NATIXIS - Universal registration document and financial report 2019

FINANCIAL DATA Consolidated financial statements and notes

31/12/2019

31/12/2018

Liabilities (in millions of euros)

Carrying amount Level 1 Level 2 Level 3

Carrying amount

Level 1 Level 2 Level 3

Financial liabilities held for trading

33,825 18,534 15,291

0 33,485 20,690 12,796

o/w securities issued for trading purposes

18,840 18,534

306

0 21,062 20,690

373

o/w security deposits received

14,985

14,985

12,423

12,423

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

59,718 40,868 12,588

674 57,146

1,898 57,161 542 36,279 724 12,383

1,036 54,071

2,054

o/w interest rate derivatives o/w currency derivatives

40,327

0 36,087 0 11,340

192

0 11,863

1,042

o/w credit derivatives o/w equity derivatives

818

502

316 315

564

313

251 569

4,844

437 238

4,092

7,177

813 222

5,795

o/w other

600

361

1

758

535

Other financial liabilities held for trading

96,044

95,235

809 90,826

89,650

1,176

Financial liabilities designated under the fair value option

28,692 24,759

3,696 15,627

9,368 26,711 9,366 22,132

3,726 22,800

185 182

o/w securities under the fair value option

15,393

21,950

o/w other financial liabilities under the fair value option Hedging derivatives (liabilities) o/w interest rate derivatives

3,933

3,696

235 626 626

2

4,579

3,726

851 529 529

3 0 0

626 626

529 529

TOTAL

218,905 22,904 183,926 12,075 208,712 25,451 179,846

3,415

5

The data regarding the fair value measurements for the insurance activities are presented in Note 9.4.4.

301

www.natixis.com

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019