NATIXIS_REGISTRATION_DOCUMENT_2017

FINANCIAL DATA Consolidated financial statements and notes

Fair value of financial liabilities carried at fair value in the balance sheet 6.18 The table belowpresentsthe fair value of all financialliabilities,whetheror not they are recognizedat fair value in the balancesheet. The fair value of financialliabilitiescarriedat fair value in the balancesheet is brokendown accordingto the hierarchyof inputs used to value the assets,as describedin Note 5.6.

At December 31, 2017

At December 31, 2016

Liabilities (in millions of euros)

Book value

Level 1

Level 2

Level 3 Book value

Level 1

Level 2

Level 3

Financial liabilities held for trading 85,937 26,340 57,652

1,945 88,787 22,868 65,089

830

Securities issued for trading purposes

26,096 25,750

345

0 23,137 22,113

1,024

Derivative instruments not eligible for hedge accounting (negative fair value)

59,783 39,099 14,681

590 57,249 64 38,839 1 13,508

1,945 65,285 197 35,176 1,172 20,728

756 63,700 31 34,949 1 20,672

830 197

o/w interest rate derivatives o/w currency derivatives

54

o/w credit derivatives o/w equity derivatives

793

467

326 251

844

420

424 154

4,856

395 130

4,210

8,071

523 201

7,394

Other

354

224

466

265

5

Other financial liabilities held for trading Financial liabilities designated under the fair value option through profit or loss Securities under the fair value option through profit or loss Other financial liabilities under the fair value option through profit or loss Hedging derivatives (liabilities)

57

57

365

365

58,948

2,908 54,571

1,469 57,439

1,170 55,498

771

20,535

20,162

373 18,564

18,471

93

38,414

2,908 34,409

1,097 38,875

1,170 37,027

678

710 710

710 710

2,011 2,011

2,011 2,011

1 1

o/w interest rate derivatives

TOTAL

145,595 29,248 112,933

3,414 148,238 24,039 122,598

1,601

279

Natixis Registration Document 2017