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

Currency of denomination: OTHERSType/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 — 83,545 32,658 77,575 112,193 — — —1.1 Debt securities — 83,545 32,658 77,575 112,193 — — —– with early redemptionoption— — — — — — — —– others — 83,545 32,658 77,575 112,193 — — —1.2 Other assets — — — — — — — —2. Cash liabilities — — — — — — — —2.1 Reverse repos — — — — — — — —2.2 Other liabilities — — — — — — — —3. Financial derivatives 224,382 9,672,163 513,622 770,302 3,064,345 — 158,810 —3.1 With underlying securities — — — — — — — —– Options — — — — — — — —+ long positions — — — — — — — —+ short positions — — — — — — — —– Others — — — — — — — —+ long positions — — — — — — — —+ short positions — — — — — — — —3.2 Without underlying securities 224,382 9,672,163 513,622 770,302 3,064,345 — 158,810 —– Options — 6,567,504 — — — — — —+ long positions — 3,283,752 — — — — — —+ short positions — 3,283,752 — — — — — —– Others 224,382 3,104,659 513,622 770,302 3,064,345 — 158,810 —+ long positions 112,191 1,515,378 266,053 385,151 1,559,882 — 79,405 —+ short positions 112,191 1,589,281 247,569 385,151 1,504,463 — 79,405 —– 389