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

A.3 Financial derivatives: positive fair value – breakdown by productType of transactionsPositive fair value30/6/11 30/6/10Over the counter Central counterparties Over the counter Central counterpartiesA. Regulatory trading book 3,446,351 557,639 4,004,542 294,494a) Options 1,408,624 544,815 1,059,971 288,325b) Interest rate swaps 1,777,010 — 2,530,859 —c) Cross currency swaps 76,720 — 40,614 —d) Equity swaps 91,485 — 315,821 —e) Forwards 92,512 — 57,277 1,122f) Futures — 12,824 — 5,047g) Others — — — —B. Banking book: hedge derivatives 1,499,999 — 2,100,160 —a) Options — — — —b) Interest rate swaps 1,435,812 — 2,005,569 —c) Cross currency swaps 1,521 — 2,284 —d) Equity swaps — — — —e) Forwards — — — —f) Futures — — — —g) Others 62,666 — 92,307 —C. Banking book: other derivatives 20,907 — 53,355 —a) Options 16,886 — 53,355 —b) Interest rate swaps 4,021 — — —c) Cross currency swaps — — — —d) Equity swaps — — — —e) Forwards — — — —f) Futures — — — —g) Others — — — —Total 4,967,257 557,639 6,158,057 294,494– 401