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

Section 2Heading 20: Financial assets held for trading2.1 Financial assets held for trading: compositionDerivative products30/6/11Level 1 Level 2 Level 3 Level 1 Level 2A. Cash assets1. Debt securities 4,052,746 1,421,919 1 8,721,622 993,055 11.1 Structured 238,502 176,581 — 43,462 — —1.2 Other debt securities 3,814,244 1,245,338 1 8,678,160 993,055 12. Equities 1,557,899 — 164,296 844,163 34,386 190,6953. UCITS units 332,870 287,597 36,018 335,532 298,179 13,4824. Loans and advances — — — — — —4.1 Repos — — — — — —4.2 Others — — — — — —Total A 5,943,515 1,709,516 200,315 9,901,317 1,325,620 204,178B. Derivative products1. Financial derivatives 564,179 2,387,536 1,153,063 295,189 3,195,311 1,000,7611.1 Trading 564,179 2,323,469 758,642 ¹ 295,189 3,069,204 501,397 ¹1.2 Linked to fair value options — — — — — —1.3 Others — 64,067 394,421 ² — 126,107 499,364 ²2. Credit derivatives 1,521,700 236,904 — 192,731 257,359 2,9132.1 Trading 1,521,700 236,904 — 192,731 227,883 1,5432.2 Linked to fair value options — — — — — —2.3 Others — — — — 29,476 1,370Total B 2,085,879 2,624,440 1,153,063 487,920 3,452,670 1,003,674Total (A+B) 8,029,394 4,333,956 1,353,378 10,389,237 4,778,290 1,207,852¹ Respectively €670,439,000 and €319,636,000 in respect of options traded, matching the amount recorded as a trading liability.² Market value of options covering options matched with bonds issued by Mediobanca and Mediobanca International, against the same amount recorded asa trading liability.30/6/10Level 392 –