NATIXIS -2020 Universal Registration Document

FINANCIAL DATA Consolidated financial statements and notes

7.3.2

Financial liabilities

31/12/2020

31/12/2019*

Gross amount of financial liabilities offset in the balance sheet

Gross amount of financial assets offset in the balance sheet

Net amount of financial liabilities recognized in

Net amount of financial liabilities recognized in the balance sheet

Gross amount of financial liabilities offset in the balance sheet

Gross amount of financial assets offset in the balance sheet

the balance sheet

(a)

(b)

(c) = (a) - (b)

(in millions of euros)

(a)

(b)

(c) = (a) - (b)

Financial liabilities designated at fair value through profit or loss

162,866 52,454 110,412

17,705

145,161

203,577 86,934 116,643

47,826 27,216 20,610

155,751

Derivatives

2,556

49,897 95,263

59,718 96,032

Repurchase agreements

15,149

Hedging derivatives

548

23

525

3,118 7,988 7,988

2,491 1,100 1,100

626

Amounts due to credit institutions

14,186 14,186

5,057 5,057

9,129 9,129

6,888 6,888

Repurchase agreements Amounts due to customers Repurchase agreements

17 17

0 0

17 17

121 121

121 121

TOTAL

177,618

22,785

154,833

214,804

51,418

163,386

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

31/12/2020

31/12/2019*

Net amount of financial liabilities recognized in the balance sheet

Net amount of financial liabilities recognized in the balance sheet

5

Impact of master netting or similar arrange- ments*

Impact of master netting or similar arrange- ments (a)

Guarantees given in the form of Cash

Guarantees given in the form of Cash

Net exposure

Net exposure

(c)

(d)

(f) (g) = (c) - (d) - (f)

(in millions of euros)

(c)

(d)

(f)

(g) = (c) - (d) - (f)

Derivatives

50,423 35,430 10,805

4,188 60,345 41,151 132 103,041 99,904

9,960

9,233 3,124

Repurchase agreements

104,410 104,277

0

14

TOTAL

154,833 139,707 10,806

4,320 163,386 141,055 9,974

12,358

Including guarantees given in the form of securities. (a) Amounts non restated in relation to the financial statements published in 2019 (see Note 5.4). *

315

www.natixis.com

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020