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

QUANTITATIVE INFORMATION1. Banking book by outstanding maturity (repricing date) of cash assets and liabilities: EUROType On demand Up to 3 monthsFrom 3 monthsto 6 monthsFrom 6 monthsto 1 yearFrom 1 year to 5yearsFrom 5 years to10 yearsOver 10 years Not specified1. Cash assets 3,433,429 25,044,240 4,858,731 1,009,429 3,260,390 2,042,584 164,210 152,0061.1 Debt securities 123,657 3,454,515 276,959 522,913 2,646,583 1,835,627 161,090 —– with earlyrepayment option — — — — — — — —– others 123,657 3,454,515 276,959 522,913 2,646,583 1,835,627 161,090 —1.2 Loans to banks 1,549,109 4,968,852 474,418 68,406 59,971 4,105 — 137,1161.3 Loans to customers 1,760,663 16,620,873 4,107,354 418,110 553,836 202,852 3,120 14,890– current accounts 126 — — — 179,078 — — —– other loans 1,760,537 16,620,873 4,107,354 418,110 374,758 202,852 3,120 14,890– with earlyrepayment option — — — — — — — —– others 1,760,537 16,620,873 4,107,354 418,110 374,758 202,852 3,120 14,8902. Cash liabilities 6,195,154 9,553,402 5,090,069 9,688,421 10,773,834 2,702,549 113,701 104,6042.1 Due to customers 791,217 26,077 — 101,053 31 — — 52,494– current accounts 285,040 — — — — — — —– other amounts due 506,177 26,077 — 101,053 31 — — 52,494– with earlyrepayment option — — — — — — — —– others 506,177 26,077 — 101,053 31 — — 52,4942.2 Due to banks 5,381,647 989,649 295,529 10,524 — — — 52,055– current accounts 5,271,645 — — — — — — —– other amounts due 110,002 989,649 295,529 10,524 — — — 52,0552.3 Debt securities 22,290 8,537,676 4,794,540 9,576,844 10,773,803 2,702,549 113,701 55– with earlyrepayment option — 384,954 4,605 — — — — —– others 22,290 8,152,722 4,789,935 9,576,844 10,773,803 2,702,549 113,701 552.4 Other liabilities — — — — — — — —– with earlyrepayment option — — — — — — — —– others — — — — — — — —3. Financial derivative products — 35,777,769 6,303,276 10,357,340 13,839,947 2,996,367 715,409 —3.1 With underlying securities — — — — — — — —– Options — — — — — — — —+ long positions — — — — — — — —+ short positions — — — — — — — —– Others — — — — — — — —+ long positions — — — — — — — —+ short positions — — — — — — — —3.2 Without underlying securities — 35,777,769 6,303,276 10,357,340 13,839,947 2,996,367 715,409 —– Options — — — — — — 400,000 —+ long positions — — — — — — 200,000 —+ short positions — — — — — — 200,000 —– Others — 35,777,769 6,303,276 10,357,340 13,839,947 2,996,367 315,409 —+ long positions — 8,196,012 2,330,464 10,299,047 11,250,567 2,538,367 180,597 —+ short positions — 27,581,757 3,972,812 58,293 2,589,380 458,000 134,812 —– 393