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

A.5 OTC financial derivatives: trading book – notional values, positive and negative fair valuesby counterparty, contracts not forming part of netting arrangementsContracts not forming part of nettingarrangementsGovernmentsand centralbanksOther publicagenciesBanksFinancialcompaniesInsurancesNon-financialcompaniesOthercounterparties1. Debt securities and interest rates- notional value — — 2,302,656 5,802,796 1,335,454 8,059,425 —- positive fair value — — 20,144 53,347 27,928 163,687 —- negative fair value — — (37,279) (78,621) (5,113) (36,681) —- future exposure — — 12,741 33,967 19,801 54,971 —2. Equities and share indexes- notional value — — 319,475 626,747 176,351 607,774 904- positive fair value — — 6,226 82,262 1,177 35,204 —- negative fair value — — (17,862) (14,210) — (86) (22)- future exposure — — 19,282 43,498 16,891 37,901 543. Exchange rates and gold- notional value — — 58,506 79,742 — 403,254 43- positive fair value — — 317 547 — 28,972 —- negative fair value — — (503) (256) — (14,729) (1)- future exposure — — 392 620 — 20,778 —4. Other assets- notional value — — — — — — —- positive fair value — — — — — — —- negative fair value — — — — — — —- future exposure — — — — — — —202 –