996 - Banca Antonveneta

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2.6 DERIVATIVE FINANCIAL INSTRUMENTSA. FINANCIAL DERIVATIVESA.1 Trading Portfolio for Supervisory Purposes: Notional Values at the End of the Year and Average Values for the YearTransaction/Underlying CategoryDebt and InterestRate SecuritiesCapital Securities and StockIndicesExchange Rates and Gold Other Stocks 31.12.2007 31.12.2006Listed Non listed Listed Non listed Listed Non listed Listed Non listed Listed Non listed Listed Non listed1. Forward rate agreement - - - - - - - - - - - -2. Interest rate swap - 10,929,175 - - - - - - - 10,929,175 - 7,302,9503. Domestic currency swap - - - - - - - - - - - -4. Currency interest rate swap - - - - - - - - - - - -5. Basis swap - 1,619,464 - - - - - - - 1,619,464 - 1,510,7496. Stock index swaps - - - - - - - - - - - -7. Real estate index swaps - - - - - - - - - - - -8. Futures 360,700 - 105,410 - - - - - 466,110 - 254,227 -9. Capital options - 11,736,894 - - - - - - - 11,736,894 - 6,113,761- Acquired - 6,713,522 - - - - - - - 6,713,522 - 3,827,446- Issued - 5,023,372 - - - - - - - 5,023,372 - 2,286,31510. Floor options - 3,067,111 - - - - - - - 3,067,111 - 1,599,751- Acquired - 1,392,146 - - - - - - - 1,392,146 - <strong>996</strong>,853- Issued - 1,674,965 - - - - - - - 1,674,965 - 602,89811. Other options 4,844,735 764,103 1,706,335 429,233 - 1,079,144 - - 6,551,070 2,272,480 1,649,796 1,767,466- Acquired 2,000,000 299,103 853,174 200,562 - 544,948 - - 2,853,174 1,044,613 173,966 1,072,575- Plain vanilla 2,000,000 299,103 853,174 200,562 - 544,948 - - 2,853,174 1,044,613 173,966 1,072,575- Exotic - - - - - - - - - - - -- Issued 2,844,735 465,000 853,161 228,671 - 534,196 - - 3,697,896 1,227,867 1,475,830 694,891- Plain vanilla 2,000,000 465,000 834,275 228,671 - 534,196 - - 2,834,275 1,227,867 296,953 684,841- Exotic 844,735 - 18,886 - - - - - 863,621 - 1,178,877 10,05012. Forward contracts 168,019 9,141 228,773 10 - 1,062,759 - - 396,792 1,071,910 - 799,280- Acquisitions 165,807 8,357 96,984 5 - 608,884 - - 262,791 617,246 - 396,427- Sales 2,212 784 131,789 5 - 450,851 - - 134,001 451,640 - 396,309- Currency swaps - - - - - 3,024 - - - 3,024 - 6,54413. Other derivative contracts - 100,000 - - - - - 1,329 - 101,329 - -Total 5,373,454 28,225,888 2,040,518 429,243 - 2,141,903 - 1,329 7,413,972 30,798,363 1,904,023 19,093,957Average values 413,343 2,171,222 156,963 33,019 - 164,762 - 102 570,306 2,369,105 146,463 1,468,766349
A.2 Bank Portfolio: notional values of end of period and half-periodA.2.1 HedgingTransaction/Underlying CategorySecurities and interestratesCapital Securitiesand Stock IndicesExchange Rates and Gold Other stocks 31.12.2007 31.12.2006Listed Non listed Listed Non listed Listed Non listed Listed Non listed Listed Non listed Listed Non listed1. Forward rate agreement - - - - - - - - - - - -2. Interest rate swap - 952,679 - - - - - - - 952,679 - 1,630,6513. Domestic currency swap - - - - - - - - - - - -4. Currency interest rate swap - - - - - - - - - - - -5. Basis swap - 250,398 - - - - - - - 250,398 - 386,7526. Stock index swaps - - - - - - - - - - - -7. Real estate index swaps - - - - - - - - - - - -8. Futures - - - - - - - - - - - -9. Capital options - 31,751 - - - - - - - 31,751 - 116,752- Acquired - 6,751 - - - - - - - 6,751 - 91,752- Issued - 25,000 - - - - - - - 25,000 - 25,00010. Floor options - 207,092 - - - - - - - 207,092 - 236,842- Acquired - 207,092 - - - - - - - 207,092 - 236,842- Issued - - - - - - - - - - - -11. Other options - 6,681 - - - - - - - 6,681 - 62,656- Acquired - - - - - - - - - - - 3,902° Plain vanilla - - - - - - - - - - - 3,902° Exotic - - - - - - - - - - - -- Issued - 6,681 - - - - - - - 6,681 - 58,754° Plain vanilla - 6,681 - - - - - - - 6,681 - 58,754° Exotic - - - - - - - - - - - -12. Forward contracts - - - - - - - - - - - -- Acquisitions - - - - - - - - - - - -- Sales - - - - - - - - - - - -- Currency swaps - - - - - - - - - - - -13. Other derivative contracts - - - - - - - - - - - -Total - 1,448,601 - - - - - - - 1,448,601 - 2,433,653Average values - 111,431 - - - - - - - 111,431 - 187,204350
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\\ItAntonvenetaAnnualReport2007XII
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Board of DirectorsChairman * France
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GROUPSTRUCTUREANTONVENETAANTONVENET
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The Macroeconomic ScenarioDear Shar
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• Santander: Business unit in Lat
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Performance in 2007Comparability wi
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As at 31 December 2007, loans to cu
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In detail, 19 new issues of unit-li
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The economic and financial performa
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Impaired and performingloansNET POS
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Income StatementThe 2007 income sta
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Performance of the main Antonveneta
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Antenore Finance Società dicartola
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Relevant events occurred after clos
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CONSOLIDATED FINANCIAL STATEMENTSCo
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Consolidated Income Statement€/th
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Statement of changes in consolidate
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A.1 - GENERAL PARTSection 1 - PREPA
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investments are originally recognis
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loans past due for over 180 days ac
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Valuation criteria and recognition
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Financial liabilities held for trad
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Prepaid tax assets and deferred tax
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ASSETSSection 1Cash and cash equiva
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2.2 Financial assets held for tradi
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Section 3Financial assets designate
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Section 4Financial assets available
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4.5.1 Financial assets available fo
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Section 7Loans to customers - Entry
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Section 8Hedging derivative contrac
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Section 12Tangible fixed assets - E
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12.3.3 Fixed assets for functional
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Section 14Tax assets and liabilitie
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14.5 Changes in prepaid taxes (offs
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Section 16Other assets - Entry 1601
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Section 2Due to customers - Entry 2
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3.3 Securities issued: securities u
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4.4.1 Trading financial liabilities
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Section 8Tax liabilities - Entry 80
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The actuarial assumptions used in t
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• discount rate. The financial ba
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12.3.2 Personnel pension fund (ex-B
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15.5 Income reserves: other informa
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Section 16Minority interests - Entr
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OTHER INFORMATION1. Guarantees and
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121
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Section 1Interest - Entries 10 and
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Section 2Commissions - Entries 40 a
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Section 3Dividends and similar inco
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Section 5Net profit on hedging - En
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Section 7Net change in value of fin
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Section 11Administrative expenses -
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Section 12Net allowances for risks
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Section 14Net value adjustments to
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Section 16Profits (Losses) from inv
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Section 20Taxes on income from cont
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Section 22Third party profit (loss)
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145
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A. PRIMARY REPORTINGA.1. Distributi
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This section provides information w
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Section 1CREDIT RISKQUANTITATIVE IN
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A.1.5 Cash Exposures to Banks: Tren
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A.3 DISTRIBUTION OF GUARANTEED EXPO
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A.3.4 Impaired "off balance sheet"
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B.1 By-sector distribution of cash
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C. SECURITISATIONS AND TRANSFER OF
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THEANO FINANCE SPASUMMARY STATEMENT
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GIOTTO FINANCE 2 SPASUMMARY STATEME
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2.3 PRICE RISKREGULATORY TRADING PO
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2.5 EXCHANGE RATE RISKQUANTITATIVE
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2.6 DERIVATIVE FINANCIAL INSTRUMENT
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A.2 Bank Portfolio: notional values
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A.4 "Over the counter" financial de
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A.6 Residual duration of "over the
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Currency: STERLINGEntry/Time bandOn
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2. Distribution of financial liabil
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183
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Section 1Shareholders' equityA. QUA
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B. QUANTITATIVE INFORMATIONExposure
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189
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1 - Information on directors' and e
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193
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INDIVIDUAL FINANCIAL STATEMENTS DAT
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Dear Shareholders,In addition to il
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Banca Antonveneta in 2007, a new se
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Distribution ChannelsDuring 2007, B
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The Economic and Financial TrendsDe
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INDIRECT DEPOSITS(in millions of Eu
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Financial Assets(€/thousand)31.12
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Income StatementThe Income Statemen
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Relevant events occurred after the
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217
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219
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4. During the fiscal year 2007, the
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223
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225
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Balance Sheet - Liabilities and sha
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Statement of changes in consolidate
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CASH FLOW STATEMENT (Direct method)
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233
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235
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A.1 - GENERALSection 1 - Statement
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the accumulated profit or loss are
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Recognition and derecognition crite
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Intangible fixed assets include goo
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Valuation criteria and recognition
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247
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ASSETSSection 1Cash and cash equiva
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2.2 Financial assets held for tradi
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Section 3Financial assets designate
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Section 4Financial assets available
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4.5 Financial assets available for
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Section 7Loans to customers - Entry
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Section 8Hedging derivative contrac
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10.3 Investments: annual changes31.
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11.3 Fixed assets for functional us
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Section 12Intangible fixed assets -
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13.2 Deferred tax liabilities: brea
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13.5 Changes in prepaid taxes (offs
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Section 15Other assets - Entry 1501
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Section 2Due to customers - Entry 2
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3.3 Securities issued: securities u
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4.4 Trading financial liabilities:
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Section 8Tax liabilities - Entry 80
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The actuarial assumptions used in t
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• discount rate. The financial ba
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12.3.2 Personnel pension fund (ex-B
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14.5 Income reserves: other informa
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Other information1. Guarantees and
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293
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Section 1Interest - Entries 10 and
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Section 2Commissions - Entries 40 a
Page 300 and 301: Section 3Dividends and similar inco
Page 302 and 303: Section 5Net profit on hedging - En
Page 304 and 305: Section 7Net profit/(loss) from fin
Page 306 and 307: Section 9Administrative expenses -
Page 308 and 309: Section 10Net allowances for risks
Page 310 and 311: Section 14Profits (Losses) from inv
Page 312 and 313: Section 19Income (loss) after tax f
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Page 316 and 317: Section 1CREDIT RISKQUALITATIVE INF
Page 318 and 319: As a final measure, specific regula
Page 320 and 321: In this type of control, typical cr
Page 322 and 323: A.1.3 Exposure to Cash and Off-Bala
Page 324 and 325: A.2 CLASSIFICATION OF EXPOSURES BY
Page 326 and 327: A.3.3 Impaired cash exposures towar
Page 328 and 329: B. DISTRIBUTION AND CONCENTRATION O
Page 330 and 331: C. SECURITISATIONS AND TRANSFER OF
Page 332 and 333: C.1.2 Exposures deriving from princ
Page 334 and 335: C.1.7 Service activities - revenue
Page 336 and 337: Section 2MARKET RISK2.1 INTEREST RA
Page 338 and 339: Risk controlRisk control is carried
Page 340 and 341: 2.2 INTEREST RATE RISKBANK PORTFOLI
Page 342 and 343: QUANTITATIVE INFORMATIONSensitivity
Page 344 and 345: 2. Regulatory trading portfolio: di
Page 346 and 347: transactions, (iii) comparable tran
Page 348 and 349: 2.5 EXCHANGE RATE RISKQUALITATIVE I
Page 352 and 353: A.3 Derivatives: Purchase and Sale
Page 354 and 355: A.5 "Over the counter" financial de
Page 356 and 357: SECTION 3LIQUIDITY RISKQUALITATIVE
Page 358 and 359: Currency: SterlingEntry/Time bandOn
Page 360 and 361: 2. Distribution of financial liabil
Page 362 and 363: • attributing the regular segment
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Page 366 and 367: Section 1Company assetsA. QUALITATI
Page 368 and 369: B. QUANTITATIVE INFORMATIONExposure
Page 370 and 371: Breakdown of net shareholders' equi
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Page 374 and 375: Fees to directors, board of auditor
Page 376 and 377: Information required by art. 2497 b
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Page 380 and 381: EQUITY INVESTMENTS Situation at 31
Page 382 and 383: INTERNATIONAL ACCOUNTING STANDARDS
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996 - Banca Antonveneta

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