NATIXIS_REGISTRATION_DOCUMENT_2017

5 FINANCIAL DATA

Consolidated financial statements and notes

Financial liabilities at fair value: transfer between fair value levels 6.18.2

DECEMBER 31, 2017 R

At December 31, 2017

From

Level 1

Level 2

Level 2

Level 3

To

Level 2

Level 1

Level 3

Level 2

(in millions of euros)

Financial liabilities held for trading Securities issued for trading purposes

15

92 69

1,335

55

7

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

6

23

1,335

55 27

o/w interest rate derivatives o/w currency derivatives

30

1,279

2 1

o/w credit derivatives o/w equity derivatives

6 2

23

25

25

Other

0

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)

51 51

DECEMBER 31, 2016 R

At December 31, 2016

From Level 1

Level 2

Level 2

Level 3

To

Level 2

Level 1

Level 3

Level 2

(in millions of euros)

Financial liabilities held for trading Securities issued for trading purposes

5 5

2 2

53

48

6

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

53

42 11

o/w interest rate derivatives o/w currency derivatives o/w credit derivatives

1

53

3

o/w equity derivatives

0

28

Other 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

3

3

Hedging derivatives (liabilities)

282

Natixis Registration Document 2017

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