Annual Accounts and Report as at 30 June 2011 Draft - Mediobanca

QUANTITATIVE INFORMATION1. Regulatory trading book by outstanding maturity (repricing date) of cash assets and liabilitiesand financial derivative products - Currency of denomination: EUROType/residual duration On demand Up to 3 monthsFrom 3 to 6monthsFrom 6 months to1 yearFrom 1 year to 5yearsFrom 5 years to10 yearsOver 10 yearsNotspecified1. Cash assets 98,439 1,127,787 590,354 491,960 1,577,437 324,903 168,370 —1.1 Debt securities 98,439 1,127,787 590,354 491,960 1,577,437 324,903 168,370 —– with early redemptionoption — 168 — — — — —– others 98,439 1,127,619 590,354 491,960 1,577,437 324,903 168,370 —1.2 Other assets — — — — — — —2. Cash liabilities — 6,966 70,978 14,245 259,616 363,776 159,412 —2.1 Reverse Report — — — — — — — —2.2 Other liabilities — 6,966 70,978 14,245 259,616 363,776 159,412 —3. Financial derivatives 110,000 119,290,526 53,153,460 28,478,165 74,461,933 22,747,681 5,902,100 —3.1 With underlying securities — 2,454,870 — — — — — —– Options — — — — — — — —+ long positions — — — — — — — —+ short positions — — — — — — — —– Others — 2,454,870 — — — — — —+ long positions — 1,227,435 — — — — — —+ short positions — 1,227,435 — — — — — —3.2 Without underlying securities 110,000 116,835,656 53,153,460 28,478,165 74,461,933 22,747,681 5,902,100 —– Options — 42,234,936 21,034,744 6,723,904 11,336,972 1,380,000 1,520,000 —+ long positions — 21,117,468 10,517,372 3,361,952 5,668,486 690,000 760,000 —+ short positions — 21,117,468 10,517,372 3,361,952 5,668,486 690,000 760,000 —– Others 110,000 74,600,720 32,118,716 21,754,261 63,124,961 21,367,681 4,382,100 —+ long positions 20,000 41,298,191 17,082,345 9,306,703 28,431,480 10,034,571 2,556,971 —+ short positions 90,000 33,302,529 15,036,371 12,447,558 34,693,481 11,333,110 1,825,129 —184 –