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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