NATIXIS -2020 Universal Registration Document

FINANCIAL DATA Consolidated financial statements and notes

31/12/2020

31/12/2019*

Carrying amount Level 1 Level 2 Level 3

Carrying amount

Level 1 Level 2 Level 3

Liabilities (in millions of euros)

36,722 20,567 16,154

0 33,825 18,534 15,291

0 0

Financial liabilities held for trading

o/w securities issued for trading purposes

20,877 20,567

310

0 18,840 18,534

306

15,844

15,844

14,985

14,985

o/w security deposits received

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

49,897 32,998 10,585

713 47,707 4 32,672 0 10,303

1,477 59,718 322 40,868 282 12,588

674 57,146

1,898

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

40,327

542 724 316 315

0 11,863

o/w credit derivatives o/w equity derivatives

1,062 4,264

799

263 601

818

502

258 451

3,404

4,844

437 238

4,092

529

8

600

361

1

o/w other

988

Other financial liabilities held for trading

95,276

94,702

574 96,044

95,235

809

Financial liabilities designated under the fair value option

8,758 28,692 8,754 24,759

3,696 15,627

9,368 9,366

26,571 22,776

3,045 14,768

o/w securities under the fair value option

14,022

15,393

o/w other financial liabilities under the fair value option Hedging derivatives (liabilities) o/w interest rate derivatives

3,795

3,045

746 525 525

4

3,933

3,696

235 626 626

2

525 525

626 626

TOTAL

208,992 24,326 173,857 10,809 218,905 22,904 183,926 12,075

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

5

The data regarding the fair value measurements for theinsurance activities are presented in Note 8.4.4.

319

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020