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

QUANTITATIVE INFORMATION1. Banking book by outstanding maturity (repricing date) of cash assets and liabilities -Currency of denomination: EUROType On demand Up to 3 monthsFrom 3 monthsto 6 monthsFrom 6 monthsto 1 yearFrom 1 year to 5yearsFrom 5 years to10 yearsOver 10 years Not specified1. Cash assets 5,055,549 22,344,376 6,627,288 2,402,270 9,474,207 2,927,928 434,252 226,4921.1 Debt securities 317,542 2,259,300 452,284 522,913 2,686,322 1,865,733 161,092 —– with early repaymentoption — — — — — — — —– others 317,542 2,259,300 452,284 522,913 2,686,322 1,865,733 161,092 —1.2 Loans to banks 1,684,504 1,492,685 585,217 12,381 65,591 4,111 — 128,5651.3 Loans to customers 3,053,503 18,592,391 5,589,787 1,866,976 6,722,294 1,058,084 273,160 97,927– current accounts 271,087 — — — — — — —– other loans 2,782,416 18,592,391 5,589,787 1,866,976 6,722,294 1,058,084 273,160 97,927– with early repaymentoption 579,441 3,180,708 45,245 71,916 269,883 83,761 218,252 —– others 2,202,975 15,411,683 5,544,542 1,795,060 6,452,411 974,323 54,908 97,9272. Cash liabilities 5,264,405 17,373,238 6,733,182 11,831,382 9,739,840 3,206,825 287,899 97,7762.1 Due to customers 3,309,813 4,108,380 2,049,460 3,456,687 11,711 702,328 17,955 52,494– current accounts 1,166,325 194,862 — — — — — —– other amounts due 2,143,488 3,913,518 2,049,460 3,456,687 11,711 702,328 17,955 52,4942.2 Due to banks 1,932,302 4,224,679 295,912 17,213 793 1,013 156,243 45,227– current accounts 1,871,779 — — — — — — —– other amounts due 60,523 4,224,679 295,912 17,213 793 1,013 156,243 45,2272.3 Debt securities 22,290 9,040,179 4,387,810 8,357,482 9,727,336 2,503,484 113,701 55– with early repaymentoption— 384,954 4,605 — — — — —– others 22,290 8,655,225 4,383,205 8,357,482 9,727,336 2,503,484 113,701 552.4 Other liabilities — — — — — — — —3. Financial derivative products — 35,882,958 6,747,821 10,290,340 12,551,642 2,886,367 486,447 —3.1 With underlying securities — — — — — — — —– Options — — — — — — — —+ long positions — — — —+ short positions — — — —– Others — — — — — — — —+ long positions — — — — — — — —+ short positions — — — — — — — —3.2 Without underlying securities — 35,882,958 6,747,821 10,290,340 12,551,642 2,886,367 486,447 —– Options — — — — — — 200,000 —+ long positions — — — — — — 100,000 —+ short positions — — — — — — 100,000 —– Others — 35,882,958 6,747,821 10,290,340 12,551,642 2,886,367 286,447 —+ long positions — 9,076,776 2,256,509 10,099,047 10,275,642 2,428,367 186,447 —+ short positions — 26,806,182 4,491,312 191,293 2,276,000 458,000 100,000 —– 191