NATIXIS // 2021 Universal Registration Document
5 CONSOLIDATED FINANCIAL STATEMENTS AT DECEMBER 31, 2021 Consolidated financial statements and notes
Fair value of financial assets carried at fair value in the balance sheet 7.10.2.4
31/12/2021
Assets (in millions of euros)
Carrying amount
Level 1
Level 2
Level 3
Financial assets at fair value through profit or loss
32,038
26,018
4,735
1,286
Income securities held for trading
4,348
4,348
0 0 0 0 0 0 0 0 0
0 0 0 0 0 0 0 0 0
o/w debt instruments in the form of securities
0
0
o/w equity instruments
4,348
4,348
Derivative instruments not eligible for hedge accounting (positive fair value)
2 0 2 0 0 0
2 0 2 0 0 0
o/w interest rate derivatives o/w currency derivatives
o/w credit derivatives o/w equity derivatives
o/w other
Other financial assets held for trading
Financial assets designated under the fair value option through profit or loss
27,688
21,667
4,735
1,286 1,264
o/w debt instruments in the form of securities
1,592 5,657
0
328 993
o/w equity instruments o/w loans and receivables
4,654
9 0
0
0
0
o/w investments backed by unit-linked policies
20,440
17,013
3,413
14
Hedging derivatives
0
0
0
0
Available-for-sale financial assets
54,568
45,451
5,960
3,156
Available-for-sale securities – Equity investments
203
0
0
203
Other available-for-sale securities
54,365 43,897 10,468
45,451 37,770
5,960 3,226 2,734
2,953 2,901
o/w debt instruments in the form of securities
o/w equity instruments
7,682
52
o/w other available-for-sale financial assets
0
0
0
0
TOTAL
86,606
71,469
10,695
4,443
Transactions carried out in the period Reclassifications in the period
Gains and losses recognized in the period
Income statement
On out standing transac tions at the reporting date
On trans actions expired or redeemed in the period
Gains and losses recorded directly in equity
Level 3 opening balance 01/01/2021
Level 3 closing balance 31/12/2021
Change in consoli dation scope
Trans
Procu rement/ Issues
lation
Sales/
Other
adjust
Redemp
Outside Level 3 To Level 3
reclassi fications
(in millions of euros)
ments
tions
Financial assets at fair value through profit or loss Derivative instruments not eligible for hedge accounting (positive fair value) o/w currency derivatives o/w equity derivatives o/w other Financial assets designated under the fair value option through profit or loss o/w debt instruments in the form of securities o/w equity instruments o/w investments backed by unit-linked policies Available-for-sale financial assets Other available-for-sale securities o/w debt instruments in the form of securities o/w equity instruments o/w other available-for-sale financial assets Available-for-sale securities – Equity investments
1,519
0
(1)
(0)
59
(338)
(1)
49
0
0
0
1,286
1,519
0
(1)
(0)
59
(338)
(1)
49
0
0
0
1,286
1,517
0 0
(1)
(0)
58
(338)
0 0
27
0 0
0 0
0 0
1,264
0
0
1
0
8
9
1
(0)
0
0
0
0
(1)
13
0
0
0
14
2,925
0
(4)
5
503
(399)
(289)
325
89
0
0
3,156
96
0
0
9
9
0
0
0
89
0
0
203
2,830
0
(4)
(4)
494
(399)
(289)
325
0
0
0
2,953
2,830
0 0
(4)
(4)
442
(399)
(289)
324
0 0
0 0
0 0
2,901
0
0
0
52
0
0
0
52
TOTAL FINANCIAL ASSETS RECORDED AT FAIR VALUE
4,444
0
(5)
5
562
(737)
(290)
374
89
0
0
4,443
354
NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021
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