NATIXIS -2020 Universal Registration Document
FINANCIAL DATA Consolidated financial statements and notes
Fair value of financial assets and liabilities carried at fair value in the balance sheet 8.4.4 Financial assets and liabilities measured at fair value arecategorized based on the fair value hierarchy presented inNotes 5.6 and 7.5.
31/12/2020
31/12/2019
Assets (in millions of euros)
Carrying amount Level 1 Level 2 Level 3
Carrying amount Level 1 Level 2 Level 3
Financial assets at fair value through profit or loss Income securities held for trading
27,875 22,314 4,042 1,519
23,360 17,505 4,569 1,286
0 0 0 2 0 2
0 0 0 0 0 0
2,286 2,202
84
5,668 5,668
o/w debt instruments in the form of securities
0
0
5,668
2,286
2,202
84
o/w equity instruments
5,668
Derivative instruments not eligible for hedge accounting (positive fair value)
17
15
19
14
5 1 4
0
0 4
0 2
1 9
o/w interest rate derivatives o/w currency derivatives
6
0
o/w credit derivatives o/w equity derivatives
13
13
0 0
0 0
8 0
8
0 0
o/w other
0
0
Other financial assets held for trading Financial assets designated under the fair value option through profit or loss o/w debt instruments in the form of securities
22,190 16,631 4,040 1,519
21,055 15,289 4,480 1,286
1,684 4,011
89
77
1,517
2,046
98
663 659
1,285
o/w equity instruments o/w loans and receivables
3,035
977
0 0 1 0
785
125
0
0
0
16,495 13,508
2,986
18,224 15,065
3,159
0
o/w investments backed by unit-linked policies
5
Hedging derivatives
29
0
29
Available-for-sale financial assets Available-for-sale securities – Equity investments Other available-for-sale securities
51,939 42,774 6,239 2,925
51,391 43,317 5,279 2,795
96
0
0
96
240
0
0
240
51,843 42,774 6,239 2,830
51,151 43,317 5,279 2,554
o/w debt instruments in the form of securities o/w equity instruments o/w other available- for-sale financial assets TOTAL
43,533 36,996
3,707 2,532
2,830
43,033 37,311
3,189 2,091
2,534
8,310
5,778
0
8,118
6,006
21
79,843 65,089 10,311 4,444
74,751 60,822 9,848 4,081
355
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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020
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