NATIXIS - 2018 Registration document and annual financial report
5 FINANCIAL DATA
Consolidated financial statements and notes
December 31, 2017 FINANCIAL ASSETS R
At December 31, 2017
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 held for trading
413 399 233 166
333 326 239
1,104
147 122 122
Securities held for trading
1 1
o/w fixed-income securities o/w variable-income securities
86
Derivative instruments not eligible for hedge accounting (positive fair value)
15
8
1,103
24 13
o/w interest rate derivatives o/w currency derivatives
35
1,054
3 4 5
o/w credit derivatives o/w equity derivatives
10
7 1
14
o/w other
5
Other financial assets held for trading Financial assets designated under the fair value option
2 2 2
0 0 0 0
Securities under the fair value option
o/w fixed-income securities o/w variable-income securities
Other financial assets under the fair value option Hedging derivatives (assets) Available-for-sale financial assets Available-for-sale securities – Equity investments Other available-for-sale securities
209
695
143
157
209 209
689 689
143
157 157
o/w fixed-income securities o/w variable-income securities
39
104
Other available-for-sale financial assets
6
FINANCIAL LIABILITIES R
At December 31, 2017
From
Level 1
Level 2
Level 2
Level 3
To
Level 2
Level 1
Level 3
Level 2
(in millions of euros)
Financial liabilities held for trading Securities issued for trading purposes
15
92 69
1,335
55
7
Derivative instruments not eligible for hedge accounting (negative fair value)
6
23
1,335
55 27
o/w interest rate derivatives o/w currency derivatives
30
1,279
2 1
o/w credit derivatives o/w equity derivatives
6 2
23
25
25
o/w other
0
Other financial liabilities held for trading Financial liabilities designated under the fair value option
51 51
Securities under the fair value option
Other financial liabilities under the fair value option Hedging derivatives (liabilities)
324
Natixis Registration Document 2018
Made with FlippingBook HTML5