NATIXIS -2020 Universal Registration Document
5 FINANCIAL DATA
Parent company financial statements and notes
Note 6
Bonds, shares and other fixed and variable income securities
2020
2019
Securities held for trading
Securities held for sale
Securities held for investment
Securities held for trading
Securities held for sale
Securities held for investment
Total
(in millions of euros)
Total
Government securities and equivalent (b) Gross value (a)
11,215
6,086
728
18,028
37,959
5,517
631
44,107
Premiums/discounts
0 8
44 32
0 0
44 41
72 38
(1)
71 43
Accrued interest
5
Impairment
0
0
Net carrying amount Bonds and other fixed -income securities (b) (c) Gross value (a) Premiums/discounts
11,223
6,162
728
18,113
37,964
5,627
630
44,221
3,788
6,195
244
10,227
9,479
5,927
294
15,700
0 0 0
6
0 0
6
1
1
Accrued interest
20
20
1
24
25
Impairment
(78)
(0)
(78)
(83)
(83)
Net carrying amount Equities and other variable-income securities (b) (d) Gross value
3,788
6,143
244
10,175
9,480
5,869
294
15,643
37,875
1,059
0 0 0
38,934
69,331
1,200
70,531
Accrued interest
0 0
0
0
0
Impairment
(23)
(23)
(27)
(27)
Net carrying amount 70,504 For these categories of securities, the gross values shown in the “Securities held for sale” and “Securities held for investment” columns are redemption value. (a) Of which securities loaned for €29,902 million at December 31, 2020 versus €33,653 million at December 31, 2019. (b) Of which Bonds and other listed fixed-income securities for €9,327 million at December 31, 2020 versus €14,588 million at December 31, 2019. (c) Of which Shares and other listed variable-income securities for €38,659 million at December 31, 2020 versus €70,213 million at December 31, 2019. (d) 37,875 1,035 38,910 69,331 1,173 Financial instruments not listed on active markets, recognized in short-term investments, trading securities and investment securities, represented an amount of €19,212 million at December 31, 2020. Natixis applied for the first time on December 31, 2020 ANC regulation No. 2020-10 of December 22, 2020, amending ANC regulation No. 2014-07specifically as regards the presentationof securities loans on the balance sheet. This change consists in presenting under “Other liabilities”, the debt representing the securities borrowed, less the value of the securities borrowed (classified as trading securities on the balance sheet) and the value of the securities borrowed that have been loaned out (also classified as trading securities on the balance sheet). The impact of these changes is presented in Note 2.16. Transfers of securities between categories There were no transfers of securities between categories in2019 or 2020.
Unrealized capital gains and losses in the investment portfolio
(in millions of euros)
2019
2020
Government securities and equivalent Unrealized capital gains
29
25 (1)
Unrealized capital losses
Bonds and other fixed-income securities Unrealized capital gains
56
Unrealized capital losses
(87)
(92)
Shares and other variable-income securities Unrealized capital gains
62
471 (10)
Unrealized capital losses
(11)
428
NATIXIS UNIVERSAL REGISTRATION DOCUMENT 2020
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