UBI Banca Group

- 5 % auto sector;
- 3 % aeronautical sector.
The ten largest exposures had a total remaining value of €261,615,988.
Indexing of €67,909 thousand was recognised during the year on lease instalments relating to
floating rate contracts.
SECTION 8 Hedging derivatives – Item 80
8.1 Hedging derivatives: composition by type of contract and underlying assets
Type of derivative/Underlying
31/12/2011 31/12/2010
assets
L 1 L 2 L 3 Total
NOMINAL
L 1 L 2 L 3 Total
NOMINAL
AMOUNT
AMOUNT
A) Financial derivatives - 1,090,498 - 1,090,498 27,975,915 - 591,127 - 591,127 19,718,767
1) Fair value - 1,010,954 1,010,954 26,887,383 - 560,918 560,918 19,117,091
2) Cash flow - 79,544 - 79,544 1,088,532 - 30,209 - 30,209 601,676
3) Foreign investments - - - - - - - - - -
B) Credit derivatives - - - - - - - - - -
1) Fair value - - - - - - - - - -
2) Cash flow - - - - - - - - - -
Total - 1,090,498 - 1,090,498 27,975,915 - 591,127 - 591,127 19,718,767
8.2 Hedging Derivatives: composition by portfolios hedged and type of hedge
Fair Value
Cash flow
Trans actio ns /Type o f
hedging
Interes t rate
ris k
C urre nc y
ris k
S pe c ific Macro -hedge Specific Macro -hedge
Credit risk
Price risk
Multiple
ris ks
Foreign
inve s tme nts
1. Availa ble -fo r-s a le financ ia l
409 - - - - X - X X
a s s e ts
2. Loans and receivables - - - X - X - X X
3. Held-to -maturity
X - - X - X - X X
inve s tm e nts
4. P o rtfo lio X X X X X - X - X
5. Other trans actio ns - - - - - X - X -
Total assets 409 - - - - - - - -
1. F ina ncia l lia bilitie s 1,010,545 - - X - X 79,544 X X
2. P o rtfo lio X X X X X - X - X
To tal liabilitie s 1,010,545 - - - - - 79,544 - -
1. Expected transactions X X X X X X - X X
2. P o rtfo lio o f financia l a s s e ts
X X X X X - X - -
a nd lia bilitie s
292