NATIXIS - 2018 Registration document and annual financial report

FINANCIAL DATA Consolidated financial statements and notes

Breakdown of financial assets and liabilities by contractual maturity 8.18 The table below presents the balances of financial assets and Likewise, delinquencies and non-performing loans are deemed to liabilities by contractual maturity in the balance sheet. have a “perpetual” maturity.

Variable-income assets, derivative financial instruments for trading and hedging purposes as well as revaluations of components hedged or unhedged by financial assets and liabilities are considered as having a “perpetual” maturity.

The technical provisions of insurance companies, which, for the most part are equivalent to demand deposits, are not shown in the table below.

31/12/2018

Assets (in billions of euros)

Less than 1 month

1 to 3 months 3 months to 1 year

1 to 5 years

Over 5 years

Undated

Total

Cash and amounts due from central banks

24

24

Assets at fair value through profit and loss—excluding trading derivatives

0

0

0

2

1

153

157

Derivative instruments not eligible for hedge accounting

57

57

Hedging derivatives

0

0

Financial assets at fair value through other comprehensive income

1

1

1

5

3

0

11

Loans and receivables due from banks

7

1

10

8

1

0

27

Customer loans and receivables

15

5

7

26

13

4

69

Debt instruments at amortized cost

0

0

0

0

0

0

1

5

Revaluation adjustment on portfolios hedged against interest rate risk

TOTAL

48

6

19

41

19

215

347

Assets (in billions of euros)

Insurance business investments

Less than 1 month

1 to 3 months 3 months to 1 year

1 to 5 years

Over 5 years

Undated

Total

Assets at fair value through profit and loss—excluding trading derivatives

0

0

0

1

1

21

22

Available-for-sale financial assets

0

1

2

14

21

10

48

Loans and receivables

0

13

13

Held-to-maturity financial assets

0

0

0

0

1

TOTAL

0

1

2

15

22

44

85

31/12/2018

3 months to 1 year

Liabilities (in billions of euros)

Less than 1 month

1 to 3 months

1 to 5 years

Over 5 years

Undated

Total

Due to central banks

0

0

Financial liabilities at fair value through profit or loss

2

0

1

6

14

128

151

o/w repurchase agreements

1

0

1

3

12

91

109

Secured debt

0

0

2

1

33

37

o/w senior debt

Unsecured debt

0

0

0

0

0

4

5

o/w senior debt

Covered bonds Trading derivatives

57

57

Hedging derivatives

1

1

Amounts due to credit institutions

20

15

9

24

2

4

73

o/w repurchase agreements

4

1

0

1

3

0

9

Amounts due to customers

22

5

6

1

1

0

36

Debt securities

6

13

13

1

1

35

o/w secured debt

Covered bonds

1

Subordinated debt

4

4

FINANCIAL LIABILITIES BY MATURITY

50

34

29

32

17

195

358

FINANCING COMMITMENTS GIVEN

2

5

8

30

5

50

GUARANTEE COMMITMENTS GIVEN

3

3

7

16

1

30

343

Natixis Registration Document 2018

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