NATIXIS_REGISTRATION_DOCUMENT_2017

5 FINANCIAL DATA

Consolidated financial statements and notes

At December 31, 2016

12.31.2016

Asset Management

Structured Financing Other activities

Securitization

Total

(in millions of euros)

Financial assets at fair value through profit or loss

234

9,380

718

150 108

10,482

Trading derivatives

45 99

422

98

673

Trading instruments (excluding derivatives) Financial instruments at fair value through profit or loss

4,087

350

42

4,578

90

4,871 1,978 2,295

269

-

5,231 2,432

Available-for-sale financial assets

409

21

23

Loans and receivables

1,809

12,962

1,456

18,522

Held-to-maturity financial assets

-

-

-

-

-

Other assets

8

38

13

3

62

TOTAL ASSETS

2,460

13,692

13,715

1,632

31,499

Financial liabilities at fair value through profit or loss (derivatives)

41

182

467

42 27

733

Provisions

-

1

4

32

TOTAL LIABILITIES

41

183 245

471

69

764

Financing commitments given

3,959

1,882 1,430 3,073 2,716

1,009

7,095 8,798 3,166 5,267

Guarantees given Guarantees received

211

7,151

6

12

1

80

Notional amount of sales of options and CDS

1,709

116

726

MAXIMUM EXPOSURE TO RISK OF LOSS

8,327

21,203

16,666

3,266

49,461

SIZE OF STRUCTURED ENTITIES 308,118 For Asset Management entities, guarantees given correspond to capital and/or performance guarantees given to mutual funds (see Note 4.1.3). 80,079 148,202 78,519 1,318

Non-consolidated structured entities 4.3 in which Natixis is involved only as a sponsor With respect to information that must be disclosed under IFRS 12, Natixis sponsors a structured entity when the two followingindicatorsare bothmet: Natixis is involved in the creation and structuring of the a structuredentity;and Natixis contributes to the entity’s success by transferring a assets to it or by managing the structured entity’s relevant activities.

Where Natixis’ participation is simply as an advisor, arranger, custodianor placementagent, the structuredentity is presumed not to be sponsoredby Natixis. Natixisplays the role of sponsorfor: mutual funds initiated by a Natixis managementcompany and a in which Natixis holds no stake nor any other interest. Reported income includes management and incentive fees receivedby Natixis,as well as profits and losses resultingfrom ongoingtransactionswith these funds; a US activity consisting of originating and selling real estate a loans to securitization vehicles, created by Natixis with third partiesand in whichNatixisholds no interest.Reportedincome includesstructuringfees as well as capital gains and losses on the assignmentof receivables.

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Natixis Registration Document 2017