NATIXIS // 2021 Universal Registration Document

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

Breakdown of financial assets and liabilities by contractual maturity 7.18 The table below presents the balances of financial assets and liabilities by contractual maturity in the balance sheet. Variable-income assets, derivative financial instruments for trading and hedging purposes as well as revaluations of components hedged or unhedged by financial assets and liabilities are considered as having a “perpetual” maturity. Likewise, delinquencies and non-performing loans are deemed to have a “perpetual” maturity.

31/12/2021

31/12/2020*

Less than 1 month

Less than 1 month

1 to 3 months

3 months to 1 year

1 to 5 years

Over 5 years Undated Total

1 to 3 months

3 months to 1 year

1 to 5 years

Over 5 years Undated * Total

Uses (in billions of euros)

Cash and amounts due from central banks Assets at fair value through profit and loss – excluding trading derivatives

49

49

31

0 31

0

0

0

0

0

156 157 55 55

1

0

0

1

1

154 157 60 60

Non-hedging derivatives *

Hedging derivatives

0 0

0 0

Financial assets at fair value through other comprehensive income Loans and receivables due from credit institutions Customer loans and receivables Debt instruments at amortized cost Revaluation adjustments on portfolios hedged against interest rate risk TOTAL

0

1

0

1

8

1 12

1

1

0

1

9

1 13

11 13

2 7

4 61

9

0 87 2 70

10 14

3 5

14

8 10

1 45 3 68

9 28 12

10 26 11

0

0

0

1

0 1

0

0

1

0

1

0 2

5

73

10

14 90 30

214 431 56

8

25 36 32

218 375

Amounts restated in relation to the financial statements published in 2020 (see Note 5.4). *

31/12/2021

31/12/2020*

Less than 1 month

Less than 1 month

1 to 3 months

3 months to 1 year

1 to 5 years

Over 5 years Undated Total

1 to 3 months

3 months to 1 year

1 to 5 years

Over 5 years Undated* Total

Resources (in billions of euros) Due to central banks Financial liabilities at fair value through profit or loss o/w repurchase agreements

7

0

0

1 14

126 149 88 88 38 61

9

0

0

2 12

135 158 95 95 37 60

Secured debt

7

0

0

1 14

9

0

0

2 12

o/w senior debt

Unsecured debt

0

0

0

0

0

0 0

0

0

0

0

3 4

o/w senior debt

Covered bonds

0 0 52 52 0 0 1 136

0 0 56 56 1 1 4 84 3 9 0 30 0 36

Trading derivatives* Hedging derivatives

Amounts due to credit institutions 31

6 1 3 8

22 75

2

28

10

17 24

1

o/w repurchase agreements Amounts due to customers

5

6

4

0 2 8

1 1

0 0 1

28 16

2

0 1

1 1

0 34 0 39

25 16

1 1

Debt securities

13

10

o/w secured debt Covered bonds Subordinated debt

0

0

0

4

0 4

1

0

0

3

0 4

FINANCIAL LIABILITIES BY MATURITY

82

17

37 77 22

179 414 79

19

28 27 18

196 368

FINANCING COMMITMENTS GIVEN GUARANTEE COMMITMENTS GIVEN

2

4

11 40

7

63

2

8

13 31

6

0 59

1

3

7 16

1

28

1

3

9

5

6

24

Amounts restated in relation to the financial statements published in 2020 (see Note 5.4). *

365

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2021