NATIXIS - Universal registration document and financial report 2019

FINANCIAL DATA Consolidated financial statements and notes

Fair value of financial assets and liabilities carried at fair value in the balance sheet 9.4.4 Financial assets and liabilities measured at fair value are categorized based on the fair value hierarchy presented in Notes 6.6 and 8.5.

31/12/2019

31/12/2018

Carrying amount Level 1 Level 2 Level 3

Carrying amount Level 1 Level 2 Level 3

Assets (in millions of euros)

Financial assets at fair value through profit or loss

23,360 17,505

4,569

1,286 22,328 19,519

1,570

1,238

Income securities held for trading

2,286

2,202

84

4,810

4,726

84

o/w debt instruments in the form of securities o/w equity instruments Derivative instruments not eligible for hedge accounting (positive fair value)

2,286

2,202

84

4,810

4,726

84

19

14

5 1 4

0

18

4

13

0

o/w interest rate derivatives o/w currency derivatives

1 9

4

4

6

0

13

3

10

0

o/w credit derivatives o/w equity derivatives

8 0

8

0 0

1 0

1

o/w other

0

Other financial assets held for trading Financial assets designated under the fair value option through profit or loss o/w debt instruments in the form of securities

21,055 15,289

4,480

1,286 17,501 14,789

1,473

1,238 1,238

2,046

98

663 659

1,285

1,582

89 83

255 282

o/w equity instruments

785

125

366

o/w loans and receivables o/w investments backed by unit-linked policies

18,224 15,065 51,391 43,317

3,159 5,279

0 15,553 14,617 2,795 47,801 39,708

936

5

Available-for-sale financial assets

5,617

2,475

Available-for-sale securities – Equity investments

240

0

0

240

208

0

0

208

Other available-for-sale securities

51,151 43,317 43,033 37,311

5,279 3,189 2,091

2,554 47,593 39,708 2,534 40,874 34,443

5,617 4,213 1,404

2,267 2,218

o/w debt instruments in the form of securities

o/w equity instruments

8,118

6,006

21

6,718

5,265

49

o/w other available-for-sale financial assets TOTAL

74,751 60,822

9,848

4,081 70,129 59,228

7,188

3,713

337

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NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019