NATIXIS -2020 Universal Registration Document

5 FINANCIAL DATA

Consolidated financial statements and notes

7.17 The table below presents the balances of financial assets and as having a liabilities by contractual maturity in the balance sheet.

Breakdown of financial assets and liabilities by contractual maturity

“perpetual” maturity. Likewise, delinquencies and

non-performing loans are deemed to have a “perpetual” maturity. The technical provisions of insurancecompanies,which for the most part are equivalent to demand deposits, are not shown in the table below.

Variable-income assets, derivative financial instruments for trading and hedging purposes as well as revaluations of components hedged or unhedgedby financial assets and liabilities are considered

31/12/2020

31/12/2019*

3 months to 1 year

3 months to 1 year

Less than 1 month

Less than 1 month

1 to 3 months

1 to 5 years

Over 5 years

Un- dated Total

1 to 3 months

1 to 5 years

Over 5 years

Un- dated* Total

Assets (in billions of euros)

Cash and amounts due from central banks Assets at fair value through profit and loss – excluding trading derivatives Derivatives not eligible for hedge accounting* Hedging derivatives Financial assets at fair value through other comprehensive income Loans and receivables due from credit institutions

31

0 31 21

0 21

1

0

0

1

1 154 157

0

0

2

1 165 168

54 54

53 53

0

0

0

0

1

1

0

1

9

1 13

1

0

0

1

9

1 12

10

3 14

8 10

1 45

7

4 16 10 10

1 48

Customer loans and receivables Debt instruments at amortized cost

14

5 10 26 11

3 68 16

5

7 26 13

4 71

0

1

0

1

0

2

0

0

0

1

0

2

0

Revaluation adjustments on portfolios hedged against interest rate risk TOTAL

56 8 25 36 32 212 369 46 10 23 38 34 223 375

3 months to 1 year

3 months to 1 year

Assets (in billions of euros) Insurance business investments Assets at fair value through profit and loss – excluding trading derivatives

Less than 1 month

Less than 1 month

1 to 3 months

1 to 5 years

Over 5 years

Un- dated Total

1 to 3 months

1 to 5 years

Over 5 years

Un- dated Total

0

0

0

0

1 26 28

0

0

2

0

2 19 23

Available-for-sale financial assets

0 0

1

3 12 28

8 52 13 13

0 0

0 0

3 13 25 10 51

Loans and receivables

0

14 14

Held-to-maturity financial assets

0 1

0

0

0

1

0

0

0

1

TOTAL

0

3 12 30 47 94

0

1

2 15 22 43 85

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

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020