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

1.2.4FINANCIAL DERIVATIVE PRODUCTSA. FINANCIAL DERIVATIVESA.1 Regulatory trading book: average and reporting-date notional valuesType of transactionOver the counter30/6/11 30/6/10CentralcounterpartiesOver the counterCentralcounterparties1. Debt securities and interest rates 116,053,317 44,342,682 108,320,896 45,676,567a) Options — 33,748,302 — 34,609,375b) Swaps 105,797,667 — 94,267,070 —c) Forwards — — 1,917,648 165,254d) Futures — 10,594,380 — 10,901,938e) Others 10,255,650 — 12,136,178 —2. Equities and share indexes 40,936,388 16,526,519 22,528,544 23,121,148a) Options 39,179,172 16,296,837 20,061,175 23,031,364b) Swaps 1,757,216 — 2,467,369 —c) Forwards — — — 6,903d) Futures — 229,682 — 82,881e) Others — — — —3. Exchange rates and gold 7,084,716 — 6,049,748 —a) Options 2,225,356 — 1,881,017 —b) Swaps 1,844,250 — 1,118,033 —c) Forwards 3,015,110 — 3,050,698 —d) Futures — — — —e) Others — — — —4. Commodities — — — —5. Other assets — — — —Total 164,074,421 60,869,201 136,899,188 68,797,715Average values 150,765,265 64,833,458 110,156,539 39,575,216– 197