IRR310313.pdf - Banco Itaú

II -
Derivatives by counterparty
See below the composition of the Derivative Financial Instruments portfolio (assets and liabilities) by type of instrument, stated at cost, market value, and maturity term.
Cost
Adjustments to
market value (in
results /
stockholders' equity)
Market value % 0 - 30 31 - 90 91 - 180 181 - 365 366 - 720
Over 720
days
03/31/2012
Market value
ASSET
Swaps - Adjustment receivable
2,236,286 1,125,016 3,361,302 32.8 64,439 226,420 498,533 446,021 627,156 1,498,733 2,659,775
BM&F Bovespa 244,209 167,374 411,583 4.0 1,713 9,821 9,857 51,536 110,412 228,244 356,485
Financial institutions 204,349 165,783 370,132 3.6 10,955 67,690 89,755 28,204 28,508 145,020 315,614
Companies 1,758,955 769,255 2,528,210 24.7 51,769 147,106 391,613 355,412 484,975 1,097,335 1,981,959
Individuals 28,773 22,604 51,377 0.5 2 1,803 7,308 10,869 3,261 28,134 5,717
Option premiums
1,864,764 (56,789) 1,807,975 17.6 145,042 123,794 308,704 256,988 79,568 893,879 2,110,139
BM&F Bovespa 620,001 (135,495) 484,506 4.7 76,323 30,533 224,059 153,433 158 - 850,728
Financial institutions 101,839 45,030 146,869 1.4 21,941 22,464 20,814 31,935 36,035 13,680 287,280
Companies 1,142,924 33,676 1,176,600 11.5 46,778 70,797 63,831 71,620 43,375 880,199 972,131
Forwards (onshore)
3,222,362 5,615 3,227,977 31.5 456,335 406,629 364,056 100,787 943,452 956,718 3,304,581
BM&F Bovespa 633,970 (564) 633,406 6.2 258,102 244,977 104,698 25,205 92 332 717,668
Financial institutions 72,969 6,446 79,415 0.8 50,246 4,315 4,090 18,865 1,899 - 822,419
Companies 2,515,127 (659) 2,514,468 24.5 147,987 157,337 255,268 56,558 941,461 955,857 1,764,494
Individuals 296 392 688 0.0 - - - 159 - 529 -
Credit derivatives
750,998 7,668 758,666 7.4 107,743 404,623 162,807 1,015 1,662 80,816 558,073
Financial institutions 750,998 7,668 758,666 7.4 107,743 404,623 162,807 1,015 1,662 80,816 557,933
Companies - - - - - - - - - - 140
Forwards (offshore)
194,867 51,475 246,342 2.4 42,516 45,060 39,359 46,251 36,115 37,041 353,543
Financial institutions 100,978 (1) 100,977 1.0 28,157 27,096 20,303 23,751 1,472 198 199,533
Companies 89,010 54,453 143,463 1.4 12,465 17,956 19,056 22,500 34,643 36,843 153,877
Individuals 4,879 (2,977) 1,902 0.0 1,894 8 - - - - 133
Swaps with target flow - Companies 3,179 (3,117) 62 0.0 - - - - - 62 -
Target flow of swap - Companies - 31,577 31,577 0.3 - - - 134 765 30,678 3,207
Other derivative financial instruments
786,807 26,222 813,029 8.0 11,702 257,158 65,970 20,989 103,234 353,976 633,976
BM&F Bovespa - 240 240 0.0 - 201 39 - - - 97,963
Financial institutions 201,856 (11,948) 189,908 1.9 5 62 65,376 875 19,560 104,030 196,076
Companies 584,951 37,930 622,881 6.1 11,697 256,895 555 20,114 83,674 249,946 339,937
Total 9,059,263 1,187,667 10,246,930 100.0 827,777 1,463,684 1,439,429 872,185 1,791,952 3,851,903 9,623,294
% per maturity term 8.1 14.3 14.0 8.5 17.5 37.6
Total at 03/31/2012
8,665,710 957,584 9,623,294 100.0 1,493,272 1,494,228 1,472,313 722,243 963,509 3,477,729
% per maturity term 15.5 15.5 15.3 7.5 10.0 36.1
03/31/2013
Itaú Unibanco Holding S.A. – Complete Financial Statements – Mach 31, 2013 118