NATIXIS_REGISTRATION_DOCUMENT_2017

5 FINANCIAL DATA

Consolidated financial statements and notes

Breakdown of financial assets and liabilities by contractual maturity 6.20 The table below presents the balances of financial assets and liabilities by contractualmaturity in the balance sheet. Variable-income assets, derivativefinancial instrumentsfor trading and hedging purposesas well as revaluationsof componentshedged or unhedged by financial assets and liabilities are consideredas having a “perpetual”maturity. Likewise, delinquenciesand non-performingloans are deemedto have a “perpetual”maturity. The technical provisions of insurance companies,which, for the most part are equivalent to demand deposits, are not shown in the table below.

12.31.2017

Less than 1 month 1 to 3 months

3 months to 1 year 1 to 5 years Over 5 years

Assets (in billions of euros)

Undated

Total

Cash and balances with central banks Assets at fair value through profit and loss - excluding trading derivatives Derivative instruments not eligible for hedge accounting Loans and receivables due from banks Customer loans and receivables Revaluation adjustments on portfolios hedged against interest rate risk Held-to-maturity financial assets FINANCIAL ASSETS BY MATURITY Hedging derivatives Available-for-sale assets

37

0

37

17

12

10

5

8

72

124

60

60

0

0

1

2 3

2

18

23

12

58 45

22 45

11 11

2

7

1

20

30

18

13

137

0

0

1

1

1

2

121

37

35

56

57

158

463

12.31.2017

Less than 1 month 1 to 3 months

3 months to 1 year 1 to 5 years Over 5 years

Liabilities (in billions of euros)

Undated

Total

Due to central banks Other financial liabilities at fair value through profit and loss

22 22

11 11

2 2 0

7 5 2

14 12

29

86 52

o/w repurchased securities

Guaranteed debts

0

0

2

4

o/w senior debt Unsecured liabilities

0

0

0

0

0

3

4

o/w senior debt

Covered bonds Trading derivatives Hedging derivatives

60

60

1 0 0 0

1

Amounts due to credit institutions o/w repurchased securities Amounts due to customers

35 12 75

18

20

25

7 3

104

3

1 7

0 1 1

20 94 32

11 10

1  1 

Debt securities

7

14

o/w guaranteed debts Covered bonds

0

0

1 1

0 3

1 4

Subordinated debt

FINANCIAL LIABILITIES BY MATURITY FINANCING COMMITMENTS GIVEN GUARANTEE COMMITMENTS GIVEN

139

50

44

35 30 13

26

90

382

16

3 3

6 6

5 6

61 30

2

284

Natixis Registration Document 2017