UBI Banca Group

SECTION 4 Financial liabilities held for trading – Item 40
4.1 Financial liabilities held for trading: composition by type
Type of transaction / Group items NOMINAL
31/12/2011
FAIR VALUE
FAIR NOMINAL
31/12/2010
FAIR VALUE
FAIR
AMOUNT L1 L2 L3 VALUE* AMOUNT L1 L2 L3 VALUE*
A. On-balance sheet liabilities
1. Due to banks 325,000 335,123 - - 335,123 111,500 110,657 - - 110,657
2. Due to customers 105,000 102,778 - - 102,778 299,500 298,605 - - 298,605
3. Debt instruments - - - - - - - - - -
3.1 Bonds - - - - - - - - - -
3.1.1 Structured - - - - X - - - - X
3.1.2 Other bonds - - - - X - - - - X
3.2 Other s ecurities - - - - - - - - - -
3.2.1 Structured - - - - X - - - - X
3.2.2 Other - - - - X - - - - X
Total A 430,000 437,901 - - 43 7,901 411,000 409,262 - - 4 09,262
B. Derivative instruments
1. Financial derivatives 187 625,585 - 1,191 543,970 -
1.1 For trading X 187 624,184 - X X 1,191 529,034 - X
1.2 Connec ted with fair value options X - - - X X - - - X
1.3 Other X - 1,401 - X X - 14,936 - X
2. Credit derivatives - - - - - -
2.1 For trading X - - - X X - - - X
2.2 Connec ted with fair value options X - - - X X - - - X
2.3 other X - - - X X - - - X
Total B X 187 6 25,585 - X X 1,191 543,970 - X
Total (A+B) X 438,088 6 25,585 - X X 410,453 543,970 - X
Items 1, “Due to banks”, and 2, “Due to customers”, relate to outstanding uncovered short positions of which €210 million with Italian
government securities as the underlying and €228 million with government securities of other European countries as the underlying.
Key
FV = fair value
FV* = Fair value calculated excluding changes in value resulting from a change in the credit rating of the issuer since the date of issue
NA = nominal or notional amount
L = listed
UL = unlisted
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