NATIXIS_REGISTRATION_DOCUMENT_2017

5 FINANCIAL DATA

Consolidated financial statements and notes

Financial liabilities at fair value measured using level 3 of the fair value hierarchy 6.18.1

DECEMBER 31, 2017 R

Gains and losses recognized in the period

Income statement

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 liabilities at fair value through profit and loss - Trading Securities issued for trading purposes Derivative instruments not eligible for hedge accounting (negative fair value)

830

(306)

(13)

0

830 197

(306)

(13)

o/w interest rate derivatives o/w currency derivatives

52

(2)

54

(189)

(21)

o/w credit derivatives o/w equity derivatives

424 154

(63)

(7) 18

(106)

Other financial liabilities held for trading Financial liabilities 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

771

72

(79)

93

(6)

(0)

678

78

(79)

Hedging derivatives

0

TOTAL FINANCIAL LIABILITIES RECOGNIZED AT FAIR VALUE

1,601

(234)

(92)

DECEMBER 31, 2016 R

Gains and losses recognized in the period

Income statement

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 liabilities at fair value through profit and loss - Trading Securities issued for trading purposes Derivative instruments not eligible for hedge accounting (negative fair value)

1,560

(27) (12)

(409)

24

1,536

(14) (20)

(408) (212)

o/w interest rate derivatives o/w currency derivatives

707

17

43

o/w credit derivatives

504

(14)

(82)

o/w equity derivatives Other financial liabilities held for trading Financial liabilities at fair value through profit or loss – fair value option Securities under the fair value option through profit or loss Other financial liabilities under the fair value option through profit or loss

308

(23)

(115)

712

72

(48)

36

(6)

(1)

676

79

(47)

Hedging derivatives

0

TOTAL FINANCIAL LIABILITIES RECOGNIZED AT FAIR VALUE

2 272

45

(456)

(0)

280

Natixis Registration Document 2017