NATIXIS - Universal registration document and financial report 2019

5 FINANCIAL DATA

Consolidated financial statements and notes

8.5.1

Financial assets and liabilities at fair value measured using level 3

of the fair value hierarchy

December 31, 2019

Gains and losses recognized in the period

Transactions carried out in the period

Reclassifications in the period

Income statement

On transac- tions expired or rede- emed at the repor- ting date

On outstan- ding transac- tions at the repor- ting date

Gains and losses recognized directly in equity

Level 3 opening balance 01/01/2019

Level 3 closing balance 31/12/2019

Change in consoli- dation scope

Sales/ Redem- ptions

Other reclassi- fications

Translation adjus- tments

Financial assets (in millions of euros) Financial assets held for trading

Purchases/ Issues

From level 3 to level 3 To level 3

2,889

65

148

8,635

(8,431)

(116)

6

(0)

27

3,224

o/w debt instruments in the form of securities o/w equity instruments o/w loans and receivables Derivative instruments not eligible for hedge accounting (positive fair value) o/w currency derivatives o/w credit derivatives o/w equity derivatives o/w other Other financial assets held for trading Financial instruments to be valued at fair value through profit or loss o/w equity instruments o/w debt instruments in the form of securities o/w loans and receivables Financial assets designated under the fair value option o/w equity instruments o/w loans and receivables Financial assets at fair value through equity o/w debt instruments in the form of securities o/w loans and receivables TOTAL FINANCIAL ASSETS RECORDED AT FAIR VALUE o/w equity instruments o/w interest rate derivatives o/w debt instruments in the form of securities

75

(27)

(21)

1,350

(1,045)

(0)

6

3

341

60

60

2,814

92

169

7,225

(7,386)

(116)

(0)

25

2,823

2,548

841

(343)

446

(1,488)

(339)

486

0

55

2,207

122

306

(10) (91)

10

(63) (75)

(5)

381

1

741 976 229 262

1,299

(171)

279

(328)

13

50

725 402

64

9

2

(582) (768)

1

9

643

(251)

155

(5)

90

0

(5)

1,490

50

35

(0)

32

(298)

3

(5)

(4)

6

1,308

577

32

7

(0)

30

(26)

(5)

(4)

1

613

862

18

28

0 2

(265)

4

647

51

(8)

3

49

0

(0)

0

(0)

0

48

1

26

256

(2)

(8)

(0)

321

48

1

26

256

(2)

(8)

(0)

321

6,975

958

(160)

26

9,369

(10,218)

(455)

495

(14)

(4)

88

7,060

306

NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019