09-041334 Relatorio INGLES Vol 2 - BCP KOMORI 4 - Millennium bcp

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Annual Report Volume II Financial Statements 2008 Banco Comercial Português, S.A. 177 The analysis of the securities portfolio included in the financial assets held for trading and available for sale portfolios, by sector of activity, as at 31 December 2008 is as follows: Euros ’000 Other financial Overdue Gross Bonds Shares assets Securities Total Mining - 73 - - 73 Textiles - 81 - 1,037 1,118 Wood and cork - - - 126 126 Printing and publishing - 3,518 - - 3,518 Engineering - 2 - 187 189 Electricity, water and gas - 3,003 - - 3,003 Construction - 11,879 - 645 12,524 Wholesale business - 1 - 63 64 Restaurants and hotels - 51 - - 51 Transport and communications - - - 17 17 Services 7,716,474 33,319 827,603 3,352 8,580,748 7,716,474 51,927 827,603 5,427 8,601,431 Government and Public securities 337,266 - 47,278 - 384,544 Impairment for overdue securities - - - (5,427) (5,427) 8,053,740 51,927 874,881 - 8,980,548 The analysis of the securities portfolio included in the financial assets held for trading and available for sale portfolios, by sector of activity, as at 31 December 2007 is as follows: Euros ’000 Other financial Overdue Gross Bonds Shares assets Securities Total Agriculture - - 23,485 - 23,485 Mining 835 74 2,650 - 3,559 Food, beverage and tobacco - 1 53,614 - 53,615 Textiles 868 81 34,741 1,037 36,727 Wood and cork - - 13,540 126 13,666 Printing and publishing - 9,464 25,535 - 34,999 Chemicals - - 23,665 - 23,665 Engineering - 1,540 47,261 187 48,988 Electricity, water and gas 4,815 - 304,002 - 308,817 Construction - 158 76,118 645 76,921 Retail business - - 30,321 - 30,321 Wholesale business 907 - 190,904 63 191,874 Restaurants and hotels - 51 17,452 - 17,503 Transport and communications 100,431 - 49,790 17 150,238 Services 1,510,358 417,821 2,345,085 3,352 4,276,616 1,618,214 429,190 3,238,163 5,427 5,290,994 Government and Public securities 728,292 - - - 728,292 Impairment for overdue securities - - - (5,427) (5,427) 2,346,506 429,190 3,238,163 - 6,013,859
178 Annual Report Volume II Financial Statements 2008 Banco Comercial Português, S.A. The analysis of the trading derivatives by maturity as at 31 December 2008, is as follows: 2008 Euros ’000 Notional (remaining term) Fair values Less than 3 months to More than 3 months 1 year 1 year Total Assets Liabilities Interest rate Derivatives: OTC Market: Forward rate agreements - 227,000 - 227,000 565 424 Interest rate Swaps 4,161,777 5,255,856 41,518,128 50,935,761 1,133,685 943,125 Interest rate Options (purchase) 57,381 339,792 1,371,791 1,768,964 22,926 - Interest rate Options (sale) 57,381 339,792 1,371,791 1,768,964 - 22,925 Other interest rate contracts 6,890 198,321 5,808,617 6,013,828 71,772 72,832 4,283,429 6,360,761 50,070,327 60,714,517 1,228,948 1,039,306 Stock Exchange transactions: Interest rate Futures 77,600 - - 77,600 - - Currency Derivatives: OTC Market: Forward exchange contract 250,522 78,990 3,617 333,129 12,413 23,173 Currency Swaps 4,992,521 779,738 - 5,772,259 137,663 183,927 Currency Options (purchase) 54,695 5,188 - 59,883 1,696 - Currency Options (sale) 54,095 5,304 - 59,399 - 1,745 5,351,833 869,220 3,617 6,224,670 151,772 208,845 Share Derivatives: OTC Market: Shares/indexes Swaps 151,970 345,925 821,856 1,319,751 130,730 140,124 Other shares/indexes contracts - - 50,000 50,000 - 6,896 151,970 345,925 871,856 1,369,751 130,730 147,020 Stock Exchange transactions: Shares/indexes Options (purchase) 220,000 - - 220,000 - - Shares/indexes Options (sale) 220,000 - - 220,000 - - 440,000 - - 440,000 - - Credit derivatives: OTC Market: Credit Default Swaps 10,599 91,661 5,761,651 5,863,911 64,053 60,606 Others credit derivatives (purchase) - - 14,286 14,286 - - Others credit derivatives (sale) 4,269 30,748 81,824 116,841 - - 14,868 122,409 5,857,761 5,995,038 64,053 60,606 Total financial instruments traded in: OTC Market 9,802,100 7,698,315 56,803,561 74,303,976 1,575,503 1,455,777 Stock Exchange 517,600 - - 517,600 - - Embedded derivatives 1,756 11,004 10,319,700 7,698,315 56,803,561 74,821,576 1,577,259 1,466,781
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2008 Annual Report Volume 1I
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2 Annual Report Volume II Contents
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26 Annual Report Volume II Appendix
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28 Annual Report Volume II Opinion
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Annual Report 2008 Volume II ©Mill
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09-041334 Relatorio INGLES Vol 2 - BCP KOMORI 4 - Millennium bcp

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