NATIXIS // 2021 Universal Registration Document

CONSOLIDATED FINANCIAL STATEMENTS AT DECEMBER 31, 2021 Consolidated financial statements and notes

Transactions carried out in the period

Gains and losses recognized in the period

Reclassifications in the period (a)

Income statement

On out standing transac tions at the reporting date

On

transac

Gains and losses recorded directly in equity

tions expired or redeemed in the period

Level 3 closing balance 31/12/2021

Level 3 opening balance at 01/01/2021*

Change in consoli dation scope

Trans

lation

Procure

Sales/

Other

adjust

ment/ Issues

Redemp

Outside Level 3 To Level 3

reclassi fications

Financial liabilities (in millions of euros)

ments

tions

Securities held for trading

0

97

(0)

4,996 (5,099)

(0)

28

21

Derivative instruments not eligible for hedge accounting (negative fair value)

1,477

1,213

(5)

781 (1,423)

(8)

747

133

(59)

2,857

o/w interest rate derivatives

322 282 263 601

64

(41)

45 60

(133)

(10)

437

6

690 556 216

o/w currency derivatives* o/w credit derivatives o/w equity derivatives Other financial liabilities held for trading Financial liabilities under the fair value option through profit or loss o/w other

101 (27)

(8)

(29) (21)

65 (8)

85 51

(0) 12

(192)

4

133

1,036

237

661

(1,228)

(55)

173

(77)

1,347

8

39

(1)

11

(11)

1

1

48

574

6

(15)

280

(499)

63

3

412

8,758

208

375

6,715 (7,491)

(1,056)

1,932

79

149

9,668

5

O/w securities under the fair value option O/w other financial liabilities under the fair value option

8,754

210

375

6,650

(7,491)

(1,056)

1,894

79

149

9,564

4

(2)

65

38

105

TOTAL FINANCIAL LIABILITIES RECOGNIZED AT FAIR VALUE

10,809

1,524

355

12,772 (14,513)

(1,064)

2,770

212

93

12,959

Amounts not restated in relation to the financial statements at December 31, 2020 (see Note 5.4). * The flows presented under the “Reclassifications in the period” columns of the above table are determined on the basis of outstanding transactions at December 31, 2021. (a)

335

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021