NATIXIS -2020 Universal Registration Document
5 FINANCIAL DATA
Parent company financial statements and notes
Off-balance sheet – Forward financial instruments Note 35
(in millions of euros)
Notional 2019
Notional 2020
269,680 269,680
335,787 333,624
On organized markets Forward transactions
Options
0
2,163
Over the counter
4,963,630 4,444,705
3,811,367 3,283,545
Forward transactions
Options
518,925
527,822
INTEREST RATE INSTRUMENTS
5,233,310
4,147,154
On organized markets Forward transactions
583 583
60 60
Options Over the counter
251,666 42,163 209,503 252,250 106,988
285,800 35,585 250,215 285,860 144,559 43,041 101,518 225,302 141,608
Forward transactions
Options
EXCHANGE RATE INSTRUMENTS
On organized markets Forward transactions
37,195 69,793
Options
Over the counter
192,486 124,557
Forward transactions
Options
67,929
83,694
OTHER INSTRUMENTS
299,474
369,861
o/w hedges - of interest rate instruments - of exchange rate instruments
35,418
26,265
23
3
- of other instruments o/w macro-hedges
2,386
2,721
122,221
171,974
351
309
o/w isolated open positions
Counterparty risk exposure
Counterparty risk exposure (a)
10,269 24,525 16,229 51,023
Governments and central banks
Financial institutions
Other
TOTAL
(a)
Exposure calculated based on current Basel 3 standards.
Information on risk management is presented in Section 3.2.3 oCfhapter [3] “Credit and counterparty risks”.
446
NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020
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