NATIXIS_REGISTRATION_DOCUMENT_2017

5 FINANCIAL DATA

Consolidated financial statements and notes

Financial assets at fair value measured using level 3 of the fair value hierarchy 6.7.5.1

DECEMBER 31, 2017 R

Gains and losses recognized in the period

Income statement  (a)

Level 3 opening balance 01.01.2017

On outstanding transactions at the reporting date

On transactions expired or redeemed at the reporting date

Gains and losses recognized directly in equity

(in millions of euros)

Financial assets at fair value through profit and loss - Trading Fixed-income securities held for trading Derivative instruments not eligible for hedge accounting (positive fair value)

4,549

146

(101)

257

(3)

(1)

2,949

141 109

(123)

o/w interest rate derivatives o/w currency derivatives

83

(8)

995 861

(336)

(152)

o/w credit derivatives o/w equity derivatives

(63) 431

(0) 38

1,004

o/w other

5

0 7

Other financial assets held for trading

1,344

23

Financial assets designated under the fair value option through profit or loss Fixed-income securities under the fair value option through profit or loss Variable-income securities under the fair value option through profit or loss Other financial assets under the fair value option through profit or loss

2,891

72

19

1,524

7

10

756

46

(15)

611

19 (0)

24

Hedging derivatives

Available-for-sale financial assets

3,962

1

94 97 (3) (7)

187 (20) 208 204

Available-for-sale securities - Equity investments

879

(4)

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

3,081 2,977

6

(2)

104

8

4

3

1

(1)

TOTAL FINANCIAL ASSETS RECORDED AT FAIR VALUE

11,401

219

13

187

The main impacts recognized in the income statement are mentioned in Note 7.3. (a)

260

Natixis Registration Document 2017