054

3

1,531

5

o/w credit derivatives

861

(63)

(0)

(30)

(4)

(1)

764

o/w equity derivatives

1,004

431

38

86

(1,007)

(5)

14

0

561

o/w other

5

0

1

5

Other financial assets held for trading Financial assets designated under the fair value option through profit or loss Fixed-income securities under the fair value option Variable-income securities under the fair value option Other financial assets under the fair value option Available-for-sale financial assets Available-for-sale securities – Equity investments Other available-for-sale securities o/w fixed-income securities o/w variable-income securities Other available-for-sale financial assets Hedging derivatives

1,344

7

23

5,841

(5,485)

(67)

1,662

2,891

72

19

2,008

(1,611)

(0)

9

(54)

3,334

1,524

7

10

735

(467)

(0)

5

(3)

1,811

756

46

(15)

41

(107)

(0)

4

724

611

19

24

1,233

(1,037)

(51)

799

(0)

0

0

3,962

1

94

187

324

(600)

(157)

143

17

21

(10)

3,982

879

(4)

97

(20)

40

(438)

0

1

21

(8)

569

3,081

6

(3)

208

280

(161)

(157)

143

17

(0)

(2)

3,410

2,977

(2)

(7)

204

84

(147)

(157)

39

6

(0)

2,997

104

8

4

3

196

(14)

104

10

0

(1)

414

1

(1)

3

(1)

3

TOTAL FINANCIAL ASSETS RECORDED AT FAIR VALUE 11,401

219

13

187

8,427

(8,984)

(304)

1,246

22

24

(138)

12,114

The main impacts recognized in the income statement are mentioned in Note 7.3. (a)

321

Natixis Registration Document 2018