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

Currency of denomination: US DOLLARSType/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 — 134,727 2,282 64,453 437,823 114,569 13,502 —1.1 Debt securities — 134,727 2,282 64,453 437,823 114,569 13,502 —– with early redemption — — — — — — — —– others — 134,727 2,282 64,453 437,823 114,569 13,502 —1.2 Other assets — — — — — — — —2. Cash liabilities — — — — — — — —2.1 Reverse repos — — — — — — — —2.2 Other liabilities — — — — — — — —3. Financial derivatives 630,096 8,404,426 340,345 113,693 5,507,947 1,483,069 — —3.1 With underlying securities — 1,237,852 — — — — — —– Options — — — — — — — —+ long positions — — — — — — — —+ short positions — — — — — — — —– Others — 1,237,852 — — — — — —+ long positions — 618,926 — — — — — —+ short positions — 618,926 — — — — — —3.2 Without underlying securities 630,096 7,166,574 340,345 113,693 5,507,947 1,483,069 — —– Options — 1,660,554 — — — — — —+ long positions — 830,277 — — — — — —+ short positions — 830,277 — — — — — —– Others 630,096 5,506,020 340,345 113,693 5,507,947 1,483,069 — —+ long positions 315,048 2,805,954 152,714 44,420 2,726,763 745,686 — —+ short positions 315,048 2,700,066 187,631 69,273 2,781,184 737,383 — —388 –