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

A.2 Banking book: average and reportingting-date notional valuesA.2.1Hedge derivativesType of transaction30/6/11 30/6/10Over the counter Central counterparties Over the counter Central counterparties1. Debt securities and interest rates 35,258,162 — 33,172,012 —a) Options — — — —b) Swaps 35,058,162 — 32,972,012 —c) Forwards — — — —d) Futures — — — —e) Others 200,000 — 200,000 —2. Equities and share indexes 28,868 — 2,377 4,397a) Options 20 — — 4,397b) Swaps 26,471 — — —c) Forwards 2,377 — 2,377 —d) Futures — — — —e) Others — — — —3. Exchange rates and gold 37,994 — 52,891 —a) Options — — — —b) Swaps 37,994 — 52,891 —c) Forwards — — — —d) Futures — — — —e) Others — — — —4. Commodities — — — —5. Other assets — — — —Total 35,325,024 — 33,227,280 4,397Average values 34,300,911 2,198 31,095,714 3,387– 399