IRR310313.pdf - Banco Itaú

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
LIABILITIES
Futures
(55,428) (62,017) (117,445) 1.4 - (56,408) (568) (5,252) (37,609) (17,608) (27,543)
BM&F Bovespa (55,428) (62,017) (117,445) 1.4 - (56,408) (568) (5,252) (37,609) (17,608) (17,736)
Financial institutions - - - - - - - - - - (9,807)
Swaps - difference payable (2,800,969) (1,345,241) (4,146,210) 49.2 (117,202) (456,581) (319,801) (373,618) (672,346) (2,206,662) (2,925,467)
BM&F Bovespa (515,622) (249,705) (765,327) 9.1 (218) (178,454) (157) (89,711) (100,396) (396,391) (644,007)
Financial institutions (439,853) (367,325) (807,178) 9.6 (36,629) (55,180) (121,371) (112,152) (76,910) (404,936) (596,531)
Companies (1,810,843) (728,403) (2,539,246) 30.1 (78,182) (219,070) (193,405) (160,825) (493,489) (1,394,275) (1,627,354)
Individuals (34,651) 192 (34,459) 0.4 (2,173) (3,877) (4,868) (10,930) (1,551) (11,060) (57,575)
Option premiums (1,291,683) 220,682 (1,071,001) 12.6 (83,217) (248,923) (208,621) (396,960) (87,211) (46,069) (1,567,985)
BM&F Bovespa (746,651) 271,388 (475,263) 5.6 (34,652) (110,515) (97,974) (231,948) (174) - (1,044,990)
Financial institutions (287,315) (9,402) (296,717) 3.5 (10,609) (70,889) (50,443) (85,780) (46,313) (32,683) (390,201)
Companies (257,510) (41,253) (298,763) 3.5 (37,956) (67,519) (59,946) (79,232) (40,724) (13,386) (132,794)
Individuals (207) (51) (258) - - - (258) - - - -
Forwards (onshore) (2,570,462) 27,693 (2,542,769) 30.2 (202,158) (119,294) (249,469) (100,963) (929,354) (941,531) (2,491,279)
BM&F Bovespa (28,466) 5 (28,461) 0.3 (28,461) - - - - - (1,860)
Financial institutions (72,750) 866 (71,884) 0.9 (27,241) (17,206) (3,090) (22,093) (817) (1,437) (823,012)
Companies (2,469,101) 26,860 (2,442,241) 29.0 (146,456) (102,088) (246,196) (78,870) (928,537) (940,094) (1,666,407)
Individuals (145) (38) (183) - - - (183) - - - -
Credit derivatives (93,996) (13,223) (107,219) 1.3 (5) (912) (5,346) (427) (18,058) (82,471) (98,632)
Financial institutions (88,704) (13,005) (101,709) 1.2 (5) (912) (5,346) (427) (18,058) (76,961) (98,599)
Companies (5,292) (218) (5,510) 0.1 - - - - - (5,510) (33)
Forwards (offshore) (132,080) 10,977 (121,103) 1.5 (32,763) (27,922) (29,284) (28,411) (2,122) (601) (344,772)
Financial institutions (92,249) 3,369 (88,880) 1.1 (29,388) (23,119) (12,140) (24,060) (169) (4) (288,174)
Companies (39,693) 7,572 (32,121) 0.4 (3,375) (4,803) (17,144) (4,249) (1,953) (597) (56,565)
Individuals (138) 36 (102) - - - - (102) - - (33)
Swaps with target flow - Companies (282) (31,337) (31,619) 0.4 - - - (162) (1,356) (30,101) (2,801)
Other derivative financial instruments (425,000) 128,429 (296,571) 3.4 (914) (146,229) (88,433) (6,568) (31,218) (23,209) (164,498)
Financial institutions (92,652) (1,025) (93,677) 1.0 - - (80,872) - - (12,805) (81,506)
Companies (332,348) 129,454 (202,894) 2.4 (914) (146,229) (7,561) (6,568) (31,218) (10,404) (82,992)
Total (7,369,900) (1,064,037) (8,433,937) 100.0 (436,259) (1,056,269) (901,522) (912,361) (1,779,274) (3,348,252) (7,622,977)
% per maturity term 5.2 12.5 10.7 10.8 21.1 39.7
Total at 03/31/2012
(6,349,155) (1,273,822) (7,622,977) 100.0 (1,253,151) (510,051) (1,301,993) (832,289) (1,010,190) (2,715,303)
% per maturity term 16.4 6.7 17.1 10.9 13.3 35.6
03/31/2013
Itaú Unibanco Holding S.A. – Complete Financial Statements – Mach 31, 2013 119