UBI Banca Group

A.9 Residual maturity of OTC financial derivatives: notional amounts
Underlying asset/Residual maturity Up to 1 year 1 year to 5 years More than 5 years Total
A. Supervisory trading portfolio 17,323,748 9,639,788 7,102,913 34,066,449
A.1 Financial derivatives on debt instruments and interest rates 12,006,703 9,548,710 7,102,913 28,658,326
A.2 Financial derivatives on equity instruments and share indices 7,416 52,265 - 59,681
A.3 Financial derivatives on exchange rates and gold 5,303,844 38,813 - 5,342,657
A.4 Financial derivatives on other securities 5,785 - - 5,785
B. Banking portfolio 10,646,479 27,344,997 13,334,476 51,325,952
B.1 Financial derivatives on debt instruments and interest rates 9,324,889 26,094,128 12,610,327 48,029,344
B.2 Financial derivatives on equities and share indices 192,965 1,250,869 724,149 2,167,983
B.3 Financial derivatives on exchange rates and gold 1,128,625 - - 1,128,625
B.4 Financial Derivatives on other securities - - - -
Total 31/12/2011 27,970,227 36,984,785 20,437,389 85,392,401
Total 31/12/2010 39,158,581 32,975,936 29,228,629 101,363,146
A.10 OTC financial derivatives: counterparty risk/financial risk – Internal models
The UBI Banca Group does not use internal models to measure counterparty risk and financial risk for OTC financial derivatives.
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