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

Currency of denomination: US DOLLARSItems/maturities On demandFrom 1 daysto 7 daysFrom 7 daysto 15 daysFrom 15 daysto 1 monthFrom 1 monthto 3 monthsFrom 3months to 6monthsFrom 6months to 1yearFrom 1 year to5 yearsOver 5 years Not specifiedCash assets 180,125 75,297 83,931 361,611 43,848 35,734 179,434 767,442 169,009 —A.1 Government securities — — — — 24 — 24 193 453 —A.2 Other debt securities — — 74,442 — 24,216 13,241 146,477 449,663 128,476 —A.3 UCITS units — — — — — — — — — —A.4 Loans and advances 180,125 75,297 9,489 361,611 19,608 22,493 32,933 317,586 40,080 —– to banks 89,180 28,086 — 247 79 485 806 2,933 493 —– to customers 90,945 47,211 9,489 361,364 19,529 22,008 32,127 314,653 39,587 —Cash liabilities 421,967 82,533 21,146 19,491 105,679 26,362 21,053 180,002 — 1,214B.1 Deposits and current accounts 421,964 82,533 21,146 19,474 84,435 24,589 10,365 81 — 1,214– to banks 262,911 3,673 15,279 11,921 — — — — — —– to customers 159,053 78,860 5,867 7,553 84,435 24,589 10,365 81 — 1,214B.2 Debt securities 3 — — 17 21,244 1,617 10,688 179,921 — —B.3 Other liabilities — — — — — 156 — — — —Off-balance-sheet transactions 824,426 615,684 102,954 27,048 1,374,529 716,023 8,503,834 66,402,555 15,244,330 —C.1 Financial derivatives with exchangeof principal 315,048 615,684 102,954 26,984 1,374,529 56,999 121,995 554,211 163,101 —– long positions 284,493 376,802 — 26,984 49,993 55,961 — 11,347 — —– short positions 30,555 238,882 102,954 — 1,324,536 1,038 121,995 542,864 163,101 —C.2 Financial derivatives withoutexchange of principal 495,540 — — 64 — 38 282 — — —– long positions 57,896 — — 26 — — 206 — — —– short positions 437,644 — — 38 — 38 76 — — —C.3 Deposits and loans for collection — — — — — — — — — —– long positions — — — — — — — — — —– short positions — — — — — — — — — —C.4 Irrevocable commitments todisburse funds * 13,838 — — — — 658,986 8,381,557 65,848,344 15,081,229 —– long positions 6,919 — — — — 329,493 4,208,076 32,903,415 7,544,074 —– short positions 6,919 — — — — 329,493 4,173,481 32,944,929 7,537,155 —C.5 Financed guarantees issued — — — — — — — — — —* Includes hedge sales perfectly matched by purchases for the same amount.214 –