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

Currency of denomination: US DOLLARType/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 — 161,015 2,282 71,700 420,687 114,728 13,502 —1.1 Debt securities — 161,015 2,282 71,700 420,687 114,728 13,502 —– with early redemptionoption — — — — — — — —– others — 161,015 2,282 71,700 420,687 114,728 13,502 —1.2 Other assets — — — — — — — —2. Cash liabilities — — 156 — — — — —2.1 Reverse Report — — — — — — — —2.2 Other liabilities — — 156 — — — — —3. Financial derivatives 630,096 8,372,308 340,345 106,774 5,507,947 1,483,069 — —3.1 With underlying securities — 1,237,852 — — — — — —– Options — — — — — — — —+ long positions — — — — — — — —+ short positions — — — — — — — —– Others — 1,237,852 — — — — — —+ long positions — 618,926 — — — — — —+ short positions — 618,926 — — — — — —3.2 Without underlying securities 630,096 7,134,456 340,345 106,774 5,507,947 1,483,069 — —– Options — 1,660,554 — — — — — —+ long positions — 830,277 — — — — — —+ short positions — 830,277 — — — — — —– Others 630,096 5,473,902 340,345 106,774 5,507,947 1,483,069 — —+ long positions 315,048 2,792,303 152,714 37,501 2,726,763 745,686 — —+ short positions 315,048 2,681,599 187,631 69,273 2,781,184 737,383 — —– 185