NATIXIS -2020 Universal Registration Document

5 FINANCIAL DATA

Consolidated financial statements and notes

December 31, 2019

Gains and losses recognized in the period

Transactions carried out in the period

Reclassifications in the period

Income statement

On transac- tions expired or redeemed in the period

On out- standing transac- tions at the reporting date

Gains and losses recognized directly in equity

Level 3 closing balance 31/12/2019*

Level 3 opening balance 01/01/2019

Change in consoli- dation scope

Procure- ment/ Issues

Sales/ Redemp- tions

Other reclassifi- cations

Translation adjust- ments

Outside Level 3 To Level 3

Financial assets (in millions of euros)

Financial assets held for trading

(8,431)

(116)

6

(0)

27

3,224

2,889

65

148

8,635

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

75

(27)

(21)

1,350

(1,045)

(0)

6

3

341

60

60

2,814

92

169

7,225

(7,386)

(116)

(0)

25

2,823

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

2,548

841

(343)

446

(1,488)

(339)

486

0

55

2,207

o/w interest rate derivatives

122

306

(10) (91)

10

(63) (75)

(5)

381

1

741 976 229 262

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

1,299

(171)

279

(328)

13

50

725 402

64

9

2

(582) (768)

1

9

643

(251)

155

(5)

90

0

(5)

1,490

50

35

(0)

32

(298)

3

(5)

(4)

6

1,308

577

32

7

(0)

30

(26)

(5)

(4)

1

613

862

18

28

0 2

(265)

4

647

51

(8)

3

49

0

(0)

0

(0)

0

48

1

26

256

(2)

(8)

(0)

321

48

1

26

256

(2)

(8)

(0)

321

6,975

958

(160)

26

9,369

(10,218)

(455)

495

(14)

(4)

88

7,060

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

326

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020