NATIXIS -2020 Universal Registration Document

FINANCIAL DATA Parent company financial statements and notes

Fair value of forward financial instruments

(in millions of euros)

2019

2020

Interest rate instruments Positive fair value

38,612 33,684

43,866 41,496

Negative fair value

Exchange rate instruments Positive fair value

9,742

12,736 12,525

Negative fair value

10,493

Other instruments Positive fair value

5,561 6,326

4,463 6,284

Negative fair value

Off-balance sheet items – Commitments Note 36

(in millions of euros)

2019

2020

Financing commitments

108,439 48,423 60,016 29,202 21,341 9,117 20,008 166,765 46,623 7,861 44,162 2,461 8,937 8,937 7,702 7,726 70,988

81,064 23,348 57,716 35,126 25,675 9,321 23,862 149,373 34,470 9,451

Banks

Customers

Guarantee commitments

Banks

5

Customers

Commitments on securities

Other commitments

TOTAL COMMITMENTS GIVEN

Financing commitments

Banks

33,748

Customers

722

Guarantee commitments

9,402 9,402 8,480

Banks

Commitments on securities

Other commitments

13,950 66,302

TOTAL COMMITMENTS RECEIVED

447

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020