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

Currency of denomination: OTHERType/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 — 161,351 34,720 77,575 112,193 — — —1.1 Debt securities — 161,351 34,720 77,575 112,193 — — —– with early redemptionoption — — — — — — — —– others — 161,351 34,720 77,575 112,193 — — —1.2 Other assets — — — — — — — —2. Cash liabilities — — — — — — — —2.1 Reverse Report — — — — — — — —2.2 Other liabilities — — — — — — — —3. Financial derivatives 224,382 9,668,851 508,964 754,776 3,061,239 — 158,810 —3.1 With underlying securities — — — — — — — —– Options — — — — — — — —+ long positions — — — — — — — —+ short positions — — — — — — — —– Others — — — — — — — —+ long positions — — — — — — — —+ short positions — — — — — — — —3.2 Without underlying securities 224,382 9,668,851 508,964 754,776 3,061,239 — 158,810 —– Options — 6,567,504 — — — — — —+ long positions — 3,283,752 — — — — — —+ short positions — 3,283,752 — — — — — —– Others 224,382 3,101,347 508,964 754,776 3,061,239 — 158,810 —+ long positions 112,191 1,513,732 263,724 377,388 1,558,329 — 79,405 —+ short positions 112,191 1,587,615 245,240 377,388 1,502,910 — 79,405 —186 –