Qualitative information

The Banca IFIS Group does not habitually carry out trading of financial instruments. At 31 December 2010, the only position included in the supervisory trading book was a convertible bond loan of an insignificant amount.

Quantitative information

1. Supervisory trading book: distribution by residual duration (by re-pricing date) of cash assets and liabilities and financial derivatives (in Euro)

Type/Residual duration

on demand

up to 3 months

over 3 months up to 6 months

over 6 months up to 1 year

over 1 year up to 5 years

over 5 years up to 10 years

over 10 years

indefinite duration

1. Cash assets

-

-

-

-

293

-

-

-

1.1 Debt securities

-

-

-

-

293

-

-

-

- with early redemption option

 

 

 

 

 

 

 

 

- other

 

 

 

 

293

 

 

 

1.2 Other assets

 

 

 

 

 

 

 

 

2. Cash liabilities

-

-

-

-

-

-

-

-

2.1 Repurchase agreements

 

 

 

 

 

 

 

 

2.2 Other liabilities

 

 

 

 

 

 

 

 

3. Financial derivatives

-

-

-

-

-

-

-

-

3.1 With underlying security

-

-

-

-

-

-

-

-

- Options

-

-

-

-

-

-

-

-

+ long positions

 

 

 

 

 

 

 

 

+ short positions

 

 

 

 

 

 

 

 

- Other

-

-

-

-

-

-

-

-

+ long positions

 

 

 

 

 

 

 

 

+ short positions

 

-

 

 

 

 

 

 

3.2 Without underlying security

-

-

-

-

-

-

-

-

- Options

-

-

-

-

-

-

-

-

+ long positions

 

 

 

 

 

 

 

 

+ short positions

 

 

 

 

 

 

 

 

- Other

-

-

-

-

-

-

-

-

+ long positions

 

 

 

 

 

 

 

 

+ short positions