BPCE_REGISTRATION_DOCUMENT_2017

FINANCIAL REPORT IFRS Consolidated Financial Statements of BPCE SA group as at December 31, 2017

Analysis of fair value hierarchy transfers 5.5.3 The amountsof transfers indicated in this statement are thoseof the last valuation preceding the transfer.

 Fiscal year 2017

From

Level 1

Level 2

Level 2

Level 3

Level 3

To

Level 2

Level 1

Level 3

Level 1

Level 2

in millions of euros 

FINANCIAL ASSETS Securities

399 233 166

325 239

1 1

122 122

Fixed-income securities Variable-income securities

86

Derivatives

15

8

1,096

26 14

34 14

Interest rate derivatives Equity derivatives Currency derivatives Credit derivatives

10

7

5 3 4

1,048

Other derivatives

5

1

Financial assetsheld for trading

414

333

1,097

148

Securities

2 2

Fixed-income securities

Financial assetsdesignated at fairvalue through profitor loss

2

Investments in associates Other securities

209 209

689 689

143

358 358

157 157

5

Fixed-income securities Variable-income securities

39

104

Other financialassets

6

Available-for-salefinancialassets

209

695

143

358

157

FINANCIALLIABILITIES Securities

7 8

69 23

Derivatives

1,334

55 27 25

Interest rate derivatives Equity derivatives Currency derivatives Credit derivatives

30 25

6

23

1,279

2 1

Other derivatives

2

Financial liabilitiesheld fortrading

15

92

1,334

55

Securities

51

Financial liabilitiesdesignated at fair value through profit orloss

51

The amounts of transfers indicated in this statement are thoseof the last valuation preceding the transfer.

403

Registration document 2017