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

A.7 OTC financial derivatives: banking book – notional value, positive and negative fairvaluesby counterparty, contracts not forming part of netting arrangementsContracts not forming part of netting arrangementsGovernmentsand centralbanksOther publicagenciesBanksFinancialcompaniesInsurancesNon-financialcompaniesOthercounterparties1. Debt securities and interest rates- notional value — — 2,159,898 205,085 — — —- positive fair value — — 89,851 1,380 — — —- negative fair value — — (96,786) (110) — — —- future exposure — — 12,778 25 — — —2. Equities and share indexes- notional value — — — — — 2,377 20- positive fair value — — — — — — —- negative fair value — — — — — — (4)- future exposure — — — — — — 13. Exchange rates and gold- notional value — — 8,310 — — — —- positive fair value — — 1,521 — — — —- negative fair value — — — — — — —- future exposure — — 415 — — — —4. Other assets- notional value — — — — — — —- positive fair value — — — — — — —- negative fair value — — — — — — —- future exposure — — — — — — —– 405