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

1. Financial assets and liabilities by outstanding life - Currency of denomination: EUROItems/maturities On demandFrom 1 days to 7daysFrom 7 days to15 daysFrom 15 days to1 monthFrom 1 month to3 monthsFrom 3 monthsto 6 monthsFrom 6 monthsto 1 yearFrom 1 year to 5yearsOver 5 years Not specifiedCash assets 4,204,889 630,284 676,141 2,414,553 1,734,820 3,393,290 5,179,903 21,757,278 13,531,286 226,492A.1 Government securities 4,271 — — 3,197 92,318 562,879 117,870 1,538,338 1,505,590 —A.2 Other debt securities 3,110 8,992 15,915 20,280 81,554 161,895 1,013,988 4,112,742 2,913,144 —A.3 UCITS units — — — — — — — — — —A.4 Loans and advances 4,197,508 621,292 660,226 2,391,076 1,560,948 2,668,516 4,048,045 16,106,198 9,112,552 226,492– to banks 1,583,608 208,784 9,661 900,205 141,739 291,650 371,335 139,330 196,851 128,565– to customers 2,613,900 412,508 650,565 1,490,871 1,419,209 2,376,866 3,676,710 15,966,868 8,915,701 97,927Cash liabilities 5,497,901 1,450,265 525,547 2,830,107 3,263,124 4,202,516 7,137,431 22,708,125 7,393,823 97,775B.1 Deposits and current accounts 5,196,294 1,409,203 517,293 2,054,311 2,718,206 2,311,982 4,406,567 622,119 1,322,368 97,720– to banks 1,930,477 871,767 187,831 1,369,765 428,378 160,287 877,215 483,687 372,986 45,227– to customers 3,265,817 537,436 329,462 684,546 2,289,828 2,151,695 3,529,352 138,432 949,382 52,493B.2 Debt securities 2,191 623 331 721,583 282,511 1,659,536 2,730,864 22,086,006 6,071,455 55B.3 Other liabilities 299,416 40,439 7,923 54,213 262,407 230,998 — — — —Off-balance-sheet transactions 7,465,184 1,878,402 601,274 3,207,622 2,731,856 6,108,895 3,765,126 49,123,059 12,875,329 —C.1 Financial derivatives with exchangeof principal — 57,429 29,271 1,175,835 2,321,531 973,954 831,678 881,671 103,000 —– long positions — 18,722 16,170 — 1,602,568 537,887 690,610 278,454 — —– short positions — 38,707 13,101 1,175,835 718,963 436,067 141,068 603,217 103,000 —C.2 Financial derivatives withoutprincipal exchange of 5,088,589 10,132 9,072 52,549 265,909 1,004,492 742,054 17,123 — —– long positions 2,726,829 6,368 1,008 29,715 126,538 829,365 427,700 7,258 — —– short positions 2,361,760 3,764 8,064 22,834 139,371 175,127 314,354 9,865 — —C.3 Deposits and loans for collection 1,454,195 704,748 481,574 1,406,958 79,698 291,724 17,526 167,567 3,586,589 —– long positions 1,454,195 704,748 481,574 1,406,958 47,815 — — — — —– short positions — — — — 31,883 291,724 17,526 167,567 3,586,589 —C.4 Irrevocable commitments todisburse funds * 899,531 1,106,093 81,357 572,280 64,718 3,838,725 2,173,868 48,056,698 9,185,740 —– long positions 9,122 25,000 — 3,215 1,996 2,027,540 1,131,668 24,128,612 5,662,352 —– short positions 890,409 1,081,093 81,357 569,065 62,722 1,811,185 1,042,200 23,928,086 3,523,388 —C.5 Financed guarantees issued 22,869 — — — — — — — — —* Includes hedge sales perfectly matched by purchases for the same amount.– 213