NATIXIS -2020 Universal Registration Document
5 FINANCIAL DATA
Consolidated financial statements and notes
7.5.3
Financial assets and liabilities at fair value: transfers between fair value levels
Financial assets
31/12/2020
31/12/2019
From Level 1
Level 2 Level 2 Level 3
Level 3
Level 1
Level 2
Level 2
Level 3
Level 3
To
Level 2
Level 1
Level 3
Level 1
Level 2
(in millions of euros)
Level 2
Level 1
Level 3
Level 1
Level 2
Financial assets at fair value through profit or loss Financial assets held for trading
1,019
101
522 485
323
306 289
230 119
495
455 116
906
74
12
6
o/w debt instruments in the form of securities
903
74
52
12
233
119
6
0
o/w equity instruments
3
2
o/w loans and receivables o/w security deposits paid
433
116
0
54
Derivative instruments not eligible for hedge accounting (positive fair value)
113
27
(3)
312 108 176
16
111
486
339
o/w interest rate derivatives o/w currency derivatives o/w credit derivatives o/w equity derivatives
0
381
5
(30)
13
328
10 16
1
1
111
12 15
26
16
109
90
5
o/w other
2
2
Financial assets to be valued at fair value through profit or loss
0
0
0
3
0
0
0
o/w debt instruments in the form of securities
o/w loans and receivables
3
Financial assets designated under the fair value option Financial assets at fair value through other comprehensive income
40
252
414
273
588
o/w equity instruments o/w debt instruments in the form of securities
252
414
273
588
o/w loans and receivables
Financial liabilities
31/12/2020
31/12/2019
From Level 1
Level 2 Level 2 Level 3
Level 3
Level 1
Level 2
Level 2
Level 3
Level 3
To
Level 2
Level 1
Level 3
Level 1
Level 2
(in millions of euros)
Level 2
Level 1
Level 3
Level 1
Level 2
44
0 0
162
238
12
199
598
403
Financial liabilities held for trading
Securities held for trading
4
0
83
Derivative instruments not eligible for hedge accounting (negative fair value)
40
0
162
238
12
116
598
401
o/w interest rate derivatives o/w currency derivatives o/w credit derivatives o/w equity derivatives
55
302
15
94
165
8 1
375
1
0
0
37
0
57 10
12
12
115
287
10
o/w other
3
5
1
Other financial liabilities held for trading Financial liabilities designated under the fair value option o/w securities under the fair value option o/w other financial liabilities under the fair value option
2
505
556
4,975
503
556
4,975
2
328
NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020
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