NATIXIS - Universal registration document and financial report 2019

FINANCIAL DATA Consolidated financial statements and notes

Gains and losses recognized in the period

Transactions carried out in the period

Reclassifications in the period

Income statement

On transac- tions expired or redeemed at the reporting date

On outstan- ding transac- tions at the reporting 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

Trans- lation adjust- ments

Sales/ Redem- ptions

Other reclassi- fications (a)

From level 3 To level 3 (a)

Financial liabilities (in millions of euros)

Purchases/ Issues

Securities issued for trading purposes Derivative instruments not eligible for hedge accounting (negative fair value) o/w interest rate derivatives o/w currency derivatives o/w credit derivatives o/w equity derivatives Other financial liabilities held for trading Financial liabilities under the fair value option through profit or loss o/w other

5

26

(32)

0

2,054

(151)

(225)

250

(264)

(401)

598

39

1,898

192

63

(22)

45 89

(24) (30) (23)

(15)

302

2

542 724 316 315

1,042

(32)

5

(375)

8 1

18 11

251 569

65

10

2

(249)

(218)

114

(188)

(10)

287

9

1

1

1,176

37

(37)

1,161

(1,526)

(2)

809

185

475

(2)

3,339

(1,905)

4,975

2,296

5

9,368

5

o/w securities under the fair value option

182

475

(2)

3,339

(1,905)

4,975

2,296

5

9,366

o/w other financial liabilities under the fair value option TOTAL FINANCIAL LIABILITIES RECOGNIZED AT FAIR VALUE

3

(1)

2

3,415

365

(264)

4,776

(3,727)

(403)

5,573

2,297

44

12,075

The flows presented under the “Reclassifications in the period” columns of the above table are determined on the basis of outstanding transactions at December 31, 2019.

Debt issues were reclassified on a symmetrical basis to Level 3 of the fair value hierarchy along with the underlying instruments, both for instruments deemed unobservable during the period and for issues related (a) to instruments already classified in Level 3 at December 31, 2018 (the latter being recorded under “other reclassifications”).

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019