NATIXIS - 2018 Registration document and annual financial report
FINANCIAL DATA Consolidated financial statements and notes
Financial assets and liabilities at fair value: transfers between fair value levels 8.5.3 December 31, 2018 FINANCIAL ASSETS R
At December 31, 2018
From
Level 1
Level 2
Level 2
Level 3
Level 3
To
Level 2
Level 1
Level 3
Level 1
Level 2
(in millions of euros)
Financial assets at fair value through profit or loss
111
235 150 150
322
206
Financial assets held for trading
89 89
14 14
o/w debt instruments in the form of securities
o/w equity instruments Derivative instruments not eligible for hedge accounting (positive fair value)
23
85
148
206
o/w interest rate derivatives o/w currency derivatives o/w equity derivatives (a)
17
178
17
85
131
28
o/w other
6
5
Financial instruments to be valued at fair value through profit or loss
160 160
o/w debt instruments in the form of securities Financial assets at fair value through equity o/w equity instruments o/w debt instruments in the form of securities
361
205
361
205
o/w loans and receivables Of which €131 million relating to structured derivatives indexed to shares traded in Asia (see key events) transferred to Level 3 of the fair value (a) hierarchy (see Note 8.5).
FINANCIAL LIABILITIES R
At December 31, 2018
From
Level 1
Level 2
Level 2
Level 3
Level 3
To
Level 2
Level 1
Level 3
Level 1
Level 2
(in milions of euros)
Financial liabilities held for trading
41
56
14
176
Derivative instruments not eligible for hedge accounting (negative fair value)
41
56
13
176
o/w interest rate derivatives o/w currency derivatives
9
1
154
o/w credit derivatives o/w equity derivatives
2
34
55
3
18
o/w other
7
1
Financial liabilities designated under the fair value option o/w other financial liabilities under the fair value option
1 1
323
Natixis Registration Document 2018
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