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

1. Regulatory trading book: by outstanding maturity (repricing date) of cash assets andliabilities and financial derivative productCurrency of denomination: EUROType/residual durationOn demand Up to 3 monthsFrom 3 to 6monthsFrom 6 monthsto 1 yearFrom 1 yearto 5 yearsFrom 5 yearsto 10 yearsOver 10 yearsNot specified1. Cash assets 98,439 651,074 569,645 425,046 1,508,862 320,111 168,370 —1.1 Debt securities 98,439 651,074 569,645 425,046 1,508,862 320,111 168,370 —– with early redemption — — — — — — — —– others 98,439 651,074 569,645 425,046 1,508,862 320,111 168,370 —1.2 Other assets — — — — — — — —2. Cash liabilities — 6,858 70,978 14,245 259,616 363,776 159,412 —2.1 Reverse repos — — — — — — — —2.2 Other liabilities — 6,858 70,978 14,245 259,616 363,776 159,412 —3. Financial derivatives 110,000 127,713,429 52,517,640 29,859,939 85,763,713 22,774,681 5,935,300 —3.1 With underlying securities — 2,454,870 — — 6,760,000 — — —– Options — — — — 6,760,000 — — —+ long positions — — — — 3,380,000 — — —+ short positions — — — — 3,380,000 — — —– Others — 2,454,870 — — — — — —+ long positions — 1,227,435 — — — — — —+ short positions — 1,227,435 — — — — — —3.2 Without underlying securities 110,000 125,258,559 52,517,640 29,859,939 79,003,713 22,774,681 5,935,300 —– Options — 42,234,936 21,034,744 6,723,904 11,336,972 1,380,000 1,520,000 —+ long positions — 21,117,468 10,517,372 3,361,952 5,668,486 690,000 760,000 —+ short positions — 21,117,468 10,517,372 3,361,952 5,668,486 690,000 760,000 —– Others 110,000 83,023,623 31,482,896 23,136,035 67,666,741 21,394,681 4,415,300 —+ long positions 20,000 42,177,901 16,798,585 10,640,940 33,325,470 10,061,571 2,590,171 —+ short positions 90,000 40,845,722 14,684,311 12,495,095 34,341,271 11,333,110 1,825,129 —– 387