CFM INDOSUEZ Wealth Management - 2020 Annual Report

135 10.2 INFORMATION ON FINANCIAL INSTRUMENTS MEASURED AT FAIR VALUE Breakdown of financial instruments at fair value by valuation model The amounts presented include accrued interest and are net of impairment. Financial assets are measured at fair value. (in thousands of euros) 31/12/2020 Prices quoted on active markets for identical instruments Level 1 Valuation based on observable data Level 2 Valuation based on unobservable data Level 3 Financial assets held for trading 12,126 12,126 Loans and receivables due from credit institutions Client receivables Securities received under reverse delivery repurchase agreements Securities received under reverse repurchase agreements Securities held for trading Government securities and similar Bonds and other fixed income securities UCITS Equities and other variable income securities Derivatives 12,126 12,126 Other financial assets recognised at fair value through profit or loss 2,273 2,273 Equity instruments at fair value through profit or loss Equities and other variable income securities Non-consolidated equity investments Debt instruments that do not meet SPPI criteria 2,273 2,273 Loans and receivables due from credit institutions Client receivables Debt securities 2,273 2,273 Government securities and similar Bonds and other fixed income securities UCITS 2,273 2,273 Assets representing unit-linked policies Government securities and similar Bonds and other fixed income securities Equities and other variable income securities UCITS Financial assets designated at fair value through profit or loss Loans and receivables due from credit institutions Client receivables Securities designated at fair value through profit or loss Government securities and similar Bonds and other fixed income securities Financial assets recognised in equity 344 344 0 Equity instruments recognised in other comprehensive income not recyclable to income 344 344 0 Equities and other variable income securities 344 344 0 Non-consolidated equity investments Debt instruments recognised en capitaux propres recyclables 0 Receivables due from credit institutions Client receivables Debt securities Government securities and similar Bonds and other fixed income securities Hedging derivatives 32,947 32,947 TOTAL FINANCIAL ASSETS MEASURED AT FAIR VALUE 47,690 344 47,346 0 Transfers from Level 1: Prices quoted on active markets for identical instruments Transfers from Level 2: Valuation based on observable data Transfers from Level 3: Valuation based on unobservable data TOTAL TRANSFERS TO EACH LEVEL