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

2.4 FINANCIAL DERIVATIVE PRODUCTSA. FINANCIAL DERIVATIVESA.1 Regulatory trading book: average and reporting-date notional valuesType of transaction30/6/11 30/6/10Over the counter Central counterparties Over the counter Central counterparties1. Debt securities and interest rates 126,396,836 44,342,682 118,489,053 45,676,567a) Options 3,380,000 33,748,302 3,342,234 34,609,375b) Swaps 112,761,186 — 99,140,620 —c) Forwards — — 3,870,021 165,254d) Futures — 10,594,380 — 10,901,938e) Others 10,255,650 — 12,136,178 —2. Equities and share indexes 41,286,251 16,526,519 23,005,701 23,121,148a) Options 39,520,020 16,296,837 20,460,332 23,031,364b) Swaps 1,766,231 — 2,545,369 —c) Forwards — — — 6,903d) Futures — 229,682 — 82,881e) Others — — — —3. Exchange rates and gold 7,039,433 — 6,334,804 —a) Options 2,225,356 — 1,879,876 —b) Swaps 1,857,932 — 1,563,195 —c) Forwards 2,956,145 — 2,891,733 —d) Futures — — — —e) Others — — — —4. Commodities — — — —5. Other assets — — — —Total 174,722,520 60,869,201 147,829,558 68,797,715Average values 161,719,368 64,833,458 121,647,459 39,575,216398 –