NATIXIS - Universal registration document and financial report 2019
5 FINANCIAL DATA
Parent company financial statements and notes
Off-balance sheet items – Forward financial instruments Note 35
(in millions of euros)
Notional 2018
Notional 2019
On organized markets
335,787 333,624
479,272 473,370
Forward transactions
Options
2,163
5,902
Over the counter
3,811,367 3,283,545
3,562,951 3,042,416
Forward transactions
Options
527,822
520,535
INTEREST RATE INSTRUMENTS
4,147,154
4,042,223
On organized markets
60 60
151 151
Forward transactions
Options Over the counter
285,800 35,585 250,215 285,860 144,559 43,041 101,518 225,302 141,608
312,005 50,495 261,510 312,156 190,162 51,206 138,956 212,715 115,504
Forward transactions
Options
EXCHANGE RATE INSTRUMENTS
On organized markets
Forward transactions
Options
Over the counter
Forward transactions
Options
83,694
97,211
OTHER INSTRUMENTS
369,861
402,877
o/w hedges - of interest rate instruments - of exchange rate instruments
26,265
25,352
3
70
- of other instruments o/w macro-hedges
2,721
7,644
171,974
161,665
o/w isolated open positions
309
258
Counterparty risk exposure
Counterparty risk exposure (a)
Governments and central banks
5,088
Financial institutions
25,873 16,878 47,839
Other
TOTAL
(a)
Exposure calculated based on current Basel 3 standards.
Information on risk management is presented in Section 3.5 of Chapter 3, “Credit and counterparty risks”.
422
NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2019
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