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

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

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

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Section 5Heading 90: Net hedging income5.1 Net hedging incomeIncome elements/amounts12 mths ended<strong>30</strong>/6/1112 mths ended<strong>30</strong>/6/10A. Income from:A.1 Fair value hedge deriv<strong>at</strong>ives 1<strong>30</strong>,788 1,190,529A.2 Financial <strong>as</strong>sets hedged (fair value) 99 38,759A.3 Financial liabilities hedged (fair value) 665,614 99,510A.4 C<strong>as</strong>h flow hedge deriv<strong>at</strong>ives — —A.5 Assets <strong>and</strong> liabilities in foreign currencies — —Total hedging income (A) 796,501 1,328,798B. Expense rel<strong>at</strong>ed to:B.1 Fair value hedge deriv<strong>at</strong>ives (731,997) (281,872)B.2 Financial <strong>as</strong>sets hedged (fair value) (9,254) (2,482)B.3 Financial liabilities hedged (fair value) (56,227) (1,060,431)B.4 C<strong>as</strong>h flow hedge deriv<strong>at</strong>ives — —B.5 Assets <strong>and</strong> liabilities in foreign currencies — —Total hedging expense (B) (797,478) (1,344,785)Net hedging income (A – B) (977) (15,987)348 –

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