NATIXIS_REGISTRATION_DOCUMENT_2017

FINANCIAL DATA Consolidated financial statements and notes

Fair value of financial assets carried at fair value in the balance sheet 6.7.5

The table belowpresentsthe fair value of all financialassets,whetheror not they are recognizedat fair value in the balancesheet. The fair value of financial assets carried at fair value in the balance sheet is broken down accordingto the hierarchyof inputs used to value the assets,as describedin Note 5.6.

At December 31, 2017

At December 31, 2016

Assets (in millions of euros)

Book value

Book value

Level 1

Level 2

Level 3

Level 1

Level 2

Level 3

Financial assets held for trading

113,615

46,332 45,655

62,485

4,798 118,741

40,575 39,653

73,616

4,549

Securities held for trading 50,381

4,575

151

46,116

6,206

257

o/w fixed-income securities o/w variable-income securities Derivatives not eligible for hedge accounting (positive fair value)

13,033

11,206

1,676

151

12,302

9,034

3,011

257

37,348

34,450

2,899

0

33,813

30,619

3,195

60,228

677

56,566

2,985

69,754

922

65,883

2,949

5

o/w interest rate derivatives

39,209

2

39,082

124

38,544

0

38,461

83

o/w currency derivatives

15,651

2

14,119

1,531

22,199

5

21,199

995 861

o/w credit derivatives o/w equity derivatives

1,153 3,578

389

764 561

1,434 6,520 1,057

572

533 140

2,484

738 179

4,778

1,004

o/w other

637

492

5

873

5

Other financial assets held for trading Financial assets designated under the fair value option through profit or loss Securities under the fair value option through profit or loss o/w fixed-income securities o/w variable-income securities Other financial assets under the fair value option through profit or loss Hedging derivatives (assets)

3,006

1,344

1,662

2,871

1,527

1,344

70,882

14,438

53,110

3,334

68,887

11,088

54,908

2,891

18,664

14,417

1,712

2,535

14,593

11,088

1,226

2,280

3,134

725

598

1,811

3,278

642

1,112

1,524

15,530

13,692

1,114

724

11,316

10,446

114

756

52,219

22

51,398

799

54,294

53,683

611

339

339

0

1,220

1,220

o/w interest rate derivatives Available-for-sale financial assets Available-for-sale securities - Equity investments

339

339

0

1,220

1,220

57,885

49,376

4,527

3,982

54,990

46,600

4,428

3,962

660

91

0

569

979

100

0

879

Other available-for-sale securities o/w fixed-income securities o/w variable-income securities Other available-for-sale financial assets

57,222

49,285

4,527

3,410

54,010

46,500

4,428

3,081

49,704

43,491

3,217

2,997

48,139

41,864

3,298

2,977

7,518

5,794

1,310

414

5,871

4,637

1,131

104

3

3

1

1

TOTAL

242,721 110,147 120,460

12,114 243,838

98,263 134,173

11,401

259

Natixis Registration Document 2017