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

Level 3 opening balance as at 01/01/2020*

Gains and losses recorded directly in equity

tions expired or redeemed in the period

Level 3 closing balance 31/12/2020

Change in consoli dation scope

Trans

lation

Procu rement/ Issues

Sales/

Other

Financial liabilities (in millions of euros)

adjust

Redemp

Outside Level 3 To Level 3

reclassi fications (b)

ments

tions

Securities held for trading

1

(0)

24

(25)

0

0

0

0

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

1,898

163

(242)

297

(202)

(238)

162

(266)

(94)

1,477

o/w interest rate derivatives

542

41

(179)

5

(25)

(55)

(5)

322

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 securities under the fair value option O/w other financial liabilities under the fair value option TOTAL FINANCIAL LIABILITIES RECOGNIZED AT FAIR VALUE o/w other

724 316 315

(27) (20) 167

(14) (20) (30)

(1)

(8) (4)

(165)

94

(266)

(55) (13) (20)

282 263 601

4

(0)

1

289

(164)

(12)

57 10

0

1

3

(1)

(5)

(0)

8

809

15

(26)

499

(723)

(0)

574

9,368

(21)

422

4,627 (5,376)

(556)

505

61

(272)

8,758

9,366

(20)

422

4,627

(5,376)

(556)

503

61

(272)

8,754

5

2

(0)

4

12,075

158

153

5,447 (6,326)

(794)

667

(205)

(367)

10,809

Amounts restated in relation to the financial statements published in 2019 (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, 2020. (a) Corresponds mainly to the effect of changes in presentation of option premiums payable or receivable (see Note 5.4). (b)

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021