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

A.5 OTC financial derivatives: trading book – notional values, positive and negative fair valuesby counterparty, contracts not forming part of netting arrangementsContracts not forming part of nettingarrangementsGovernmentsand centralbanksOther publicagenciesBanksFinancialcompaniesInsurancesNon-financialcompaniesOthercounterparties1. Debt securities and interest rates- notional value — — 2,409,406 16,379,296 1,335,454 7,709,694 —- positive fair value — — 20,483 66,802 27,928 158,454 —- negative fair value — — (306,622) (122,551) (5,113) (36,681) —- future exposure — — 12,860 76,420 19,801 53,222 —2. Equities and share indexes- notional value — — 672,338 623,747 176,351 607,774 904- positive fair value — — 103,036 82,262 1,177 35,204 —- negative fair value — — (20,497) (14,210) — (86) (22)- future exposure — — 26,368 43,498 16,891 37,901 543. Exchange rates and gold- notional value — — 13,838 39,399 — 388,764 —- positive fair value — — — 39 — 28,972 —- negative fair value — — (125) (117) — (14,612) —- future exposure — — 138 456 — 20,571 —4. Other assets- notional value — — — — — — —- positive fair value — — — — — — —- negative fair value — — — — — — —- future exposure — — — — — — —– 403