MD&A and Financial Statements (PDF) - Banco Itaú

Itaú Unibanco S.A. – - September0, 2010 94
Cost
Adjustment to
market value
(in results /
stockholders'
equity)
Market value % 0 - 30 31 - 90 91 - 180 181 - 365 366 - 720
Over 720
days
09/30/2009
Market value
LIABILITIES
Option premiums (2,160,467) 221,755 (1,938,712) 21.4 (248,422) (270,557) (924,209) (361,303) (130,135) (4,086) (2,288,591)
BM&F Bovespa (1,561,725) 153,336 (1,408,389) 15.5 (224,205) (139,992) (757,255) (184,393) (102,216) (328) (1,772,048)
Financial institutions (499,684) 40,468 (459,216) 5.1 (22,117) (109,296) (129,815) (172,704) (21,678) (3,606) (465,632)
Companies (96,755) 27,915 (68,840) 0.8 (2,100) (21,149) (37,139) (2,059) (6,241) (152) (50,911)
Individuals (2,303) 36 (2,267) 0,0 - (120) - (2,147) - - -
Forwards (3,047,627) 489 (3,047,138) 33.6 (2,087,973) - - (14,252) (152,476) (792,437) (1,561,606)
Financial institutions (2,088,463) 490 (2,087,973) 23.0 (2,087,973) - - - - - (332,743)
Companies (959,164) (1) (959,165) 10.6 - - - (14,252) (152,476) (792,437) (1,228,806)
Individuals - - - - - - - - - - (57)
Swaps – difference payable (2,020,445) (776,522) (2,796,967) 30.8 (118,673) (762,894) (95,712) (193,295) (667,487) (958,906) (2,303,461)
BM&F Bovespa (287,503) (172,575) (460,078) 5.1 (13,674) (9,630) (36,663) (41,923) (172,142) (186,046) (346,365)
Financial institutions (415,871) (577,437) (993,308) 10.9 (41,263) (34,722) 4,520 (90,631) (214,311) (616,901) (875,547)
Companies (1,253,570) (52,001) (1,305,571) 14.4 (63,511) (717,145) (52,757) (44,917) (272,102) (155,139) (1,028,862)
Individuals (63,501) 25,491 (38,010) 0.4 (225) (1,397) (10,812) (15,824) (8,932) (820) (52,687)
Credit derivatives (148,092) 2,848 (145,244) 1.6 (819) (7,579) (10,530) (1,589) (3,048) (121,679) (124,218)
Financial institutions (148,070) 2,829 (145,241) 1.6 (819) (7,579) (10,527) (1,589) (3,048) (121,679) (124,182)
Companies (22) 19 (3) 0,0 - - (3) - - - (36)
Forwards (485,945) (18) (485,963) 5.3 (111,080) (114,296) (98,959) (118,656) (25,944) (17,028) (351,068)
BM&F Bovespa (7) - (7) 0,0 - - (7) - - - -
Financial institutions (364,426) - (364,426) 4.0 (68,399) (89,362) (76,268) (93,760) (21,509) (15,128) (108,501)
Companies (120,797) (18) (120,815) 1.3 (42,681) (24,911) (22,684) (24,645) (4,354) (1,540) (241,579)
Individuals (715) - (715) 0,0 - (23) - (251) (81) (360) (988)
Swaps with target flow (11,792) (2,110) (13,902) 0.2 (93) - (13,809) - - - (236,667)
Swaps (11,792) (2,110) (13,902) 0.2 (93) - (13,809) - - - (88,981)
Companies (7) (86) (93) 0,0 (93) - - - - - (88,981)
Individuals (11,785) (2,024) (13,809) 0.2 - - (13,809) - - - -
Target flow of swap – foreign currency - - - - - - - - - - (147,686)
Financial institutions - - - - - - - - - - (32,994)
Companies - - - - - - - - - - (114,692)
Other (617,327) (31,647) (648,974) 7.1 (51,511) (102,882) (76,645) (227,834) (78,680) (111,422) (592,792)
BM&F Bovespa - (293) (293) 0,0 (105) (188) - - - - (422)
Financial institutions (205,098) (57,463) (262,561) 2.9 (1,411) (20,852) (19,253) (110,697) (4,699) (105,649) (113,458)
Companies (411,744) 26,108 (385,636) 4.2 (49,546) (81,842) (57,357) (117,137) (73,981) (5,773) (418,867)
Individuals (485) 1 (484) 0,0 (449) - (35) - - - (60,045)
TOTAL (8,491,695) (585,205) (9,076,900) 100.0 (2,618,571) (1,258,208) (1,219,864) (916,929) (1,057,770) (2,005,558) (7,458,403)
% per maturity term 28.8% 13.9% 13.4% 10.1% 11.7% 22.1%
Total – 09/30/2009 (6,704,725) (753,678) (7,458,403) 100.0 (2,222,490) (1,228,773) (1,255,194) (855,677) (813,505) (1,082,764)
% per maturity term 29.8% 16.5% 16.8% 11.5% 10.9% 14.5%
In ITAÚ UNIBANCO HOLDING recorded at market value swap contracts involving foreign currency, interbank market and indices totaling R$ (2,596) in liability position (R$ (881) at 09/30//2009), distributed as follows: R$ (2,596) from 31 to 180
days (R$ (25) at 09/30//2009), (R$ (25) at 09/30//2009) from 181 to 365 day, and (R$ (831) over 365 days at 09/30//2009).
09/30/2010