NATIXIS - 2018 Registration document and annual financial report
5 FINANCIAL DATA
Parent company financial statements and notes
OFF-BALANCE SHEET ITEMS – FORWARD FINANCIAL INSTRUMENTS
NOTE 34
Notional 2018
Notional 2017
(in millions of euros)
On organized markets Forward transactions
479,272 473,370
659,551 656,105
Options
5,902
3,446
Over the counter
3,562,951 3,042,416
3,895,931 3,382,074
Forward transactions
Options
520,535
513,857
INTEREST RATE INSTRUMENTS
4,042,223
4,555,482
On organized markets Forward transactions
151 151
349 349
Options Over the counter
312,005 50,495 261,510 312,156 190,162 51,206 138,956 212,715 115,504 97,211
349,168 103,335 245,833 349,517 151,962 35,053 116,909 187,680 114,367 73,313
Forward transactions
Options
EXCHANGE RATE INSTRUMENTS
On organized markets Forward transactions
Options
Over the counter
Forward transactions
Options
OTHER INSTRUMENTS
402,877
339,642
o/w hedges of interest rate instruments a of exchange rate instruments a
25,352
22,906
70
3
7,644
2,383
of other instruments a
o/w macro-hedges
161,665
338,391
o/w isolated open positions
258
556
Counterparty risk exposure
Counterparty risk exposure (a)
Governments and central banks
8,657
Financial institutions
25,909 12,819
Other
TOTAL
47,385
Exposure calculated based on current Basel 3 standards. (a)
Information on risk management is presented in Section 3.5 of Chapter [3], “Credit and counterparty risks”.
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Natixis Registration Document 2018
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