NATIXIS_PILLAR_III_2017_EN

14 APPENDIX

Appendix 2: Issuance of capital instruments at December 31, 2017

ISSUANCE OF T2 CAPITAL INSTRUMENTS R

Capital instruments - main features (in millions of euros)

T2 capital instruments

1

Issuer

Natixis (formerly BFCE)

Natixis (formerly CDC-IXIS)

Natixis

Natixis

Natixis

2 Unique identifier (e.g. CUSIP, ISIN or Bloomberg identifier for private placement)

FR0000047722

XS01709333047

Subordinated loan contract

FR0010405894

XS0301168281

3

Governing law(s) of the instrument

French

UK n/a

French

French

UK n/a

3a Conditions under which the eligibility requirement of Section 13 of the TLAC Term Sheet is met (for other TLAC-eligible instruments governed by the laws of foreign countries)

n/a

n/a

n/a

Regulatory treatment

4 5

CRR phase-in rules

Tier 2 capital

Tier 2 capital Tier 2 capital Consolidated

Tier 2 capital Tier 2 capital Consolidated

Tier 2 capital Tier 2 capital Consolidated

Tier 2 capital Tier 2 capital Consolidated

Post-CRR phase in rules

Ineligible

6 Eligible at solo/(sub-) consolidated/solo and (sub-) consolidated 7 Instrument type (types to be specified by each jurisdiction)

Consolidated

CRR Article 63

CRR Article 63

CRR Article 63

CRR Article 63

CRR Article 63

8 9

Amount recognized in regulatory capital

EUR 36 m EUR 36 m

EUR 0.5 m EUR 10 m

EUR 900 m EUR 900 m

EUR 392m EUR 500m

EUR 392m EUR 500m

Nominal amount of instrument

9a Issue price

100% 120%

100% 100%

n/a n/a

100% 100%

100% 100%

9b Redemption price

10 Accounting classification

Liability - amortized cost

Liability - amortized cost

Liability - amortized cost

Liability - amortized cost

Liability - fair value option

11 Original date of issuance 12 Perpetual or dated 13 Original maturity date

25/11/1985 Perpetual

30/06/2003

27/06/2014

15/12/2006

31/05/2007

Dated

Dated

Dated

Dated

n/a yes

31/03/2018

27/06/2026

15/12/2021

31/05/2022

14 Call option for issuer subject to prior supervisory approval 15 Optional call date, contingent call dates and redemption amount

n/a

yes

n/a

n/a

At any time with one month’s prior notice and at 120% of the price

n/a

call date of early redemption option at par and for the full issue on 06.27.2021

contingent early redemption option at any time, at par and for the full issue in the event of a change in tax legislation

n/a

16 Subsequent call dates

n/a

n/a

n/a

n/a

n/a

156

NATIXIS Risk report Pillar III 2017