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

A.6 OTC financial derivatives: trading book – notional values, positive and negative fair valuesby counterparty, contracts forming part of netting arrangementsContracts forming part of nettingarrangementsGovernmentsand centralbanksOther publicagenciesBanksFinancialcompaniesInsurancesNon-financialcompaniesOthercounterparties1. Debt securities and interest rates- notional value — — 83,867,476 14,285,509 400,001 — —- positive fair value — — 1,364,084 244,444 26,866 — —- negative fair value — — (1,610,072) (192,198) — — —2. Equities and share indexes- notional value — — 14,008,618 25,085,400 111,118 — —- positive fair value — — 389,149 732,791 14,027 — —- negative fair value — — (316,203) (1,044,989) (487) — —3. Exchange rates and gold- notional value — — 6,168,119 375,051 — — —- positive fair value — — 106,967 43,168 — — —- negative fair value — — (112,235) (3,282) — — —4. Other assets- notional value — — — — — — —- positive fair value — — — — — — —- negative fair value — — — — — — —– 203