ISIN DESCRIPTION TIME QUANTITY PRICE CURRENCY XS FINMECCANICA 4.875% :43: EUR IT BTP 4%

Transcription

1 ISIN DESCRIPTION TIME QUANTITY PRICE CURRENCY XS FINMECCANICA 4.875% :43: EUR IT BTP 4% :43: EUR US Walt Disney 15:43: EUR IT UNICREDIT TV CAP & FLOOR :43: EUR XS Mediobanca TV Cap&Floor :43: EUR XS MPS 4.375% :44: EUR XS MPS 4.375% :44: EUR IT BTP 3.5% :44: EUR IT UNICREDIT TV FLOOR :44: EUR IT UNICREDIT TV FLOOR :44: EUR IT BTP 4% :44: EUR XS Mediobanca Euribor Spread Variabile :44: EUR XS Mediobanca TV Cap&Floor :44: EUR IT BNL FIXED FLOATER CAP & FLOOR :44: EUR IT INTESA SANPAOLO 5.8% :45: EUR IT MPS 3.75% AMORTISING :45: EUR IT INTESA SANPAOLO EUR TV FLOOR :45: EUR IT UNICREDIT FIXED FLOATER :45: EUR IT VENETO BANCA FIXED FLOATER CAP & FLOOR :45: EUR IT BTP 3% :45: EUR IT CENTROBANCA - TV CAP & FLOOR :45: EUR XS BEI 5% :45: ZAR NZIBDDT006C8 INTERNAT BANK RECONSTRUC DEVELOP 3.625% :45: NZD XS BANCO POPOLARE 6% SUBORDINATO :45: EUR IT CENTROBANCA TV CAP & FLOOR :45: EUR IT BTP 3,75% :45: EUR NL BNP ISS ICE BRENT CRUDE OIL AUTOCALL :46: EUR XS Banca Imi TV Floor :46: EUR XS Finmeccanica Finance 5,75% :46: EUR XS Finmeccanica Finance 5,75% :46: EUR XS Banca Imi TV Floor :46: EUR IT BNL TV :46: EUR IT BTP ITALIA 2.25% :46: EUR IT UNICREDIT STEP UP :47: EUR IT Intesa Sanpaolo 4% Amortising Sub :47: EUR IT UNICREDIT - TV CAP & FLOOR :47: EUR IT UNICREDIT - TV CAP & FLOOR :47: EUR IT UNICREDIT - TV CAP & FLOOR :47: EUR IT UNICREDIT TV :47: EUR IT CTZ ZC :47: EUR US922646AS37 Venezuela 9,25% :47: USD IT BTP 3% :47: EUR XS FIAT FINANCE & TRADE 6.875% :48: EUR IT BTP 4% :48: EUR XS MPS 3,875% :48: EUR IT UNICREDIT TV CAP & FLOOR :48: EUR

2 IT BTP 4% :48: EUR DE REPUBBLICA TEDESCA BUNDÇi 0,1% :48: EUR IT BTP 4% :48: EUR XS BANCA POP DI MILANO TV CALL SUB :48: EUR XS BANCA POP DI MILANO TV CALL SUB :48: EUR XS MPS 3,875% :48: EUR XS MPS 3,875% :48: EUR IT BTP ITALIA 2.25% :48: EUR XS BANCA IMI STEP UP FLOATER CAP :48: EUR IT BTP ITALIA 2.25% :48: EUR IT BTP 4% :48: EUR XS IMI EQUITY PROTECTION WORLD INDICES :48: EUR IT MEDIOBANCA FIXED FLOATER :48: EUR IT UNICREDIT SPA STEP UP AMRT SUB :49: EUR XS BANCA IMI ZC :49: EUR XS BANCA IMI ZC :49: EUR IT BTP 3,75% :49: EUR IT BTP 4,5% :49: EUR IT VENETO BANCA 4% :49: EUR IT UNICREDIT TV CAP & FLOOR :49: EUR XS COMMONWEALTH BANK OF AUSTRALIA TV FLOOR :49: EUR XS BANCA IMI EQUITY PROTECTION S&P :49: EUR IT Morgan Stanley CMS Floor - FTSE MIB :50: EUR XS Banca Imi TV Floor :50: EUR IT CENTROBANCA STEP UP :50: EUR US Apple 15:50: EUR XS MPS 3,875% :50: EUR IT BTP 4.5% :50: EUR IT BANCA POPOLARE DI VICENZA ZC :50: EUR IT BTP 3,75% :50: EUR IT CENTROBANCA STEP UP :51: EUR IT BTP 4,50% :51: EUR IT BANCA POPOLARE DI VICENZA 3% :51: EUR IT INTESA SANPAOLO EUR TV FLOOR :51: EUR IT INTESA SANPAOLO EUR TV FLOOR :51: EUR XS GENERAL ELECTRIC CAPITAL 4.125% SUBORD :51: EUR XS GENERAL ELECTRIC CAPITAL 4.125% SUBORD :51: EUR IT BTP 4.5% :51: EUR IT BTP 4,5% :51: EUR IT UNICREDIT TV CAP & FLOOR :51: EUR XS Repsol Int. Finance 4,625% :51: EUR XS BANCA IMI FIXED FLOATER CAP&FLOOR :51: EUR XS BANCA IMI FIXED FLOATER CAP&FLOOR :51: EUR IT BTP 4,5% :51: EUR XS GOLDMAN SACHS GROUP 3.25% :52: EUR XS KBC Ifima Flexible Fixed Rate :52: EUR IT BANCA POPOLARE DI VICENZA 3% :52: EUR

3 IT BTP 2,25% :52: EUR EU000A1G0A24 EFSF 1.125% :52: EUR IT UNICREDIT FIXED FLOATER :52: EUR IT BANCA IMI TV CAP & FLOOR :52: EUR IT BANCA IMI TV CAP & FLOOR :52: EUR XS BEI 5.5% :52: TRY IT CENTROBANCA STEP UP :52: EUR IT CENTROBANCA STEP UP :52: EUR IT BANCA IMI TV FLOOR :52: EUR IT UNICREDIT TV CAP & FLOOR :52: EUR IT BANCA POPOLARE DI VICENZA 5% :52: EUR IT BTP 4,75% :52: EUR XS NORDEA BANK STEP UP :52: EUR IT UNICREDIT TV CAP & FLOOR :52: EUR IT UNICREDIT TV CAP & FLOOR :52: EUR IT UNICREDIT FIXED FLOATER :53: EUR IT UNICREDIT FIXED FLOATER :53: EUR IT UNICREDIT FIXED FLOATER :53: EUR XS BANCA IMI 5 AZIONI EUROPA AUTOCALLABLE :53: EUR IT BTP 4,25% :53: EUR XS NORDEA BANK STEP UP :53: EUR XS EXOR 5.375% :53: EUR DE000A1PGWA5 DAIMLER 2.375% :53: EUR IT BANCA POPOLARE DI VICENZA 3% :53: EUR IT UNICREDIT TV :53: EUR IT INTESA SANPAOLO - TV CAP & FLOOR :53: EUR IT UNICREDIT FIXED FLOATER :53: EUR XS Intesa Sanpaolo TV :53: EUR FR PEUGEOT 5.625% :53: EUR XS MPS TV Callable Subordinato :53: EUR XS BEI TV :53: EUR XS BEI 4% :53: EUR IT BANCA IMI 3.7% :53: EUR XS BANCA IMI EP SECTOR INDICES BSKT :53: EUR IT Intesa Sanpaolo TV :53: EUR IT UNICREDIT SPA STEP UP AMRT SUB :53: EUR PTOTEMOE0027 REPUBBLICA PORTOGHESE -OT 4.75% :53: EUR IT BTP 3,75% :53: EUR IT BTP 4,75% :53: EUR US465410BV92 Republic of Italy 3,125% :53: USD IT UNICREDIT TV :53: EUR IT BANCA POPOLARE DI VICENZA FIXED FLOATER :53: EUR IT BTP ITALIA 2,45% :53: EUR XS BANCA POPOLARE DI MILANO 4% :53: EUR XS BEI 4,625% :54: EUR IT INTESA SANPAOLO 4.3% :54: EUR XS Hsbc Bank TV :54: EUR

4 US912810FE39 T-BOND 5,5% :54: USD IT Intesa Sanpaolo CMS Subordinato :54: EUR IT BTP 2.25% :54: EUR XS BEI ZC :54: TRY IT BANCA POPOLARE DI VICENZA FIXED FLOATER :54: EUR IT BTP 3.5% :55: EUR IT UNICREDIT TV CAP & FLOOR :55: EUR IT UNICREDIT TV CAP & FLOOR :55: EUR IT BTP 3,75% :55: EUR IT BTP 3,75% :55: EUR XS UNICREDIT 6.7% SUBORDINATO :55: EUR IT INTESA SANPAOLO 5% :55: EUR IT BTP ITALIA 2.25% :55: EUR IT UNICREDIT 4% :55: EUR IT BTP 2.25% :55: EUR IT UNICREDIT FIXED FLOATER :55: EUR IT CCT EU FRN :55: EUR XS RABOBANK NEDERLAND 4.25% :55: AUD IT BTP 4.5% :55: EUR IT Intesa Sanpaolo Amortising 6,25% Sub :55: EUR US36962G2F08 GENERAL ELECTRIC CAPITAL TV :55: USD XS BANCA IMI FIXED FLOATER CAP&FLOOR :55: EUR XS Goldman Sachs 3,95% :55: EUR IT BTP 4.75% :55: EUR IT BTP 3% :55: EUR XS Banca Imi TV Floor :55: EUR IT BTP 3.5% :55: EUR IT BTP 4,75% :55: EUR US36962GK948 GE Capital Corporation TV :55: USD IT UNICREDIT TV :55: EUR IT Dexia Crediop TV :55: EUR IT Dexia Crediop TV :55: EUR XS GE CAPITAL AUSTRALIA FUNDING 4.25% :55: AUD IT BTP 3,75% :56: EUR IT BTP 3,75% :56: EUR IT BTP 3,75% :56: EUR IT BTP 3,75% :56: EUR IT UNICREDIT TV CAP & FLOOR :56: EUR IT BTP 4% :56: EUR IT BTP 4% :56: EUR IT BTP 4,25% :56: EUR IT BTP 4% :56: EUR IT BTP 4% :56: EUR XS REPUBBLICA ARGENTINA 8.75% :56: USD IT Unicredit Step Up :56: EUR IT BTP 3,75% :56: EUR XS BNP PARIBAS 2.75% :56: EUR

5 XS MPS 4,75% :56: EUR IT BTP 4% :56: EUR IT BTP 4% :56: EUR DE BUND 4% :56: EUR XS Telekom Finanzmanagement 4,25% :56: EUR XS KBC Ifima TV Floor :56: EUR IT BTP ITALIA 2,45% :56: EUR IT BTP ITALIA 2,45% :56: EUR IT BTP ITALIA 2,45% :56: EUR FR OAT 3% :57: EUR IT ENEL 3.5% :57: EUR IT BTP 3,75% :57: EUR AT Repubblica Austriaca 3,5% :57: EUR IT INTESA SANPAOLO TV CAP & FLOOR :57: EUR IT BANCO POPOLARE TV CAP & FLOOR :57: EUR XS ING GROEP TV :57: EUR IT BTP 5.5% :57: EUR BE Belgium Kingdom 4,25% :57: EUR XS GE CAPITAL EUROPEAN FUNDING 2.875% :57: EUR XS BANCA IMI FIXED TO EUR USD :57: EUR IT BTP 5,5% :57: EUR XS INTESA SANPAOLO 4.125% :58: EUR XS INTESA SANPAOLO 4.125% :58: EUR BE Regno del Belgio 3,75% :58: EUR IT INTESA SANPAOLO - TV CAP & FLOOR :58: EUR IT BTP 4.75% :58: EUR IT BTP 4% :58: EUR XS INTESA SANPAOLO 4.125% :58: EUR ES R7 REGNO DI SPAGNA BONOS 2.5% :58: EUR EU000A1G0AU4 EFSF 1.625% :58: EUR XS Telekom Finanzmanagement 4,25% :58: EUR XS MPS 4,75% :58: EUR US465410BN76 Italy 4,5% :58: USD ES D5 REGNO DI SPAGNA BONOS 3.4% :58: EUR US298785FL50 BEI 1.25% :58: USD ES P9 REGNO DI SPAGNA BONOS 3.75% :59: EUR IT BTP 4% :59: EUR IT BTP 4% :59: EUR IT BTP 4,75% :59: EUR IT ENI TV :59: EUR FR BTAN 2,50% :59: EUR US36962GK948 GE Capital Corporation TV :59: USD XS FINMECCANICA 4.875% :59: EUR FR BTAN 2,25% :59: EUR IT CCT EU FRN :59: EUR XS BARCLAYS BANK 6% SUBORDINATO :59: EUR XS Mediobanca TV Floor :59: EUR

6 XS MPS TV :59: EUR IT UNICREDIT STEP UP AMORTISING SUB EUR 15:59: EUR IT UNICREDIT STEP UP AMORTISING SUB EUR 15:59: EUR IT UNICREDIT 4.4% :59: EUR XS KBC Ifima TV Floor :59: EUR XS MUNICH RE FIN FIXED FLOATER CALL SUBORD :59: EUR IT BTP 4,25% :59: EUR IT INTESA SANPAOLO STEP UP :59: EUR IT UNICREDIT TV :59: EUR XS Rabobank TV :59: EUR DE000HV77964 UNICREDITBANK BONUS FTSE MIB :59: EUR DE000HV77964 UNICREDITBANK BONUS FTSE MIB :59: EUR IT BTP 3.5% :59: EUR US17275R1023 Cisco 16:00: EUR XS Intesa Sanpaolo TV :00: EUR IT UNICREDIT FIXED FLOATER AMORTISING SUB :00: EUR XS MPS TV :00: EUR IT CCT EU FRN :00: EUR XS BANCA IMI CINQUE AZIONI :00: EUR IT INTESA SANPAOLO TV CAP & FLOOR :00: EUR IT UNICREDIT - TV CAP & FLOOR EUR 16:00: EUR IT BANCA IMI TV CAP & FLOOR :00: EUR IT BANCA IMI TV CAP & FLOOR :00: EUR IT BANCA IMI TV CAP & FLOOR :00: EUR US298785FZ47 BEI 1% :00: USD IT CENTROBANCA FIXED FLOATER :01: EUR IT INTESA SANPAOLO 4.2% :01: EUR XS Mediobanca TV Cap&Floor :01: EUR IT BTP 3,75% :01: EUR IT Morgan Stanley FTSE MIB :01: EUR IT INTESA SANPAOLO ZC :01: EUR IT BTP 4,25% :01: EUR XS BEI 2.75% :01: SEK XS BANCA IMI STEP UP FLOATER CAP :01: EUR IT UNICREDIT TV CAP & FLOOR :01: EUR IT UNICREDIT TV CAP & FLOOR :01: EUR XS REPUBBLICA ARGENTINA 8.75% :02: USD IT UNICREDIT TV CAP & FLOOR :02: EUR US298785FL50 BEI 1.25% :02: USD IT IMI EQUITY PROTECTION WORLD INDICES CAP :02: EUR IT Unicredit 3,95% :02: EUR XS BEI 9,625% :02: TRY IT BTP ITALIA 2,45% :02: EUR IT BTP 3,75% :02: EUR XS BANCA IMI FIXED FLOATER CAP&FLOOR :02: EUR XS BANCA IMI FIXED FLOATER CAP&FLOOR :02: EUR US Apple 16:02: EUR

7 IT INTESA SANPAOLO 4.3% :02: EUR ES P9 REGNO DI SPAGNA BONOS 3.75% :02: EUR IT Morgan Stanley FTSE MIB Floor :02: EUR XS BEI 9,625% :02: TRY IT UNICREDIT TV CAP & FLOOR :03: EUR IT BTP 4.25% :03: EUR IT UNICREDIT STEP UP AMORTISING SUB EUR 16:03: EUR IT MPS 3.9% :03: EUR XS CITIGROUP FIXED FLOATER CALLABLE SUBORD :03: EUR IT BTP 4,5% :03: EUR IT UNICREDIT TV CAP & FLOOR :03: EUR IT BTP 3,75% :03: EUR XS MPS 3,875% :03: EUR XS MPS 3,875% :03: EUR XS BANCA IMI EP EUR/USD :03: EUR IT Dexia Crediop Step Up Callable :03: EUR IT Dexia Crediop Step Up Callable :03: EUR XS DEUTSCHE BANK FIXED FLOATER CAP :03: EUR IT INTESA SANPAOLO TV AMRT SUB :03: EUR XS INTESA SANPAOLO 4.125% :03: EUR IT BANCA IMI TV CAP & FLOOR :03: EUR DE REPUBBLICA TEDESCA BUNDÇi 1.75% :03: EUR US AMERICAN EXPRESS CO. 16:03: EUR IT BTP ITALIA 2.25% :03: EUR IT Morgan Stanley FTSE MIB :03: EUR IT Morgan Stanley FTSE MIB :03: EUR IT BTP 3,75% :03: EUR IT UNICREDIT TV :03: EUR IT MEDIOBANCA - TV CAP & FLOOR :03: EUR IT UBI BANCA 3.15% :03: EUR IT UBI BANCA 3.15% :03: EUR IT UBI BANCA 3.15% :03: EUR IT CENTROBANCA FIXED FLOATER :03: EUR IT UNICREDIT 4.2% :03: EUR IT UNICREDIT TV CAP & FLOOR :03: EUR IT UNICREDIT TV CAP & FLOOR :03: EUR IT UNICREDIT TV CAP & FLOOR :03: EUR IT BTP 3,75% :03: EUR NL REGNO D'OLANDA 1% :03: EUR XS Sns Bank TV :03: EUR IT UNICREDIT - TV CAP & FLOOR EUR 16:03: EUR IT UNICREDIT - TV CAP & FLOOR EUR 16:03: EUR IT UNICREDIT STEP UP AMRT SUB :03: EUR DE000HV77964 UNICREDITBANK BONUS FTSE MIB :03: EUR IT BTP 4.75% :03: EUR IT INTESA SANPAOLO ZC :03: EUR XS BEI 5.5% :03: TRY

8 IT BTP 3,75% :03: EUR IT BTP 3,75% :03: EUR XS GE CAPITAL AUSTRALIA FUNDING 4.75% :03: AUD IT BTP 3,75% :03: EUR XS CITIGROUP FIXED FLOATER CALLABLE SUBORD :03: EUR US36962GK948 GE Capital Corporation TV :04: USD US36962GK948 GE Capital Corporation TV :04: USD IT Intesa Sanpaolo TV Amortising Sub :04: EUR IT UNICREDIT TV CAP & FLOOR :04: EUR IT UNICREDIT TV CAP & FLOOR :04: EUR IT UNICREDIT FIXED FLOATER :04: EUR IT UNICREDIT FIXED FLOATER :04: EUR US298785FL50 BEI 1.25% :04: USD IT BTP 4,25% :04: EUR IT CENTROBANCA - TV CAP & FLOOR :04: EUR IT BTP 4.75% :04: EUR US90466MAC38 UNICREDIT LUXEMBOURG FINANCE 6% SUB :04: USD IT UNICREDIT 3,75% :04: EUR XS BEI 5.5% :04: TRY IT INTESA SANPAOLO TV CAP & FLOOR :04: EUR IT BTP 3,75% :04: EUR IT BTP 3,75% :04: EUR XS BEI 2.625% :04: SEK XS BEI 2.625% :04: SEK XS COMMONWEALTH BANK AUSTRALIA FIXED FLOAT :04: EUR IT BTP 5% :04: EUR IT HSBC BANK FIXED FLOATER :05: EUR IT BTP 5% :05: EUR IT BOT ZC :05: EUR IT UNICREDIT 6% :05: EUR IT BTP 3,75% :05: EUR IT BTP 3,75% :05: EUR IT VENETO BANCA STEP UP :05: EUR IT BTP 9% :05: EUR IT MEDIOBANCA - TV CAP & FLOOR :05: EUR IT BTP 6% :05: EUR IT VENETO BANCA 4.25% :05: EUR IT BTP 4% :05: EUR IT BTP 3,75% :05: EUR IT UBI BANCA 3.15% :05: EUR XS Banca Imi TV Floor :05: EUR XS Banca Imi TV Floor :05: EUR IT UNICREDIT TV FLOOR :05: EUR IT Banca Imi TV Floor :05: EUR IT UNICREDIT 4% :05: EUR US Intel 16:05: EUR IT UNICREDIT TV CAP & FLOOR :05: EUR

9 IT BTP ITALIA 2,45% :05: EUR IT BTP ITALIA 2,45% :05: EUR XS DANSKE BANK FIXED FLOATER :05: EUR IT INTESA SANPAOLO 4% :05: EUR AT Rep Of Austria 6,25% :05: EUR XS MEDIOBANCA AZIONI ITALIA CAP :05: EUR XS MEDIOBANCA AZIONI ITALIA CAP :05: EUR IT INTESA SANPAOLO ZC :05: EUR ES D7 REGNO DI SPAGNA -OBLIGACIONES 4% EUR 16:05: EUR XS BEI 2.625% :05: SEK IT BTP 4% :05: EUR XS BANCA IMI FIXED FLOATER CAP&FLOOR :05: EUR XS BANCA IMI FIXED FLOATER CAP&FLOOR :05: EUR IT BTP ITALIA 2,45% :05: EUR IT BTP 4,25% :05: EUR IT BTPÇi 2,1% :05: EUR IT BANCA POP DI VICENZA 4.60% AMRT SUB :05: EUR IT BANCA POP DI VICENZA 4.60% AMRT SUB :05: EUR US Apple 16:05: EUR IT Merrill Lynch 4% :05: EUR XS GLOBAL BOND SERIES XIV TV CAP & FLOOR :05: EUR IT UNICREDIT STEP UP :05: EUR IT BANCA IMI TV CAP & FLOOR :05: EUR IT UNICREDIT TV :05: EUR IT UNICREDIT TV :05: EUR IT UNICREDIT TV :05: EUR IT BANCA IMI 3.7% :05: EUR IT BTP 4% :05: EUR IT BANCO POPOLARE FIXED FLOATER :05: EUR IT INTESA SANPAOLO TV FLOOR :05: EUR XS Mediobanca TV Cap&Floor :05: EUR IT UNICREDIT STEP UP AMORTISING SUB EUR 16:05: EUR IT BTP 4.25% :05: EUR IT BTP 3.5% :05: EUR US36962GU517 GE Capital Corporation TV :05: USD IT UNICREDIT SPA STEP UP AMRT SUB :05: EUR XS Enel TV :05: EUR IT Enel 5,25% :05: EUR IT BTP 4,25% :05: EUR XS Goldman Sachs 4,05% :05: EUR IT UNICREDIT TV FLOOR :05: EUR IT UNICREDIT TV FLOOR :05: EUR IT UNICREDIT TV FLOOR :05: EUR IT UNICREDIT TV FLOOR :05: EUR IT UNICREDIT TV FLOOR :05: EUR IT BTP 3,75% :05: EUR XS Mediobanca TV Floor :05: EUR

10 IT BTP 4,5% :05: EUR IT BANCO POPOLARE TV CAP & FLOOR :05: EUR IT INTESA SANPAOLO TV CAP & FLOOR :05: EUR IT UNICREDIT TV FLOOR :05: EUR IT UNICREDIT TV CAP & FLOOR :05: EUR IT UNICREDIT TV CAP & FLOOR :05: EUR IT UNICREDIT TV CAP & FLOOR :05: EUR IT BTP 4,50% :05: EUR IT BTP 4.5% :05: EUR DE REPUBBLICA TEDESCA BUND 2.25% :05: EUR IT UNICREDIT 3,75% :05: EUR US922646AS37 Venezuela 9,25% :05: USD US922646AS37 Venezuela 9,25% :05: USD US922646AS37 Venezuela 9,25% :05: USD US922646AS37 Venezuela 9,25% :05: USD US922646AS37 Venezuela 9,25% :05: USD IT ENI TV :05: EUR IT CENTROBANCA - TV CAP & FLOOR :05: EUR IT INTESA SANPAOLO 4% :05: EUR IT UNICREDIT TV :05: EUR IT Dexia Crediop Step Up Multicallable :05: EUR IT BANCA IMI TV FLOOR :05: EUR IT UNICREDIT 6% :05: EUR IT BTP 2,5% :05: EUR US36962GU517 GE Capital Corporation TV :05: USD XS BANCA IMI EP EUROSTOXX OIL&GAS :05: EUR IT BTP 4% :05: EUR IT BTP 5,25% :05: EUR XS BANCA IMI EQUITY PROTECTION CPI :05: EUR IT BANCA IMI EURIBOR :05: EUR IT ENEL TV :05: EUR IT BANCA IMI TV CAP & FLOOR :05: EUR IT BANCA IMI TV CAP & FLOOR :05: EUR IT BANCA IMI TV CAP & FLOOR :05: EUR IT BANCA IMI TV CAP & FLOOR :05: EUR IT BANCA IMI TV CAP & FLOOR :05: EUR IT BTP 5% :05: EUR IT INTESA SANPAOLO TV CAP & FLOOR :05: EUR FR PEUGEOT 7.375% :05: EUR IT BTP 4,50% :05: EUR XS Mediobanca TV Floor :05: EUR US36962GU517 GE Capital Corporation TV :05: USD IT Intesa Sanpaolo TV Floor :05: EUR IT INTESA SANPAOLO 4.2% :05: EUR IT Intesa Sanpaolo TV Floor :05: EUR XS BANCA IMI EQUITY PROTECTION FTSE MIB :05: EUR IT INTESA SANPAOLO TV FLOOR :05: EUR

11 IT BTP 3% :05: EUR XS MERCEDES-BENZ AUSTRALIA PACIFIC 4.5% :05: AUD IT BANCA IMI 5% :05: EUR IT INTESA SANPAOLO TV CAP & FLOOR :05: EUR IT INTESA SANPAOLO TV CAP & FLOOR :05: EUR IT INTESA SANPAOLO STEP UP :05: EUR IT INTESA SANPAOLO STEP UP :05: EUR IT BTP 4% :05: EUR XS DEUTSCHE BANK 3% :05: EUR IT BANCA POPOLARE DI VICENZA 2.5% :05: EUR IT MEDIOBANCA TV CAP & FLOOR :05: EUR IT MEDIOBANCA TV CAP & FLOOR :05: EUR IT MEDIOBANCA TV CAP & FLOOR :05: EUR IT MEDIOBANCA TV CAP & FLOOR :05: EUR IT MEDIOBANCA TV CAP & FLOOR :05: EUR IT MEDIOBANCA TV CAP & FLOOR :05: EUR IT MEDIOBANCA TV CAP & FLOOR :05: EUR XS Deutsche Bank Step Up :05: EUR IT INTESA SANPAOLO TV :05: EUR IE00B4TV0D44 Repubblica Irlandese 5,4% :05: EUR IT BTP 4% :05: EUR IT INTESA SANPAOLO TV CAP & FLOOR :05: EUR IT BTP 3.5% :05: EUR IT INTESA SANPAOLO ZC :05: EUR XS Banca Imi ZC :05: EUR XS Intesa Sanpaolo TV :05: EUR IT UNICREDIT STEP UP AMORTISING SUB EUR 16:05: EUR IT INTESA SANPAOLO STEP UP :05: EUR IT CCT EU FRN :05: EUR IT ENEL 3.5% :05: EUR XS BANK NEDERLANDSE GEMEENTEN ZC :05: AUD IT BTP 5% :05: EUR DE BUND 3,5% :05: EUR IT BTP ITALIA 2,45% :05: EUR IT BTP 3,75% :05: EUR IT CENTROBANCA - TV CAP & FLOOR :05: EUR XS BANCA POP DI VICENZA TV CALL SUB :05: EUR XS VENETO BANCA 4% :05: EUR XS MPS 3,875% :05: EUR XS Italy CMS Cap&Floor :05: EUR XS Italy CMS Cap&Floor :05: EUR XS Italy CMS Cap&Floor :05: EUR IT BTP 3.5% :05: EUR IT BTP 3,75% :05: EUR IT MEDIOBANCA TV CAP & FLOOR :05: EUR IT UNICREDIT 6% :05: EUR IT BTP 4,25% :05: EUR

12 IT UNICREDIT TV CAP & FLOOR :05: EUR IT BTP 4,50% :05: EUR US465410BG26 Italy 5.375% :05: USD IT BTP 5,25% :05: EUR XS BEI 5.5% :05: TRY XS FIAT FINANCE & TRADE 7.375% :05: EUR XS BANCA IMI EP HANG SENG CHINA ENT :05: EUR IT BANCO POPOLARE TV CAP & FLOOR :06: EUR IT BTP 4% :06: EUR IT BTP 5% :06: EUR IT INTESA SANPAOLO 4% :06: EUR IT UNICREDIT TV CAP & FLOOR :06: EUR XS Mediobanca Eurostoxx :06: EUR IT INTESA SANPAOLO TV CAP & FLOOR :06: EUR IT UBI BANCA 3.15% :06: EUR IT UNICREDIT TV :06: EUR IT BTP 4% :06: EUR XS INTERNAT BANK RECONSTRUCT DEVELOP ZC :06: ZAR US91086QAG38 Mexican States 8,3% :06: USD IT INTESA SANPAOLO TV :06: EUR XS MPS 3,875% :06: EUR XS Intesa Sanpaolo TV :06: EUR IT BTP ITALIA 2.25% :07: EUR PTOTE5OE0007 Republic of Portugal 4,1% :07: EUR XS DEUTSCHE PFANDBRIEFBANK REVERSE FLOATER :07: ITL