The Italian case study: the largest retail bond market in Europe

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The Italian case study: the largest retail bond market in Europe Alberto Mancuso, Global Head of Sales & Distribution Banca IMI - Intesa Sanpaolo Group

Agenda 1 Historical evolution of italian household savings 2 Fixed Income market 3 A new distribution channel 4 Banca IMI experience 2

Historical drivers and features Since the 70s: Italian Investors have been traditionally big purchasers of Bonds issued by their Government Bank Deposits 45% Financial Wealth: Italian Families 1995 Italian Government Bonds 24% Since the end of 2011: The stock of Italian Govies in customers portfolio has gradually reduced by roughly 70% Corporate and Financial Bonds, Shares & Funds 31% Bank Deposits 39% 2013 Italian Government Bonds 7% Strong «simplification» of pay-off Corporate and Financial Bonds, Shares & Funds 54% 3 Source: Banca d Italia

Retail Bonds market: the evolution Fixed Income securities owned by Italian Retail Investors (EUR bln) 700 600 500 400 300 200 100 0 1995 1996 1997 1998 1999 2000 2001 2002 2003 2004 2005 2006 2007 2008 2009 2010 2011 2012 2013 89.47% 49.42% 47.41% 31.40% 35.84% Italian Government Bonds Corporate and Financial Bonds 4 Source: Banca d Italia

The evolution: different answers to changing market conditions Interest rate Italy 10Y 8,00% Italian Public Debt 2014 2013 2012 BTP Italia - amount issued by year (EUR bln) Introduction, in 2012, of the new «BTP Italia» linked to inflation 0 10 20 30 40 50 6,00% 4,00% 2,00% 0,00% 2011 2012 2013 2014 Italian Banks Average duration of ISP fixed income securities issued by year offered to BdT Network 5 4 3 2 1 Shift from shorter maturities to new issues characterized by longer maturities. 0 2011 2012 2013 2014 5

Agenda 1 Historical evolution of italian household savings 2 Fixed Income market 3 A new distribution channel 4 Banca IMI experience 6

Current market analysis: MOT bond market Market structure Annual Turnover 2014 MOT 323.1 EUR bln DomesticMOT EuroMOT 312.3 EUR bln 10.8 EUR bln Debt securities in Euro Italian government securities Eurobonds, ABSs, foreign government securities, securities of supranational issuers 7

Evolution of the MOT market Aggregate turnover MOT - EUR bln * Turnover by Issuer (non-government) MOT - EUR bln 350 300 250 200 150 100 148,8 176,5 288,9 227,9 203,7 321,5 329,9 323,1 2007 2008 2009 2010 2011 2012 2013 2014 18 16 14 12 10 8 6 4 2 0 15,9 10,5 8,8 5,4 4,7 3,2 2,4 0,7 1,0 12,8 11,1 9,6 4,2 2,4 2,1 0,3 2007 2008 2009 2010 2011 2012 2013 2014 * It includes Governative, Financial Institutions and Corporates Bonds Financial Institutions Bonds Corporates Bonds 8

Current market analysis Turnover by structure type 2014 * Most traded securities on MOT December 2014 * Financial Institutions Bonds Name EUR mln Contracts IMI Opera V TF 3% NV 21 USD 63.15 2882 IMI Dual Cur TF 10% NV16 BRL 58.99 5228 Mediobanca TF 3% OT 19 USD 28.20 1153 Corporates Bonds Name EUR mln Contracts General Elect TF 2.5% MZ20 USD 22.46 1470 Enel TF 4.875 2012-18 11.70 578 Enel TV 2010-16 8.49 482 * Governative Bonds excluded 9

Agenda 1 Historical evolution of italian household savings 2 Fixed Income market 3 A new distribution channel 4 Banca IMI experience 10

Direct Listing Direct Listing process Key attributes ISSUER Liquidity Provider The MOT is directly accessible by the widest audience of investors; Being a secondary market, it is not possible to distinguish a priori the true nature of retail investor; MOT Regulated Market The price of the security varies constantly, depending on market conditions; INVESTORS No subscription period - direct access In case of immediate good performance of the security, it would be immediately listed above par. 11

Distribution channels Public Subscription Offer - Bank Network distribution Direct listing - MOT Distribution Fees for distributor Sales / marketing taken care of by the distributor No fees for distributor Need for targeted marketing / brand strength Size Possibility to agree on minimum sold amounts Uncertainty about sold amounts Sophistication Easier to sell products with relatively more sophisticated payoffs Need for quick-to-understand payouts, reaching the investor with no intermediation 12

Agenda 1 Historical evolution of italian household savings 2 Fixed Income market 3 A new distribution channel 4 Banca IMI experience 13

Our Experience The reasons of the success Product Type: Plain vanilla bonds (fix or fix-to-floater payout) Direct Listing 12 different currencies 28 Product type Trading Sales & Distribution Market Enviroment: Fall of EUR (against other currencies) Fall of EuroZone interests rates Marketing Enviroment Marketing Campaign: 2 Marketing Campaign High investment in communication Online campaign Press campaign Events and seminars Simple and transparent messages 14

Our Experience The efficiency of the advertising campaign Direct Listing Target: Retail Investors 28 Trading Sales & Distribution Goals: Consolidating the brand Stimulate interest in the product Explain the characteristics of the bonds 2 Graphics: Simple and easily identifiable: the symbol is the frame Flags: immediate understanding of the currency denomination 15

Our Experience Market Hub is the brokerage division of Banca IMI offering a Multi Asset Class Electronic Execution service combined with voice brokerage: Direct Listing Fixed Income Equities Listed & Otc Derivatives Forex The platform provides one of the most advanced solutions in terms of integrated access to financial markets and Best Execution. Banca IMI Volume Market Volume FIXED INCOME MOT (Euro/1000) FIXED INCOME EUROTLX (Euro/1000) 55.000.000 37.000.000 272.000.000 136.000.000 Market Share 20 % 27 % Ranking 1 1 16

Our Experience Direct Listing 17

Contacts Alessandra Annoni Head of Listed Products Global Markets Sales & Distribution Foreign & PB Networks Largo Mattioli, 3 20121 Milan Italy Phone +39 02 7261 2039 Mob +39 335 7864 704 Mail alessandra.annoni@bancaimi.com Donato Finardi Head of Foreign Networks Global Markets Sales & Distribution Foreign & PB Networks Largo Mattioli, 3 20121 Milan Italy Phone +39 02 7261 5382 Mob +39 335 7810 992 Mail donato.finardi@bancaimi.com 18