NATIXIS -2020 Universal Registration Document

5 FINANCIAL DATA

Consolidated financial statements and notes

7.5.1

Financial assets and liabilities at fair value measured using Level 3

of the fair value hierarchy

December 31, 2020

Gains and losses recognized in the period

Transactions carried out in the period

Reclassifications in the period (a)

Income statement

On out- standing transac- tions at the reporting date

On transac- tions expired or redeemed during the period

Gains and losses recognized directly in equity

Level 3 closing balance 31/12/2020

Level 3 opening balance 01/01/2020*

Change in consoli- dation scope

Procure- ment/ Issues

Sales/ Redemp- tions

Other reclassi- fications (b)

Translation adjust- ments

Outside Level 3 To Level 3

Financial assets (in millions of euros)

Financial assets held for trading

(11,211)

(12)

485

(51)

(93)

2,062

3,224

(55)

432

9,342

o/w debt instruments in the form of securities o/w equity instruments o/w loans and receivables

341

(110)

410

4,066

(4,626)

(12)

52

9

(34)

98

60

(60)

2,823

55

21

5,276

(6,585)

433

(59)

1,964

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

2,207

(9)

28

515

(363)

(312) (108) (176)

(3)

(226)

(80)

1,757

o/w interest rate derivatives

741 976 229 262

211

(271)

25

(47) (46) (16)

(0)

(6)

545 484 184 544

o/w currency derivatives* o/w credit derivatives o/w equity derivatives o/w other Other financial assets held for trading Financial assets to be valued at fair value through profit or loss o/w equity instruments o/w debt instruments in the form of securities o/w loans and receivables Financial assets designated under the fair value option o/w debt instruments in the form of securities o/w equity instruments o/w loans and receivables Financial assets at fair value through other comprehensive income o/w debt instruments in the form of securities o/w loans and receivables TOTAL FINANCIAL ASSETS RECORDED AT FAIR VALUE o/w equity instruments

(14) (27)

(15)

(1)

(30)

(227)

17

(2)

2

(1)

10 16

(11) (81)

(179)

316

489

(254)

(26)

1

1,308

(24)

(4)

179

(275)

0

0

39

(7)

(14)

1,205

613

(3)

(5)

12

(67)

39

(7)

(5)

578

647

(22)

0 0

(24)

(25)

0

0

(9)

568

49

2

192

(183)

59

(19)

40

21

(19)

40

21

321

43

0

158

14

(44)

28

(30)

490

321

43

158

14

(44)

28

(30)

490

7,060

(64)

455

158

10,051

(11,893)

(323)

522

(210)

(7)

(217)

5,534

Amounts non restated in relation to the financial statements published in 2019 (see Note 5.4). * The flows presented under the “Reclassifications in the period” columns of the above table are determined on the basis of outstanding transactions at December 31, 2020. (a) Corresponds mainly to the effect of changes in presentation of option premiums payable or receivable (see Note 5.4). (b)

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020