NATIXIS - Universal registration document and financial report 2019

5 FINANCIAL DATA

Consolidated financial statements and notes

Derivatives not eligible for hedge accounting 8.1.3 Derivative financial instruments not eligible for hedge accounting are classified as held for trading, irrespective of the period over which they are expected to be held.

31/12/2019

31/12/2018

Notional

Assets

Liabilities

(in millions of euros)

Notional

Assets

Liabilities

Organized market

440,421 335,787

1,260

918 215

630,231 479,400

1,719

2,715

Interest rate derivatives Currency derivatives

343

256

629

60

151

Equity derivatives Credit derivatives Other contracts

103,030

916

703

150,015

1,463

2,086

1,544

665

Over-the-counter

4,885,215 3,671,207

59,620 43,329 12,743

58,800 40,654 12,588

4,677,487 3,425,424 1,007,867

55,442 36,145 13,021

54,445 35,649 12,383

Interest rate derivatives Currency derivatives

952,824 139,702 30,034 91,448

Equity derivatives Credit derivatives Other contracts

2,452

4,140

118,497 30,807 94,892

4,810

5,091

602 494

818 600

979 487

564 758

TOTAL

5,325,636 1,675,240 2,933,498

60,880 41,453 12,371

59,718 39,350 14,177

5,307,718 1,701,854 2,712,919

57,161 38,890 11,606

57,160 36,557

o/w banks

o/w other financial companies 12,858 The notional amounts of derivative financial instruments are merely an indication of the volume of the Group’s business on the financial instruments market, and do not reflect the market risks associated with such instruments.

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019