NATIXIS -2020 Universal Registration Document

5 FINANCIAL DATA

Consolidated financial statements and notes

Derivatives not eligible for hedge accounting 7.1.3 Derivative financial instrumentsnot eligible for hedge accountingare classifiedas held for trading, irrespectiveof the period over which they are expected to be held.

31/12/2020

31/12/2019*

Notional

Assets

Liabilities

(in millions of euros)

Notional

Assets

Liabilities

Organized market

343,177 269,680

993 502

622 250

440,421 335,787

1,260

918 215

Interest rate derivatives Currency derivatives

343

583

60

Equity derivatives Credit derivatives Other contracts

72,139

491

372

103,030

916

703

0

1

0

775

1,544

Over-the-counter

6,044,952 4,902,693

52,672 37,895

49,276 32,749 10,585

4,885,215 3,671,207

51,532 39,816

50,472 36,625

Interest rate derivatives* Currency derivatives*

911,861 103,966 45,077 81,354

9,715 3,042

952,824 139,702 30,034 91,448

8,167 2,452

8,288 4,140

Equity derivatives Credit derivatives Other contracts

3,892 1,062

830

602 494

818 600

1,190

988

TOTAL

6,388,129 1,657,537 4,146,948

53,664 36,963

49,897 36,432

5,325,636 1,675,240 2,933,498

52,792 33,365 12,371

51,390 31,022 14,177

O/w banks*

o/w other financial companies

8,481

9,618

Amounts restated in relation to the financial statements published in 2019 (see Note 5.4). *

The notional amounts of derivative financial instruments are merely an indication of the volume of the Group’s business on the financial instruments market, and do not reflect the market risks associated with such instruments.

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020