UBI Banca Group

A.5 OTC financial derivatives: supervisory trading portfolio – notional amounts, gross positive and negative fair
values by counterparty – contracts not covered by clearing agreements
Contracts not covered by clearing
agreements
Governments and
central banks
Other public
authorities
Banks
Financial companies
Insurance companies
Non financial
companies
Other
1) Debt instruments and interest rates
- notional amount - 23,264 20,143,364 1,179,250 - 6,264,316 1,048,132
- positive fair value - 1 174,824 11,708 - 313,739 11,911
- negative fair value - 10 508,864 20,585 - 2,758 2,064
- future exposure - 81 127,820 7,751 - 17,290 744
2) Equity instruments and share indices
- notional amount - - 7,383 - - - 52,298
- positive fair value - - 440 - - - -
- negative fair value - - - - - - -
- future exposure - - 443 - - - 623
3) Currencies and gold
- notional amount - 3,043,069 1,134,983 278 1,145,733 18,594
- positive fair value - - 40,365 31,007 7 10,402 134
- negative fair value - - 69,483 3,223 - 15,825 297
- future exposure - - 25,920 10,482 3 7,120 185
4 ) Other secu rities
- notional amount - - 2,891 - - 2,894 -
- positive fair value - - 627 - - 402 -
- negative fair value - - 581 - - 376 -
- future exposure - - 289 - - 289 -
A.6 OTC financial derivatives: supervisory trading portfolio – notional amounts, gross positive and negative fair
values by counterparty – contracts covered by clearing agreements
No items of this type exist in the UBI Banca Group.
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