SECURITISED DERIVATIVES DAILY TURNOVER MAIN INDICATORS

Transcription

1 Sedex Statistics December 218 SECURITISED DERIVATIVES DAILY TURNOVER 22 2 TRADES TURNOVER OCT NOV DEC DEC217 NOVEMBER 218 DECEMBER 218 NOVEMBER 218 DECEMBER 218 JAN-DEC 218 END of MONTH END of MONTH NEW LISTED END of MONTH NEW LISTED number number number MARKET SEGMENTS CW PLAIN VANILLA STRUCTURED/EXOTIC CW LEVERAGE CERTIFICATES CLASS A LEVERAGE CERTIFICATES CLASS B INVESTMENT CERTIFICATES CLASS A INVESTMENT CERTIFICATES CLASS B of which CERTIFICATES IN DISTRIBUTION TOTAL UNDERLYING ASSETS DOMESTIC SHARES DOMESTIC INDICES FOREIGN SHARES FOREIGN INDICES COMMODITIES INTEREST RATE EXCHANGE RATE OTHERS ISSUERS TOTAL BANCA AKROS BANCA ALETTI BANCA IMI BANCA MONTE PASCHI SIENA BNP PARIBAS ISSUANCE CITIGROUP GLOBAL MARKETS FUNDING LU COMMERZBANK CREDIT AGRICOLE CIB FIN (GUERNSEY) CREDIT AGRICOLE CIB FINANCIAL PROD CREDIT AGRICOLE CIB FINANCIAL SOLUT CREDIT AGRICOLE CORP AND INV BANK CREDIT SUISSE DEUTSCHE BANK AG EXANE FINANCE GOLDMAN SACHS INTERNATIONAL INGBANK JP MORGAN STRUCTURED PRODUCTS B.V MORGAN STANLEY BV NATIXIS STRUCTURED ISSUANCE NATIXIS STRUCTURED PRODUCTS LIMITED NATWEST MARKETS PLC SOCIETE GENERALE SOCIETE GENERALE EFFEKTEN SOCIETE GENERALE ISSUER THE ROYAL BANK OF SCOTLAND PLC UBS AG UNICREDIT BANK VONTOBEL FINANCIAL PRODUCTS GMBH TOTAL

2 Borsa Italiana DECEMBER 218 SEDEX 2 TURNOVER MONTHLY FIGURES CW PV INVEST CERT LEVERAGE CERT CW STRUCT/ESOT DEC JAN 218 FEB MAR APR MAY JUN JUL AUG SEP OCT NOV DEC TURNOVER BY TYPOLOGIES MONTHLY FIGURES - % 5% 1% 15% 2% 25% 3% 35% 4% 45% 5% 55% 6% 65% 7% 75% 8% 85% PLAIN VANILLA 13.69% EXOTIC ON INTEREST RATE CALL SPREAD CORRIDOR.%.%.11% FIXED LEVERAGE 67.7% STOP LOSS STOP LOSS R BONUS BENCHMARK DISCOUNT PROTECTION OUTPERFORMANCE EXPRESS 2.58% 1.8% 2.72%.6%.% 3.98% 3.99% 3.38% PLAIN VANILLA STRUT/ESOT LEVERAGE CERTIFICATES INVESTMENT CERTIFICATES MOST TRADED UNDERLYING ASSETS IN TERMS OF NUMBER OF TRADES MOST TRADED UNDERLYING ASSETS IN TERMS OF TURNOVER UNDERLYING ASSET DECEMBER 218 DECEMBER 218 TRADES TOTAL DAILY UNDERLYING ASSET TURNOVER TOTAL DAILY NUMBER % TOT % CUM NUMBER % TOT % CUM FTSE MIB NET-OF-TAX (LUX) TR % 17.76% 1 61 FTSE MIB GROSS TR % 15.91% 1. FTSE MIB GROSS TR % 31.78% FTSE MIB NET-OF-TAX (LUX) TR % 3.88% 9.41 FTSE MIB % 42.6% 976 FTSE MIB % 45.21% 9.1 DAX % 46.14% 318 ITALIA LEVA 7 LONG % 54.7% 5.97 VT 7XL MIB % 49.35% 29 VT 7XL MIB % 58.89% 2.64 WTI FUTURES X7 LEVERAGED INDEX % 52.41% 276 VT 7XS MIB % 62.33% 2.16 ITALIA LEVA 7 LONG % 55.28% 259 FUTURE SU FTSE MIB % 65.4% 1.93 FUTURE SU FTSE MIB % 57.97% 242 DAX % 67.78% 1.5 VT 7XS MIB % 6.44% 223 EURO STOXX % 69.85% 1.3 NATURAL GAS FUTURES X7 SHORT LEVERAGED INDEX % 62.3% 167 INTESA SANPAOLO % 7.97%.7 Glossary Plain Vanilla: plain vanilla Covered Warrants IC - Benchmark: linear tracking of the underlying IC - Bonus: minimum return guaranteed in case of moderate decline IC - Equity Protection: (partial/total) protection from decline IC - Discount: purchase of the uderlying at a discounted price IC - Express: possibility of early redemption of the nominal value plus a premium IC - Outperformance: extraperformance for certain intervals of values of the underlying LC - Stop Loss: certificates with a knock-out barrier and leverage effect LC - Stop Loss R: Stop Loss with daily update of the strike CW SE - Exotics on Exchange Rates: CWs on interest rates and with periodic exercise

3 Borsa Italiana DECEMBER 218 SEDEX 3 COVERED WARRANT 3 5 TRADES TURNOVER ML OCT NOV DEC UNDERLYING ASSETS DEC 217 NOVEMBER 218 DECEMBER 218 NOVEMBER 218 DECEMBER 218 JAN-DEC 218 END of MONTH END of MONTH NEW LISTED END of MONTH NEW LISTED number number number DOMESTIC SHARES DOMESTIC INDICES FOREIGN SHARES FOREIGN INDICES COMMODITIES INTEREST RATE EXCHANGE RATE OTHERS ISSUERS TOTAL BANCA AKROS BANCA IMI BANCA MONTE PASCHI SIENA BNP PARIBAS ISSUANCE COMMERZBANK NATIXIS STRUCTURED ISSUANCE SOCIETE GENERALE SOCIETE GENERALE ISSUER UNICREDIT BANK VONTOBEL FINANCIAL PRODUCTS GMBH CALL/PUT TOTAL CALL PUT EXPIRATION DATE EXPIRY < 3 MONTHS MONTHS < EXPIRY < 6 MONTHS MONTHS < EXPIRY < 12 MONTHS MONTHS < EXPIRY < 24 MONTHS MONTHS < EXPIRY < 6 MONTHS EXPIRY MORE THAN 6 MONTHS

4 Borsa Italiana DECEMBER 218 SEDEX 4 COVERED WARRANT FIRST TEN COVERED WARRANT IN TERMS OF TURNOVER TRADED IN DECEMBER 218 ON FTSE MIB INDEX 1 IT UNICREDIT BANK CALL 18. FTSE MIB 15/12/ % 6.57% IT52632 UNICREDIT BANK CALL 15. FTSE MIB 16/12/ % 91.% IT UNICREDIT BANK CALL 19. FTSE MIB 21/12/ % 91.49% IT UNICREDIT BANK PUT 19. FTSE MIB 21/12/ % 91.92% IT BANCA IMI CALL 2. FTSE MIB 15/3/ % 92.2% DEHV41DK3 UNICREDIT BANK CALL 21. FTSE MIB 18/1/ % 92.45% IT BANCA IMI PUT 18. FTSE MIB 15/3/ % 92.68% 69 8 DEHV42GN8 UNICREDIT BANK CALL 19. FTSE MIB 18/1/ % 92.9% DEHV41R16 UNICREDIT BANK CALL 25. FTSE MIB 16/8/ % 93.13% DEVN9BXB6 VONTOBEL FINANCIAL PRODUCTS GMBH PUT FTSE MIB 21/12/ % 93.34% 198 FIRST TEN COVERED WARRANT IN TERMS OF TURNOVER TRADED IN DECEMBER 218 ON ITALIAN STOCKS 1 DEVN9CZS3 VONTOBEL FINANCIAL PRODUCTS GMBH CALL 17. ENI 15/3/ % 4.93% IT UNICREDIT BANK CALL 11. GENERALI 2/12/ % 7.72% 15 3 LU SOCIETE GENERALE ISSUER CALL 12. FERRARI 14/3/ % 1.49% DEVN9CZH6 VONTOBEL FINANCIAL PRODUCTS GMBH CALL 18. ENI 21/6/ % 13.14% IT UNICREDIT BANK CALL 2.4 INTESA SANPAOLO 17/12/ % 15.77% 57 6 IT UNICREDIT BANK CALL 3.8 ENEL 17/12/ % 17.92% 12 7 IT BANCA IMI CALL 12.5 UNICREDIT 3/6/ % 19.83% 88 8 DEHV427C8 UNICREDIT BANK CALL 28. PRYSMIAN 19/9/ % 21.49% LU SOCIETE GENERALE ISSUER CALL 18. FERRARI 14/3/ % 23.14% 64 1 DEVN9DTW6 VONTOBEL FINANCIAL PRODUCTS GMBH CALL 2. STMICROELECTRONICS 19/6/ % 24.53% 39 FIRST TEN COVERED WARRANT IN TERMS OF TURNOVER TRADED IN DECEMBER 218 ON OTHER UNDERLYINGS 1 DEHV419V5 UNICREDIT BANK CALL 4. SOCIETE GENERALE 19/6/ % 4.71% 8 2 DEHV42WU UNICREDIT BANK CALL 3. S&P 5 15/3/ % 9.26% 11 3 LU SOCIETE GENERALE ISSUER CALL 14. APPLE 21/12/ % 13.7% 8 4 LU NATIXIS STRUCTURED ISSUANCE ESOT H2O ADAGIO R C FUND 21/6/ % 18.1% 16 5 LU SOCIETE GENERALE ISSUER CALL 82. ALPHABET CLASSE C 21/12/ % 22.26% 1 6 DEHV41PN1 UNICREDIT BANK CALL 3 7. EURO STOXX 5 21/6/ % 25.88% 4 7 DEVN9DA26 VONTOBEL FINANCIAL PRODUCTS GMBH CALL AMAZON 21/6/ % 29.2% 5 8 LU SOCIETE GENERALE ISSUER ESOT - EUR/USD 21/12/ % 32.7% 21 9 LU SOCIETE GENERALE ISSUER CALL 9. ALPHABET CLASSE C 21/12/ % 34.87% 7 1 IT UNICREDIT BANK PUT NIKKEI /12/ % 37.49% 71 FIRST TEN EXOTIC COVERED WARRANT IN TERMS OF TURNOVER TRADED IN DECEMBER LU NATIXIS STRUCTURED ISSUANCE ESOT H2O ADAGIO R C FUND 21/6/ % 18.75% 16 2 LU SOCIETE GENERALE ISSUER ESOT - EUR/USD 21/12/ % 31.22% 21 3 LU SOCIETE GENERALE ISSUER ESOT - FTSE MIB 21/12/ % 42.72% 42 4 DEHV42F43 UNICREDIT BANK ESOT - UNIPOLSAI 14/3/ % 51.76% 4 5 LU SOCIETE GENERALE ISSUER ESOT - DAX 21/12/ % 58.5% 23 6 LU SOCIETE GENERALE ISSUER ESOT - INTESA SANPAOLO 15/3/ % 63.32% 28 7 LU SOCIETE GENERALE ISSUER ESOT - DAX 21/12/ % 66.66% 6 8 LU SOCIETE GENERALE ISSUER ESOT - EUR/USD 18/1/ % 68.51% 1 9 LU SOCIETE GENERALE ISSUER ESOT - FIAT CHRYSLER AUTOMOBILES 18/1/ % 7.3% 7 1 LU SOCIETE GENERALE ISSUER ESOT - INTESA SANPAOLO 18/1/ % 72.3% 12 DISTRIBUTION OF BY SIZE OF TRADES SIZE OF TRADE (eur) NOVEMBER 218 DECEMBER 218 JAN-DEC 218 Trades Trades Trades % TOT % TOT % % % % % % % % % % % % % % % % % % % % % % % % % % % % % 9.7.4%

5 Borsa Italiana DECEMBER 218 SEDEX 5 CERTIFICATES TRADES (INVESTMENT CERTIFICATES) TRADES (LEVERAGE CERTIFICATES) TURNOVER (INVESTMENT CERTIFICATES) TURNOVER (LEVERAGE CERTIFICATES) OCT NOV DEC LEVERAGE CERTIFICATES CLASS A - UNDERLYING ASSETS DEC 217 NOVEMBER 218 DECEMBER 218 NOVEMBER 218 DECEMBER 218 JAN-DEC 218 END of MONTH END of MONTH NEW LISTED END of MONTH NEW LISTED number number number DOMESTIC SHARES DOMESTIC INDICES FOREIGN SHARES FOREIGN INDICES COMMODITIES INTEREST RATE EXCHANGE RATE OTHERS - LEVERAGE CERTIFICATES CLASS B - UNDERLYING ASSETS TOTAL DOMESTIC SHARES DOMESTIC INDICES FOREIGN SHARES FOREIGN INDICES COMMODITIES INTEREST RATE EXCHANGE RATE OTHERS - - INVESTMENT CERTIFICATES - UNDERLYING ASSETS TOTAL DOMESTIC SHARES DOMESTIC INDICES FOREIGN SHARES FOREIGN INDICES COMMODITIES INTEREST RATE EXCHANGE RATE OTHERS LEVERAGE CERTIFICATES CLASS A - ISSUERS TOTAL BNP PARIBAS ISSUANCE UNICREDIT BANK LEVERAGE CERTIFICATES CLASS B - ISSUERS TOTAL BNP PARIBAS ISSUANCE COMMERZBANK DEUTSCHE BANK AG SOCIETE GENERALE EFFEKTEN SOCIETE GENERALE ISSUER UNICREDIT BANK VONTOBEL FINANCIAL PRODUCTS GMBH INVESTMENT CERTIFICATES - ISSUERS TOTAL BANCA AKROS BANCA ALETTI BANCA IMI BNP PARIBAS ISSUANCE CITIGROUP GLOBAL MARKETS FUNDING LU COMMERZBANK CREDIT AGRICOLE CIB FIN (GUERNSEY) CREDIT AGRICOLE CIB FINANCIAL PROD CREDIT AGRICOLE CIB FINANCIAL SOLUT CREDIT AGRICOLE CORP AND INV BANK CREDIT SUISSE DEUTSCHE BANK AG EXANE FINANCE GOLDMAN SACHS INTERNATIONAL INGBANK JP MORGAN STRUCTURED PRODUCTS B.V MORGAN STANLEY BV NATIXIS STRUCTURED ISSUANCE NATIXIS STRUCTURED PRODUCTS LIMITED NATWEST MARKETS PLC SOCIETE GENERALE EFFEKTEN SOCIETE GENERALE ISSUER THE ROYAL BANK OF SCOTLAND PLC UBS AG UNICREDIT BANK VONTOBEL FINANCIAL PRODUCTS GMBH TOTAL

6 Borsa Italiana DECEMBER 218 SEDEX 6 CERTIFICATES NUMBER OF LISTED CERTIFICATES TURNOVER BY TYPOLOGIES BENCHMARK BONUS PROTECTION BENCHMARK BONUS PROTECTION DISCOUNT EXPRESS OUTPERFORMANCE STOP LOSS DISCOUNT EXPRESS OUTPERFORMANCE STOP LOSS 425 STOP LOSS R STOP LOSS R FIXED LEVERAGE FIXED LEVERAGE DEC 217 NOVEMBER 218 DECEMBER 218 NOVEMBER 218 DECEMBER 218 JAN-DEC 218 END of MONTH END of MONTH NEW LISTED END of MONTH NEW LISTED number number number CERTIFICATES - TYPOLOGY BENCHMARK BONUS PROTECTION DISCOUNT EXPRESS OUTPERFORMANCE STOP LOSS STOP LOSS R FIXED LEVERAGE CERTIFICATES IN DISTRIBUTION TOTAL NUMBER OF LISTED CERTIFICATES BY ACEPI CLASS TURNOVER BY ACEPI CLASS 45.4% CONDITIONALLY PROTECTED CONDITIONALLY PROTECTED NON-PROTECTED NON-PROTECTED 4.2% 1.6% CAPITAL PROTECTED/GUARANTEED LEVERAGE 83.6% % % 4.6% CAPITAL PROTECTED/GUARANTEED LEVERAGE 48.7% DISTRIBUTION OF BY SIZE OF TRADES SIZE OF TRADE (eur) NOVEMBER 218 DECEMBER 218 JAN-DEC 218 Trades Trades Trades % TOT % TOT % % % % % % % % % % % % % % % % % % % % % % % % % % % % % %

7 Borsa Italiana DECEMBER 218 SEDEX 7 CERTIFICATES FIRST TEN LEVERAGE CERTIFICATES CLASS A IN TERMS OF TURNOVER TRADED IN DECEMBER 218 ISIN Issuer Type Strike Underlying Barrier Expiration Turnover % TOT % CUM Trades Date 1 NL BNP PARIBAS ISSUANCE BEAR DAX /12/ % 5.91% NL BNP PARIBAS ISSUANCE BEAR FTSE MIB /3/ % 1.22% 98 3 NL BNP PARIBAS ISSUANCE BEAR NASDAQ /6/ % 13.4% NL BNP PARIBAS ISSUANCE BULL FTSE MIB /12/ % 15.79% NL BNP PARIBAS ISSUANCE BULL 11.5 FIAT CHRYSLER AUTOMOBILES /12/ % 18.26% NL BNP PARIBAS ISSUANCE BEAR FTSE MIB /12/ % 2.45% 29 7 NL BNP PARIBAS ISSUANCE BEAR DOW JONES INDUSTRIAL AVG /12/ % 22.6% 38 8 NL BNP PARIBAS ISSUANCE BEAR 6.6 SAIPEM /12/ % 23.64% 51 9 NL BNP PARIBAS ISSUANCE BULL FTSE MIB /3/ % 25.23% NL BNP PARIBAS ISSUANCE BULL FTSE MIB /3/ % 26.79% 48 FIRST TEN LEVERAGE CERTIFICATES CLASS B IN TERMS OF TURNOVER TRADED IN DECEMBER 218 ISIN Issuer Type Strike Underlying Barrier Expiration Turnover % TOT % CUM Trades Date 1 DESG2QNU4 SOCIETE GENERALE ISSUER BEAR - FTSE MIB GROSS TR 31/12/ % 18.62% DESG2QNT6 SOCIETE GENERALE ISSUER BULL - FTSE MIB NET-OF-TAX (LUX) TR 31/12/ % 36.12% DEHV4B56 UNICREDIT BANK BULL - ITALIA LEVA 7 LONG 16/1/ % 49.98% DEVN9AAM3 VONTOBEL FINANCIAL PRODUCTS GMBH BULL - VT 7XL MIB 18/12/ % 55.27% DEVN9AAR2 VONTOBEL FINANCIAL PRODUCTS GMBH BEAR - VT 7XS MIB 18/12/ % 6.33% LU SOCIETE GENERALE ISSUER BULL - FTSE MIB NET-OF-TAX (LUX) TR 18/6/ % 64.94% LU SOCIETE GENERALE ISSUER BEAR - FTSE MIB GROSS TR 18/6/ % 69.47% NL BNP PARIBAS ISSUANCE BULL - FUTURE SU FTSE MIB 17/12/ % 72.3% LU SOCIETE GENERALE ISSUER BULL - WTI FUTURES X7 LEVERAGED INDEX 18/6/ % 73.61% DESG5XGH4 SOCIETE GENERALE ISSUER BULL - DAX 28/6/ % 75.5% FIRST TEN PROTECTION CERTIFICATES IN TERMS OF TURNOVER TRADED IN DECEMBER 218 ISIN Issuer Marketing Protection Underlying Participation Cap Expiration Turnover % TOT % CUM Trades Name Level Date TARGET CEDOLA 13/5/ IT BANCA AKROS NIKKEI 225 NO NO 6.45% 6.45% IT BANCA AKROS TARGET CEDOLA 28.8 ROYAL DUTCH SHELL-A SHS NO NO 17/5/ % 12.11% IT BANCA AKROS TARGET CEDOLA EURO STOXX 5 NO NO 14/4/ % 17.1% IT5562 BANCA AKROS TARGET CEDOLA 11.9 TELEFONICA NO NO 18/1/ % 21.73% IT BANCA AKROS TARGET CEDOLA 3.2 ROYAL DUTCH SHELL-A SHS NO NO 21/6/ % 26.38% XS BANCA IMI STANDARD 1.1 BAYER NO NO 15/11/ % 3.29% 12 7 IT BANCA AKROS TARGET CEDOLA EURO STOXX 5 NO NO 18/2/ % 34.13% IT BANCA AKROS TARGET CEDOLA EURO STOXX 5 NO NO 15/1/ % 37.24% IT5838 BANCA AKROS TARGET CEDOLA EURO STOXX 5 NO NO 15/3/ % 4.28% 64 1 IT BANCA AKROS TARGET CEDOLA FTSE MIB NO NO 18/3/ % 43.26% 55 FIRST TEN BONUS CERTIFICATES IN TERMS OF TURNOVER TRADED IN DECEMBER 218 ISIN Issuer Marketing Underlying Barrier Bonus Cap Expiration Turnover % TOT % CUM Trades Name Date BONUS CAP ENEL % /6/ DEHV4C89 UNICREDIT BANK 7.87% 7.87% 17 2 DEHV42W9 UNICREDIT BANK BONUS CAP UNICREDIT % /12/ % 13.78% DEHV4186 UNICREDIT BANK BONUS CAP BPER BANCA % /12/ % 17.55% 49 4 DEXM9ZWD2 DEUTSCHE BANK AG BONUS CAP EURO STOXX % /4/ % 21.31% 26 5 DEHV4251 UNICREDIT BANK BONUS CAP SAIPEM % /12/ % 24.52% 5 6 DEHV4D7 UNICREDIT BANK BONUS CAP FTSE MIB % /12/ % 27.53% 43 7 DEHV4B817 UNICREDIT BANK TOP BONUS ENI % /12/ % 3.23% 12 8 DEDS7BDF DEUTSCHE BANK AG BONUS CAP TELECOM ITALIA % /9/ % 32.62% 11 9 DEHV4CQ4 UNICREDIT BANK BONUS CAP SAIPEM % /12/ % 35.% 9 1 DEHV42Y5 UNICREDIT BANK BONUS CAP UNICREDIT % /12/ % 37.14% 51 FIRST TEN BENCHMARK CERTIFICATES IN TERMS OF TURNOVER TRADED IN DECEMBER 218 ISIN Issuer Marketing Underlying Expiration Turnover % TOT % CUM Trades Name Date 1 DEVN9DES6 VONTOBEL FINANCIAL PRODUCTS GMBH TRACKER SOLACTIVE BATTERY ENERGY STORAGE PERFORMANCE INDEX 6/12/ % 21.63% 2 2 XS SOCIETE GENERALE ISSUER BENCHMARK S&P 5 TRN USD 31/12/ % 42.34% 12 3 DEVN9C4B2 VONTOBEL FINANCIAL PRODUCTS GMBH TRACKER SOLACTIVE BLOCKCHAIN TECHNOLOGY PERFORMANCE-INDEX 31/12/ % 62.47% 35 4 DEVN9EGH2 VONTOBEL FINANCIAL PRODUCTS GMBH TRACKER SOLACTIVE 5G TECHNOLOGY PERFORMANCE-INDEX 11/12/ % 77.24% 13 5 DEVN9D1Q5 VONTOBEL FINANCIAL PRODUCTS GMBH TRACKER VONTOBEL GENE THERAPY PERFORMANCE-INDEX 31/12/ % 81.63% 16 6 DEVN9CG96 VONTOBEL FINANCIAL PRODUCTS GMBH TRACKER SOLACTIVE ARTIFICIAL INTELLIGENCE PERFORMANCE 24/1/ % 85.5% 12 7 DEVN9EGG4 VONTOBEL FINANCIAL PRODUCTS GMBH TRACKER SOLACTIVE DIGITAL MARKETPLACES PERFORMANCE 24/1/ % 88.7% 3 8 DEVN9DZX1 VONTOBEL FINANCIAL PRODUCTS GMBH TRACKER SOLACTIVE BEST OF ITALIA MOMENTUM PERFORMANCE 13/6/ % 89.72% 4 9 DEVN9CHD3 VONTOBEL FINANCIAL PRODUCTS GMBH TRACKER VONTOBEL LUXURY PERFORMANCE 24/1/ % 91.31% 3 1 XS SOCIETE GENERALE ISSUER BENCHMARK NASDAQ 1 TRN 31/12/ % 92.9% 2 FIRST TEN OTHER CERTIFICATES IN TERMS OF TURNOVER TRADED IN DECEMBER 218 ISIN Issuer Marketing Underlying Strike Barrier Expiration Turnover % TOT % CUM Trades Name Date DECJ2EX49 PHOENIX AUTOCALL FCA/ENEL/TELECOM ITALIA/UNICREDIT 28/9/ % 5.49% 34 1 COMMERZBANK - 2 DEUX7XTN6 UBS AG EXPRESS MULTI CERTIFICATE ENEL/ENI/UNICREDIT/INTESASANPAOLO - 3/1/ % 1.97% DEUX665K7 UBS AG EXPRESS MULTI CERTIFICATE ENEL/ENI/UNICREDIT/INTESASANPAOLO - 23/1/ % 14.79% IT BANCA IMI CASH COLLECT BANCO BPM /12/ % 17.26% 12 5 NL BNP PARIBAS ISSUANCE CASH COLLECT FCA/INTESA SANPAOLO/SAIPEM/STMICROELECTRONICS - 16/11/ % 19.21% 19 6 IT NATIXIS STRUCTURED ISSUANCE PHOENIX YETI DEUTSCHE BANK/CARREFOUR - 9/4/ % 21.12% 15 7 NL BNP PARIBAS ISSUANCE ATHENA ENI /12/ % 22.68% 31 8 XS CREDIT SUISSE CASH COLLECT AZIMUT/VOLKSWAGEN/FCA/ARCELOR/STMICROELECTRONICS - 11/9/ % 24.13% IT51256 BANCA AKROS COUPON PREMIUM EURO STOXX /7/ % 25.57% 68 1 NL BNP PARIBAS ISSUANCE CASH COLLECT INTESA SANPAOLO /9/ % 26.94% 144 December 218 Borsa Italiana S.p.A. 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