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

Currency of denomination: US DOLLARSType On demandFrom 1 daysto 7 daysFrom 7 daysto 15 daysFrom 15 days to1 monthFrom 1 month to3 monthsFrom 3 monthsto 6 monthsFrom 6 monthsto 1 yearFrom 1 year to 5yearsOver 5 years Not specifiedCash assets 101,758 76 74,442 359,182 24,086 22,388 154,842 818,317 128,969 —A.1 Government securities — — — — — — — — — —A.2 Other debt securities — — 74,442 — 23,909 13,241 140,001 466,978 128,476 —A.3 UCITS units — — — — — — — — — —A.4 Loans and advances 101,758 76 — 359,182 177 9,147 14,841 351,339 493 —– to banks 83,887 — — 247 79 485 806 314,287 493 —– to customers 17,871 76 — 358,935 98 8,662 14,035 37,052 — —Cash liabilities 266,712 — — 11,921 15,215 1,375 2,750 112,115 — 1,214B.1 Deposits 266,709 — — 11,921 13,840 — — — — 1,214– to banks 266,520 — — 11,921 13,840 — — — — —– to customers 189 — — — — — — — — 1,214B.2 Debt securities 3 — — — 1,375 1,375 2,750 112,115 — —B.3 Other liabilities — — — — — — — — — —Off-balance-sheet transactions 824,504 588,523 102,954 29,169 1,430,444 716,061 8,511,057 66,402,555 15,251,249 —C.1 Financial derivativeswith exchange of principal 315,048 588,523 102,954 29,060 1,430,427 56,999 121,995 554,211 163,101 —– long positions 284,493 367,907 — 29,060 84,073 55,961 — 11,347 — —– short positions 30,555 220,616 102,954 — 1,346,354 1,038 121,995 542,864 163,101 —C.2 Deposits and loansfor collection 495,618 — — 109 17 76 586 — — —– long positions 57,896 — — 46 17 38 282 — — —– short positions 437,722 — — 63 — 38 304 — — —C.3 Irrevocable commitmentsto disburse funds — — — — — — — — — —– long positions — — — — — — — — — —– short positions — — — — — — — — — —C.4 Irrevocable commitments todisburse funds * 13,838 — — — — 658,986 8,388,476 65,848,344 15,088,148 —– long positions 6,919 — — — — 329,493 4,208,076 32,903,415 7,550,993 —– short positions 6,919 — — — — 329,493 4,180,400 32,944,929 7,537,155 —C.5 Financed guarantees issued — — — — — — — — — —* Includes hedge sales perfectly matched by purchases for the same amount.416 –