NATIXIS -2020 Universal Registration Document

FINANCIAL DATA Consolidated financial statements and notes

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 in 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 reclass- ifications (b)

Translation adjust- ments

Outside Level 3 To Level 3

Financial liabilities (in millions of euros) Securities held for trading Derivative instruments not eligible for hedge accounting (negative fair value) o/w interest rate derivatives o/w currency derivatives* o/w credit derivatives o/w equity derivatives Other financial liabilities held for trading Financial liabilities under the fair value option through profit or loss o/w other

1

(0)

24

(25)

0

0

0

0

1,898

163

(242)

297

(202)

(238)

162

(266)

(94)

1,477

542 724 316 315

41

(179)

5

(25)

(55)

(5)

322 282 263 601

(27) (20)

(14) (20) (30)

(1)

(8) (4)

(165)

94

(266)

(55) (13) (20)

4

(0)

1

167

289

(164)

(12)

57 10

0

1

3

(1)

(5)

(0)

8

809

15

(26)

499

(723)

(0)

574

9,368

(21)

422

4,627

(5,376)

(556)

505

61

(272)

8,758

o/w securities under the fair value option

9,366

(20)

422

4,627

(5,376)

(556)

503

61

(272)

8,754

o/w other financial liabilities under the fair value option TOTAL FINANCIAL LIABILITIES RECOGNIZED AT FAIR VALUE

2

(0)

2

4

12,075

158

153

5,447

(6,326)

(794)

667

(205)

(367)

10,809

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)

5

325

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020