NATIXIS_REGISTRATION_DOCUMENT_2017

5 FINANCIAL DATA

Consolidated financial statements and notes

DECEMBER 31, 2016 R

Gains and losses recognized in the period

Income statement  (a)

Level 3 opening balance 01.01.2016*

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)

3,933

875

(382)

343

1

5

2,856

869

(390) (154)

o/w interest rate derivatives o/w currency derivatives

863 529

(239)

577 (29) 559

(65) (95) (76)

o/w credit derivatives o/w equity derivatives

1,117

343

o/w other

5

Other financial assets held for trading Financial assets 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

735

5

3

3,353

9

48

1,409

(5)

2

939

(5)

14

1,006

19

32

Hedging derivatives Available-for-sale financial assets

3,681

33 31

5 3 2

(7) (4) (3) (3)

Available-for-sale securities - Equity investments

880

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

2798 2683

1 1

116

2

2

1

TOTAL FINANCIAL ASSETS RECORDED AT FAIR VALUE

10,967

917

(329)

(7)

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

262

Natixis Registration Document 2017