UBI Banca Group

OTC currency derivatives: details of instrument types and classes of customer
Data as at 31st December 2011
Product
class
1
Type of instrument
Customer classification
Number of
transactions
Notional
MtM
of which negative
MtM
Vanilla currency options purchased by the customer 3: Professional 1 740,740.74 779.39 -
Vanilla currency options purchased by the customer Total 1 740,740.74 779.39 -
Forward synthetic Qualified 20 6,874,415.23 316,269.27 -1,921.81
3: Professional 263 195,739,722.69 -1,775,333.44 -3,330,143.53
2: Non private individual retail 54 23,056,523.52 178,210.62 -490,261.44
Forward synthetic Total 337 225,670,661.44 -1,280,853.55 -3,822,326.78
Plafond Qualified 19 6,043,494.98 27,758.33 -94,398.33
3: Professional 110 83,981,559.83 1,112,860.60 -1,439,064.66
2: Non private individual retail 163 52,191,390.18 696,844.63 -1,184,798.69
Plafond Total 292 142,216,444.99 1,837,463.56 -2,718,261.68
Currency collars 3: Professional 17 3,346,088.54 121,604.83 -29,512.79
2: Non private individual retail 5 414,459.75 3,877.89 -11,858.26
Currency collars Total 22 3,760,548.29 125,482.72 -41,371.05
Total Class 1: hedging derivatives 652 372,388,395.46 682,872.12 -6,581,959.51
Class 1: % of Group total 75.12% 76.61% - 80.29%
2
Knock in collars 3: Professional 46 11,195,527.93 -733,629.62 -733,629.62
Knock in collars Total 46 11,195,527.93 -733,629.62 -733,629.62
Knock in forward Qualified 4 1,130,975.59 54,116.15 -176.94
3: Professional 78 61,837,184.12 3,681,068.48 -156,165.30
2: Non private individual retail 11 3,612,313.87 92,112.78 -
Knock in forwards Total 93 66,580,473.58 3,827,297.41 -156,342.24
Average rate options 3: Professional 5 3,557,951.47 -472,498.68 -472,498.68
Average rate options Total 5 3,557,951.47 -472,498.68 -472,498.68
Total Class 2: hedging derivatives with possible exposure 144 81,333,952.98 2,621,169.11 -1,362,470.54
to contained financial risks
Class 2: % of Group total 16.59% 16.73% - 16.62%
3b
Knock out forward 3: Professional 11 11,756,629.40 273,738.21 -40,195.06
Knock out forward Total 11 11,756,629.40 273,738.21 -40,195.06
Knock out knock in forward 3: Professional 38 14,549,121.36 337,629.89 -11,318.01
Knock out knock in forwards Total 38 14,549,121.36 337,629.89 -11,318.01
Vanilla currency options sold by the customer 3: Professional 23 6,031,993.22 -201,435.56 -201,435.56
Vanilla currency options sold by the customer Total 23 6,031,993.22 -201,435.56 -201,435.56
Total Class 3: derivatives not for hedging 72 32,337,743.98 409,932.54 -252,948.63
Class 3: % of Group total 8.29% 6.65% - 3.09%
Total UBI Banca Group 868 486,060,092.42 3,713,973.77 -8,197,378.68
OTC commodities derivatives: details of instrument types and classes of customer
Data as at 31st December 2011
Product class
Type of instrument
Customer classification
Number of
transactions
Notional MTM of which negative MtM
2
Commodity swaps Qualified 1 971,095.14 -41,169.95 -41,169.95
3: Professional 14 4,004,500.60 -65,180.19 -214,912.55
2: Non private individual retail 2 145,000.00 -19,809.00 -19,809.00
Commodity swaps Total 17 5,120,595.74 -126,159.14 -275,891.50
Commodity collars 3: Professional 2 1,232,500.00 81,022.00 -
Commodity collars Total 2 1,232,500.00 81,022.00 -
Forward synthetic 2: Non private individual retail 3 552,990.00 19,091.00 -
Forward synthetic Total 3 552,990.00 19,091.00 -
Total Class 2: hedging derivatives with possible exposure 22 6,906,085.74 -26,046.14 -275,891.50
to contained financial risks
Total UBI Banca Group 22 6,906,085.74 -26,046.14 -275,891.50
TOTAL UBI BANCA GROUP 10,669 6,979,147,789.06 -329,772,130.02 -345,711,685.99
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