NATIXIS - Universal registration document and financial report 2019
5 FINANCIAL DATA
Consolidated financial statements and notes
8.5.3
Financial assets and liabilities at fair value: transfers between fair value levels
Financial assets
31/12/2019
31/12/2018
From Level 1
Level 2
Level 2
Level 3
Level 3
Level 1
Level 2
Level 2
Level 3
Level 3
To
Level 2
Level 1
Level 3
Level 1
Level 2
(in millions of euros)
Level 2
Level 1
Level 3
Level 1
Level 2
Financial assets at fair value through profit or loss
306
230
495
455
111
235
322
206
Financial assets held for trading
289
119
6
116
89
150
14
o/w debt instruments in the form of securities o/w equity instruments o/w loans and receivables o/w security deposits paid
233
119
6
0
89
150
14
2
116
54
Derivative instruments not eligible for hedge accounting (positive fair value)
16
111
486
339
23
85
148
206
o/w interest rate derivatives
381
5
17
o/w currency derivatives
13
328
178
o/w credit derivatives
1
o/w equity derivatives (a)
16
109
90
5
17
85
131
28
o/w other
2
6
Financial instruments to be valued at fair value through profit or loss o/w debt instruments in the form of securities Financial assets at fair value through equity o/w equity instruments o/w debt instruments in the form of securities o/w loans and receivables
3
160
160
3
273
588
361
205
273
588
361
205
o/w loans and receivables
Of which, €131 million at December 31, 2018 relating to structured derivatives indexed to shares traded in Asia transferred to Level 3 of the fair value hierarchy (see Note 8.5). (a)
Financial liabilities
31/12/2019
31/12/2018
From Level 1 Level 2 Level 2 Level 3 Level 3
Level 1 Level 2 Level 2 Level 3 Level 3
To Level 2 Level 1 Level 3 Level 1 Level 2
(in millions of euros)
Level 2 Level 1 Level 3 Level 1 Level 2
Financial liabilities held for trading Securities held for trading Derivative instruments not eligible for hedge accounting (negative fair value) o/w interest rate derivatives
12
199
598
403
41
56
14
176
83
12
116
598 302
401
41
56
13
176
15
9
1
o/w currency derivatives o/w credit derivatives o/w equity derivatives
8 1
375
154
0
2
12
115
287
10
34
55
3
18
o/w other
1
7
1
Other financial liabilities held for trading
2
Financial liabilities designated under the fair value option
4,975
1
o/w securities under the fair value option
4,975
o/w other financial liabilities under the fair value option
1
310
NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019
Made with FlippingBook Annual report