NATIXIS -2020 Universal Registration Document

5 FINANCIAL DATA

Consolidated financial statements and notes

7.4.2

Equity instruments at fair value through other comprehensive income

31/12/2020

31/12/2019

Dividends recognized over the period

Derecognition over the period

Dividends recognized over the period

Derecognition over the period

Equity instruments derecognized during the period

Equity instruments derecognized during the period

Equity instruments held at 31/12/2020

Cumulative profit or loss on date of sale

Equity instruments held at 31/12/2019

Cumulative profit or loss on date of sale

Fair value on date of sale

Fair value on date of sale

Fair value

(in millions of euros)

Fair value

Investments in unlisted and unconsolidated companies

644

50

0

13

0

513

30

0

4

1

Other equity instruments TOTAL

644

50

0

13

0

513

30

0

4

1

7.5

Fair value of financial assets and liabilities carried

at fair value in the balance sheet For financial reporting purposes, the fair value of financial and non-financial instrumentshas been broken down in accordancewith a fair value hierarchy that reflects the observabilityof the models and parameters used to make these assessments (see Note 5.6) . The three levels of the fair value hierarchy are presented below.

For derivative instruments, fair values are broken down based on the dominant risk factor, i.e. primarily interest rate risk, foreign exchange risk, credit risk and equity risk:

31/12/2020

31/12/2019*

Carrying amount Level 1 Level 2 Level 3

Carrying amount

Level 1 Level 2 Level 3

Assets (in millions of euros)

152,322 48,143 102,117

2,062 163,461 47,785 112,452

3,224

Financial assets held for trading

o/w debt instruments in the form of securities

18,833 15,848 32,733 32,295

2,887

98 15,004 11,870

2,793

341

438

36,160 35,915

185

60

o/w equity instruments o/w loans and receivables o/w security deposits paid

83,046 17,711

81,082 17,711

1,964 94,583

91,760 17,715

2,823

17,715

Derivative instruments not eligible for hedge accounting (positive fair value)

53,664 38,397

1,048 50,859

1,757 60,880 545 43,673 484 12,743

924 57,749 2 42,931

2,207

o/w interest rate derivatives* o/w currency derivatives*

28 37,824

741 976 229 262

9,715

9,230

11,767

o/w credit derivatives o/w equity derivatives

830

647

184 544

602

373

3,533 1,190

445 575

2,544

3,368

679 243

2,427

o/w other

615

0

495

251

Financial assets to be valued at fair value through profit or loss

4,368

1,167

1,996

1,205

4,415

1,313

1,793

1,308

o/w equity instruments

734

156

0

578 568

835

222

0

613 647

o/w debt instruments in the form of securities

1,703 1,931

1,011

124

1,865 1,715

1,091

127

1,873

59

1,666

49

o/w loans and receivables

Financial assets designated under the fair value option

23 21

2

21 21

45 43

45 43

o/w debt instruments in the form of securities

o/w loans and receivables Hedging derivatives (assets) o/w interest rate derivatives

2

2

2

2

230 230

230 230

325 325

325 325

Financial assets at fair value through other comprehensive income

13,194 11,963

739

490 12,076 11,171

585

321 321

o/w equity instruments

643

152

0

490

514

184

8

o/w debt instruments in the form of securities

12,550 11,811

739

11,563 10,987

576

0

o/w loans and receivables TOTAL

223,800 62,321 155,944

5,534 241,202 61,193 172,948

7,060

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

318

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020