NATIXIS_REGISTRATION_DOCUMENT_2017

5 FINANCIAL DATA

Parent company financial statements and notes

OFF-BALANCE SHEET ITEMS – FORWARD FINANCIAL INSTRUMENTS

NOTE 34

Notional 2017

Notional 2016

(in millions of euros)

On organized markets Forward transactions

659,551 656,105

840,740 831,870

Options

3,446

8,870

Over the counter

3,895,931 3,382,074

4,012,043 3,381,693

Forward transactions

Options

513,857

630,350

INTEREST RATE INSTRUMENTS

4,555,482

4,852,783

On organized markets Forward transactions

349 349

2,012 2,012

Options Over the counter

349,168 103,335 245,833 349,517 151,962 35,053 116,909 187,680 114,367 73,313

438,796 148,264 290,532 440,808 118,274 34,398 83,876 202,893 98,290 104,603

Forward transactions

Options

EXCHANGE RATE INSTRUMENTS

On organized markets Forward transactions

Options

Over the counter

Forward transactions

Options

OTHER INSTRUMENTS

339,642

321,167

o/w hedges of interest rate instruments a of exchange rate instruments a

22,906

26,508

3

3

of other instruments a

2,383

5,274

o/w macro-hedges

338,391

545,766

o/w isolated open positions

556

335

Counterparty risk exposure

Counterparty risk exposure  (a)

Governments and central banks

7,362

Financial institutions

28,966 11,518

Other

TOTAL

47,846

Exposure calculated based on current Basel 3 standards. (a)

Informationon risk managementis presentedin Section [3.5]of Chapter [3],“Creditand counterpartyrisks”.

378

Natixis Registration Document 2017