UBI Banca Group

2.4 Derivative financial instruments
A. Financial derivatives
A.1 Supervisory trading portfolio: end of period and average notional amounts
Underlying assets/type of derivative
31/12/2011 31/12/2010
Over the counter Central counterparties Over the counter Central counterparties
1. Debt instruments and interest rates 28,658,326 623,007 42,886,343 2,607,348
a) Options 7,765,102 - 11,170,173 4,366
b) Swaps 20,893,224 - 31,181,043 -
c) Forwards - - 1,628 -
d) Futures - 623,007 - 2,602,982
e) Other - - 533,499 -
2. Equity instruments and share indices 59,681 1,440 216,278 48,619
a) Options 59,681 100 211,349 12,001
b) Swaps - - - -
c) Forwards - - 4,929 67
d) Futures - 1,340 - 36,551
e) Other - - - -
3. Currencies and gold 5,342,657 - 5,530,973 -
a) Options 2,030,499 - 2,240,278 -
b) Swaps - - 449,035 -
c) Forwards 3,312,158 - 2,841,660 -
d) Futures - - - -
e) Other - - - -
4. Commodities 5,785 - 26,300 -
5. Other underlying - - - -
Total 34,066,449 624,447 48,659,894 2,655,967
Average am ounts 41,363,171 1,640,207 57,454,454 2,260,184
A.2 Banking portfolio: notional, end of period and average amounts
A.2.1 For hedging
U nderlying assets/type of derivative
31/12 /2 011 31/12/2 010
Ov er the coun ter Cen tral cou nte rparties O ver th e cou nter Central cou nterpartie s
1 . Debt in stru m en ts an d in terest rates 4 7,902 ,8 50 - 43,000 ,2 61 -
a) O ptions 5,230,386 - 609,05 7 -
b) Swaps 42,672,464 - 42,391,20 4 -
c) Fo rwards - - - -
d) Futures - - - -
e) O ther - - - -
2 . Equity in strum ents an d sh are in dices - - - -
a) Options - - - -
b) Swaps - - - -
c) Fo rwards - - - -
d) Futures - - - -
e) O ther - - - -
3 . Curren cies and gold 1,128 ,6 25 - 765 ,8 47 -
a) Options - - - -
b) Swaps 1,128,625 - 8,90 2 -
c) Fo rwards - - - -
d) Futures - - - -
e) O ther - - 756,94 5 -
4 . Com m odities - - - -
5. Other underlying - - - -
Total 4 9,031 ,4 75 - 43,766 ,1 08 -
Average am ou nts 4 6,398 ,7 92 - 43,838 ,2 42 -
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