NATIXIS // 2021 Universal Registration Document
CONSOLIDATED FINANCIAL STATEMENTS AT DECEMBER 31, 2021 Consolidated financial statements and notes
7.5.3 Financial assets
Financial assets and liabilities at fair value: transfers between fair value levels
31/12/2021
31/12/2020
Level 1 Level 2 Level 2 Level 3 Level 3
From
Level 1 Level 2 Level 2 Level 3 Level 3
Level 2 Level 1 Level 3 Level 1 Level 2
(in millions of euros)
To
Level 2 Level 1 Level 3 Level 1 Level 2
Financial assets at fair value through profit or loss Financial assets held for trading
1,022
1,181 1,131
1,319
447 258
1,019
101
522 485
323
609
416
906
74
12
o/w debt instruments in the form of securities o/w equity instruments o/w loans and receivables o/w security deposits paid
318 291
1,130
156 173
21
903
74
52
12
1
3
87
237
433
0
Derivative instruments not eligible for hedge accounting (positive fair value)
413
0
563 479
189 161 (85)
113
27
(3)
312 108 176
o/w interest rate derivatives o/w currency derivatives
0
29 19 36
(30)
o/w credit derivatives o/w equity derivatives
2
10 16
1
245 168
0
110
111
12 15
26
o/w other
1
2
Financial assets to be valued at fair value through profit or loss
49
340
0
0
0
0
o/w debt instruments in the form of securities
49
0 3
0
0
0
0
o/w other variable-income securities
o/w loans and receivables Financial assets designated under the fair value option
337
40
Financial assets at fair value through other comprehensive income
5
242
524
252
414
o/w equity instruments o/w debt instruments in the form of securities o/w loans and receivables
242
524
252
414
Financial liabilities
31/12/2021
31/12/2020
Level 1 Level 2 Level 2 Level 3 Level 3
From
Level 1 Level 2 Level 2 Level 3 Level 3
Level 2 Level 1 Level 3 Level 1 Level 2
(in millions of euros)
To
Level 2 Level 1 Level 3 Level 1 Level 2
Financial liabilities held for trading
286
1 1
838
8 0
44
0 0
162
238
Securities held for trading
24
28
4
0
Derivative instruments not eligible for hedge accounting (negative fair value)
262
747 437
8
40
0
162
238
o/w interest rate derivatives o/w currency derivatives
10
55
85 51
(65)
94
165
o/w credit derivatives o/w equity derivatives
8
1
0
136 126
173
55
37
0
57 10
12
o/w other
1
3
5
Other financial liabilities held for trading Financial liabilities designated under the fair value option o/w securities under the fair value option o/w other financial liabilities under the fair value option
63
1,932 1,894
1,111 1,111
505 503
556 556
38
2
339
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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021
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