BPI VIDA-Companhia de Seguros de Vida,SA Rua Braamcamp, 11-8º - 1250/049 LISBOA Capital Social: 175.000.000 Matriculada na Conservatória do Registo Comercial de Lisboa sob o nº 2862 Contribuinte nº 502 623 543 F.P. BPI VIDA PPR/E Valor da UP Líquido: Quantidade de UPs: 6.94303 814,028.15510 Valor da Carteira: 5,651,818.30 Composição descriminada da carteira de aplicações em 31 de Dezembro de 2010 Valores em OS Código PUBLICAÇÕES BPI VIDA 52,677.01 5,599,141.29 5,651,818.30 I - PARTE I - VALORES PATRIMONIAIS 52,677.01 5,602,709.81 5,655,386.82 1 - VALORES MOBILIÁRIOS COTADOS 52,677.01 4,061,467.08 4,114,144.09 1.1 - Mercado de Cotações Oficais da Bolsa Valores 2,718.74 732,494.78 735,213.52 1.1.1 - Títulos de Dívida Pública 347,768.98 347,768.98 PTPBTOGE0019 BILHETES DO TESOURO-CZ-18.11.2011 100,000.00 95.78000 95,780.00 95,780.00 PTPBT1GE0012 BILHETES DO TESOURO-CZ-21.10.2011 262,000.00 96.17900 251,988.98 251,988.98 1.1.2 - Outros fundos Públicos e equiparados 1,352.05 103,065.80 104,417.85 PTPETROM0005 PARPUBLICA - 5.25% - OB.CONV.-28.09.2017 100,000.00 103.06580 1,352.05 103,065.80 104,417.85 1.1.3 - Obrigações diversas 1,366.69 281,660.00 283,026.69 PTPTICOE0008 PORTUCEL-EMP.CELU.PAPEL-TV.(27.10.2012) 140,000.00 99.40000 594.79 139,160.00 139,754.79 PTSEMCOE0006 SEMAPA - TV (20.04.2016) 150,000.00 95.00000 771.90 142,500.00 143,271.90 1.2 - Mercado cotações Oficiais outros Estados mem 49,604.65 3,278,972.30 3,328,576.95 1.2.1 - Títulos de dívida pública 43,126.30 2,077,775.50 2,120,901.80 DE0001135234 BUNDESREPUB. 730,000.00 106.83000 13,500.00 779,859.00 793,359.00 DEUTSCHLAND-3.75%(4.7.2013) DE0001135259 BUNDESREPUB.DEUTSCH.-4.25%(04.07.2014) 400,000.00 109.64000 8,383.56 438,560.00 446,943.56 IT0003618383 BUONI POLIENNALI - 4.25% (01.08.2014) 730,000.00 102.53000 12,920.00 748,469.00 761,389.00 GR0114023485 HELLENIC REPUBLIC -6.1%-20.08.2015 150,000.00 73.92500 8,322.74 110,887.50 119,210.24 1.2.3 - Obrigações diversas 6,478.35 1,201,196.80 1,207,675.15 XS0261808561 BANCO ITAÚ OPA-TV. (27.07.2011) 150,000.00 96.33900 366.17 144,508.50 144,874.67 ES0213790001 BANCO POPULAR ESPANHOL-5.702%-22.12.2019 50,000.00 87.16000 70.30 43,580.00 43,650.30 XS0300795746 BANI INANCE(CAY)-TV-05.22.2012 150,000.00 89.43300 217.91 134,149.50 134,367.41 XS0271771239 BBVA SUB CAPITAL UNIPERS-TV. 24.10.2016 150,000.00 91.75000 369.90 137,625.00 137,994.90 XS0177256889 BRISA INANCE BV-4.797% (26.9.2013) 36,000.00 101.43000 454.20 36,514.80 36,969.00 ES0214843130 CAJA AHORROS DE GALICIA - TV (12.9.2016)* 150,000.00 80.00000 109.17 120,000.00 120,109.17 XS0267837473 CEMG (CAY)-TV-(19.09.2011) 150,000.00 95.71300 58.39 143,569.50 143,627.89 BE0117584202 ORTIS BANK - TX.VR. -OB. PERP. 100,000.00 95.82000 1,709.59 95,820.00 97,529.59 XS0221514879 ORTIS BANK NEDERLAND NV-TV.(22.06.2015) 100,000.00 87.06300 44.80 87,063.00 87,107.80 XS0130855108 ING VERZEKERINGEN NV - 6.25% (21.06.2021) 70,000.00 89.87000 2,313.36 62,909.00 65,222.36 XS0288391971 LEHMAN BROTHERS TSY-NIKKEI 225-27.02.15 150,000.00 7.00000 10,500.00 10,500.00 XS0140197582 PRUDENTIAL PLC - 5.75% (19.12.2011) 39,000.00 97.75000 73.73 38,122.50 38,196.23 XS0291652203 SANTANDER ISSUANCES-TV-23.03.2017 100,000.00 88.25500 28.27 88,255.00 88,283.27 XS0202197694 SCH INANCE SA - TX.VR. - OB.PERP. 101,000.00 58.00000 662.56 58,580.00 59,242.56 1.3 - Mercado cotações oficiais Estados não membro 353.62 50,000.00 1.3.3 - Obrigações diversas 353.62 50,000.00 XS0174443449 BPI CAP. INANCE - PRE ERENCIAIS SERIE C 100,000.00 50.00000 353.62 50,000.00 2 - VALORES NÃO COTADOS 545,242.50 545,242.50 2.1 - Valores mobiliários nacionais 545,242.50 545,242.50 2.1.1 - Títulos de dívida pública 545,242.50 545,242.50 PTPBTEGE0011 BILHETES DO TESOURO-CZ-18.03.2011 550,000.00 99.13500 545,242.50 545,242.50 2.3 - Outros instrumentos de dívida 2.3.2 - Papel comercial 3 - UP's DE INSTITUIÇÕES DE INVEST. COLECTIVO 589,408.39 589,408.39 3.1 - undos harmonizados 485,227.13 485,227.13 PTYPIBLM0005 BPI AMERICA 22,294.80 4.78726 106,731.02 106,731.02 PTYPIDLM0011 BPI BRASIL - 6,886.00 10.79966 74,366.56 74,366.56 Pag.1
PTYPIALM0006 BPI OPA 3,559.42 19.06289 67,852.97 67,852.97 LU0220377575 BPI OPPORTUNITIES LUX (I) 15,421.24 7.03400 108,473.04 108,473.04 LU0220378623 BPI UNIVERSAL LUX (I) 9,994.84 7.00300 69,993.90 69,993.90 GB0030928112 M&G PAN OPEAN C-ACC 1,133.96 13.14820 14,909.64 14,909.64 LU0141799097 NORDEA 1 HGH YLD-BI- 2,000.00 21.45000 42,900.00 42,900.00 3.2 - undos não harmonizados 104,181.26 104,181.26 KYG1281G1139 BPI STRATEGIES - VASCO DA GAMA - 78.32 1,330.19995 104,181.26 104,181.26 5 - LIQUIDEZ 406,591.84 406,591.84 5.1 - À vista 113,469.11 113,469.11 5.1.2 - Depósitos à ordem 113,469.11 113,469.11 B.P.I. PRÉMIOS 0.32 0.32.P. PPR - 2230 (USD) USD 80,882.91 80,882.91 P PPR-2230 BPI OBRIGAÇÕES () 25,486.93 25,486.93 P PPR-BBPI () 7,098.95 7,098.95 5.2 - A prazo 293,122.73 293,122.73 5.2.1 - Depósitos e outros equiparados 300,000.00 300,000.00 DPBPI D.P BPI - 101231..110107, 1.70% 300,000.00 300,000.00 II - PARTE II - VALORES EXTRA-PATRIMONIAIS 7 - OPERAÇÕES COM PRODUTOS DERIVADOS 7.2 - ora de mercado regulamentado 7.2.1 - orwards WD-2010/001384-USD-10/11/04..11/01/14 USD N/C - Activos Não Classificados Pag.2
BPI VIDA-Companhia de Seguros de Vida,SA Rua Braamcamp, 11-8º - 1250/049 LISBOA Capital Social: 175.000.000 Matriculada na Conservatória do Registo Comercial de Lisboa sob o nº 2862 Contribuinte nº 502 623 543 BV - PPR BBI VIDA - 1889 Valor da Carteira: 2,399,636.07 Composição descriminada da carteira de aplicações em 31 de Dezembro de 2010 Valores em OS Código PUBLICAÇÕES BPI VIDA 33,588.06 2,366,048.01 2,399,636.07 I - PARTE I - VALORES PATRIMONIAIS 33,588.06 2,366,048.01 2,399,636.07 1 - VALORES MOBILIÁRIOS COTADOS 33,588.06 1,986,567.80 2,020,155.86 1.1 - Mercado de Cotações Oficais da Bolsa Valores 16,010.02 965,595.71 981,605.74 1.1.1 - Títulos de Dívida Pública 15,256.27 752,035.72 767,291.99 PTPBTYGE0017 BILHETES DO TESOURO-CZ-19.08.2011 28,000.00 97.40400 27,273.12 27,273.12 PTOTE4OE0040 OT - 3.20% (15.04.2011) 500,000.00 99.38700 11,397.26 496,935.00 508,332.26 PTOTELOE0010 OT - 4.35% (16.10.2017) 120,000.00 89.03000 1,086.90 106,836.00 107,922.90 PTOTEKOE0003 OT - 5% - JUNHO - 2002/2012 80,000.00 100.58200 2,180.82 80,465.60 82,646.42 PTOTEGOE0009 OT - 5.45% - SETEMBRO - 1998/2013 40,000.00 101.31500 591.29 40,526.00 41,117.29 1.1.3 - Obrigações diversas 753.75 213,559.99 214,313.75 PTBBRQOM0023 BANCO BPI RENDIMENTO MAIS 2007 80,000.00 98.50000 69.22 78,800.00 78,869.22 PTPTICOE0008 PORTUCEL-EMP.CELU.PAPEL-TV.(27.10.2012) 40,000.00 99.40000 169.94 39,760.00 39,929.94 PTSEMCOE0006 SEMAPA - TV (20.04.2016) 100,000.00 95.00000 514.60 95,000.00 95,514.60 mem 1.2 - Mercado cotações Oficiais outros Estados 17,224.41 970,972.08 988,196.49 1.2.1 - Títulos de dívida pública 12,154.84 261,481.65 273,636.49 DE0001135341 44,522.00 109.57500 1,761.36 48,784.98 50,546.34 BUNDESREPUB.DEUTSCHLAND-4%-04.01.2018 DE0001135168 BUNDESREPUBLIK 188,000.00 100.00400 9,761.84 188,007.52 197,769.36 DEUTSCHL.5.25%(04.1.2011) GR0338001531 REPUBLICA GRECIA - 2.9% (25.7.2025) 50,000.00 49.37830 631.64 24,689.15 25,320.79 1.2.3 - Obrigações diversas 5,069.56 709,490.43 714,560.00 XS0159153823 ALPHA GROUP JERSEY-TX.VR. - PERP. 25,000.00 41.55332 63.84 10,388.33 10,452.17 XS0261808561 BANCO ITAÚ OPA-TV. (27.07.2011) 100,000.00 96.33900 244.11 96,339.00 96,583.11 XS0300795746 BANIF FINANCE(CAY)-TV-05.22.2012 67,000.00 89.43300 97.33 59,920.11 60,017.44 ES0214843130 CAJA AHORROS DE GALICIA - TV (12.9.2016)* 150,000.00 80.00000 109.17 120,000.00 120,109.17 XS0267837473 CEMG (CAY)-TV-(19.09.2011) 150,000.00 95.71300 58.39 143,569.50 143,627.89 XS0221295628 EDP FINANCE BV - 3.75% (22.06.2015) 110,000.00 94.94000 2,169.86 104,434.00 106,603.86 XS0130855108 ING VERZEKERINGEN NV - 6.25% (21.06.2021) 60,000.00 89.87000 1,982.88 53,922.00 55,904.88 XS0288391971 LEHMAN BROTHERS TSY-NIKKEI 225-27.02.15 10,000.00 7.00000 700.00 700.00 XS0172122904 NATIONAL BK GREECE TIER1 FRN - PERP 54,000.00 50.00000 329.87 27,000.00 27,329.87 XS0291652203 SANTANDER ISSUANCES-TV-23.03.2017 50,000.00 88.25500 14.13 44,127.50 44,141.63 XS0230042672 THE GOLDMAN SACHS 50,000.00 98.18000 49,090.00 49,090.00 GROUP-TV.(30.09.2015) 1.3 - Mercado cotações oficiais Estados não membro 353.62 50,000.00 1.3.3 - Obrigações diversas 353.62 50,000.00 XS0174443449 BPI CAP. FINANCE - PREFERENCIAIS SERIE C 100,000.00 50.00000 353.62 50,000.00 2 - VALORES NÃO COTADOS 231,182.82 231,182.82 2.1 - Valores mobiliários nacionais 231,182.82 231,182.82 2.1.1 - Títulos de dívida pública 231,182.82 231,182.82 PTPBTEGE0011 BILHETES DO TESOURO-CZ-18.03.2011 233,200.00 99.13500 231,182.82 231,182.82 2.3 - Outros instrumentos de dívida 2.3.2 - Papel comercial 5 - LIQUIDEZ 148,297.39 148,297.39 5.1 - À vista 148,187.00 148,187.00 5.1.2 - Depósitos à ordem 148,187.00 148,187.00 B.P.I. - OS 125,283.93 125,283.93 BANCO BPI- O 22,903.07 22,903.07 5.2 - A prazo 110.39 110.39 Pag.1
N/C - Activos Não Classificados Pag.2
BPI VIDA-Companhia de Seguros de Vida,SA Rua Braamcamp, 11-8º - 1250/049 LISBOA Capital Social: 175.000.000 Matriculada na Conservatória do Registo Comercial de Lisboa sob o nº 2862 Contribuinte nº 502 623 543 BV - SUL PPR - 1092 Valor da Carteira: 84,392.62 Composição descriminada da carteira de aplicações em 31 de Dezembro de 2010 Valores em OS Código PUBLICAÇÕES BPI VIDA 1,415.84 82,976.77 84,392.62 I - PARTE I - VALORES PATRIMONIAIS 1,415.84 82,976.77 84,392.62 1 - VALORES MOBILIÁRIOS COTADOS 1,415.84 68,871.53 70,287.37 1.1 - Mercado de Cotações Oficais da Bolsa Valores 427.44 26,554.35 26,981.79 1.1.1 - Títulos de Dívida Pública 382.63 19,643.81 20,026.44 PTOTE4OE0040 OT - 3.20% (15.04.2011) 13,000.00 99.38700 296.33 12,920.31 13,216.64 PTOTELOE0010 OT - 4.35% (16.10.2017) 3,000.00 89.03000 27.17 2,670.90 2,698.07 PTOTEGOE0009 OT - 5.45% - SETEMBRO - 1998/2013 4,000.00 101.31500 59.13 4,052.60 4,111.73 1.1.3 - Obrigações diversas 44.81 6,910.54 6,955.35 PTBBRQOM0023 BANCO BPI RENDIMENTO MAIS 2007 3,000.00 98.50000 2.60 2,955.00 2,957.60 PTBBTOOM0015 BANCO BPI-R.FIXO 3AN.31.12.2008/2011 2,000.00 100.57000 2,011.40 2,011.40 PTBAFPOE0003 BANCO INTL FUNCHAL-3.25%-08.05.2012 2,000.00 97.20700 42.21 1,944.14 1,986.35 1.2 - Mercado cotações Oficiais outros Estados mem 825.62 34,774.20 35,599.82 1.2.1 - Títulos de dívida pública 710.66 19,843.23 20,553.89 DE0001135200 BUNDESOBLIGATION - 5% (04.07.2012) 1,000.00 106.33500 24.66 1,063.35 1,088.01 DE0001135374 BUNDESR.DEUTSCHLAND-3.75%-04.01.2019 2,000.00 107.31500 74.18 2,146.30 2,220.48 DE0001135218 BUNDESREPUB. DEUTSCHLAND-4.5% (04.01.2013) 5,000.00 107.24000 222.53 5,362.00 5,584.53 DE0001135341 1,764.00 109.57483 69.79 1,932.90 2,002.69 BUNDESREPUB.DEUTSCHLAND-4%-04.01.2018 DE0001135309 BUNDESREPUBLIK DEUTSCHL. 4% (4/7/2016) 2,000.00 109.87000 39.45 2,197.40 2,236.85 DE0001135168 BUNDESREPUBLIK 4,000.00 100.00400 207.70 4,000.16 4,207.86 DEUTSCHL.5.25%(04.1.2011) FR0010604983 FRANCE(GOVT OF)-4%-25.04.2018 1,000.00 107.38000 27.40 1,073.80 1,101.20 NL0000102689 NETHERLANDS GOVERNMENT-4.25% 1,000.00 107.97500 19.68 1,079.75 1,099.43 (15.7.2013) GR0338001531 REPUBLICA GRECIA - 2.9% (25.7.2025) 2,000.00 49.37850 25.27 987.57 1,012.84 1.2.3 - Obrigações diversas 114.96 14,930.97 15,045.93 XS0159153823 ALPHA GROUP JERSEY-TX.VR. - PERP. 1,000.00 41.55300 2.55 415.53 418.08 XS0218873072 BANCA INTESA SPA - TV. (11.05.2012) 1,000.00 98.86700 1.67 988.67 990.34 XS0300795746 BANIF FINANCE(CAY)-TV-05.22.2012 1,000.00 89.43300 1.45 894.33 895.78 XS0160043757 CAIXA GERAL FIN.-TV. PERP. 3,000.00 73.22000 2.13 2,196.60 2,198.73 XS0221793499 CITIGROUP INC-TV-14.06.2012 2,000.00 98.27100 1.11 1,965.42 1,966.53 IT0004503766 ENI SPA - TX.VR.-29.06.2015 1,000.00 100.46300 0.12 1,004.63 1,004.75 XS0441800579 GE CAPITAL O FUND-4.75%-30.07.2014 3,000.00 105.68300 60.12 3,170.49 3,230.61 XS0265296623 MERRILL LYNCH & CO-TV-25.08.2014 3,000.00 91.82000 4.01 2,754.60 2,758.61 XS0166965797 MUNICH RE FINANCE BV-6.75% (21.6.2023) 1,000.00 104.07000 35.69 1,040.70 1,076.39 XS0172122904 NATIONAL BK GREECE TIER1 FRN - PERP 1,000.00 50.00000 6.11 500.00 506.11 1.3 - Mercado cotações oficiais Estados não membro 162.78 7,542.98 7,705.76 1.3.3 - Obrigações diversas 162.78 7,542.98 7,705.76 XS0159527505 ALLIANZ FIN.II B.V.-6.5% (13.01.2025) 1,000.00 108.74000 62.68 1,087.40 1,150.08 XS0174443449 BPI CAP. FINANCE - PREFERENCIAIS SERIE C 1,000.00 50.00000 3.54 500.00 503.54 XS0125754324 BSCH ISSUANCE LTD - 6% (14/03/2011) 2,000.00 100.05900 96.00 2,001.18 2,097.18 XS0127276235 BSCH ISSUANCES LTD TX.VR.(28/3/2011) 4,000.00 98.86000 0.56 3,954.40 3,954.96 2 - VALORES NÃO COTADOS 12,826.23 12,826.23 2.1 - Valores mobiliários nacionais 12,826.23 12,826.23 2.1.1 - Títulos de dívida pública 12,826.23 12,826.23 PTPBTCGE0013 BILHETES DO TESOURO-CZ-21.01.2011 12,850.00 99.81502 12,826.23 12,826.23 2.3 - Outros instrumentos de dívida Pag.1
2.3.2 - Papel comercial 5 - LIQUIDEZ 1,279.01 1,279.01 5.1 - À vista 1,275.70 1,275.70 5.1.2 - Depósitos à ordem 1,275.70 1,275.70 B.P.I. - OS 1,275.70 1,275.70 5.2 - A prazo 3.31 3.31 5.2.1 - Depósitos e outros equiparados N/C - Activos Não Classificados Pag.2
BPI VIDA-Companhia de Seguros de Vida,SA Rua Braamcamp, 11-8º - 1250/049 LISBOA Capital Social: 175.000.000 Matriculada na Conservatória do Registo Comercial de Lisboa sob o nº 2862 Contribuinte nº 502 623 543 BV - REFORMA AFORRO PPR - 61180 Valor da Carteira: 1,034,890,301.19 Composição descriminada da carteira de aplicações em 31 de Dezembro de 2010 Valores em OS Código PUBLICAÇÕES BPI VIDA 5,641,486.47 1,029,248,814.72 1,034,890,301.19 I - PARTE I - VALORES PATRIMONIAIS 5,641,486.47 1,029,248,814.72 1,034,890,301.19 1 - VALORES MOBILIÁRIOS COTADOS 5,237,674.70 542,564,813.09 547,802,487.79 1.1 - Mercado de Cotações Oficais da Bolsa Valores 519,900.95 102,352,335.75 102,872,236.70 1.1.1 - Títulos de Dívida Pública 71,601.00 35,930,591.62 36,002,192.62 XS0566355052 HTM - OT-TV-05.01.2021 18,000,000.00 99.80784 17,965,410.34 17,965,410.34 XS0557135299 HTM - REPUBLICA PORTUGUESA - TV - 18,000,000.00 99.80656 71,601.00 17,965,181.28 18,036,782.28 03.11.2015 1.1.3 - Obrigações diversas 448,299.95 66,421,744.13 66,870,044.08 PTBB5VOM0004 HTM - BANCO BPI-TX.VAR.-25.01.2010/2012 25,000,000.00 99.94749 84,913.19 24,986,872.81 25,071,786.00 PTBCT3OM0000 HTM - BANCO COMERCIAL 4,500,000.00 81.92238 7,800.00 3,686,507.14 3,694,307.14 PORTUGUES-TV-09.05.2014 PTBCLSOE0018 HTM - BCP-3.75%-17.06.2011 12,650,000.00 99.05284 256,032.53 12,530,184.85 12,786,217.38 PTBCP7OM0061 HTM - BCP-TV-28.02.2013 16,500,000.00 98.11018 28,321.33 16,188,179.33 16,216,500.66 PTZONAOE0006 HTM - ZON MULTIMEDIA 2009-2012 9,030,000.00 100.00000 71,232.90 9,030,000.00 9,101,232.90 mem 1.2 - Mercado cotações Oficiais outros Estados 4,717,581.35 439,458,477.34 444,176,058.69 1.2.1 - Títulos de dívida pública 10,695.42 19,260,185.18 19,270,880.60 ES00000122G0 HTM - BONOS Y OBLIG DEL 19,300,000.00 99.79371 10,695.42 19,260,185.18 19,270,880.60 ESTADO-TV-17.03.2015 1.2.3 - Obrigações diversas 4,706,885.93 420,198,292.16 424,905,178.09 XS0245082770 ART FIVE(TELECOM ITALIA)TV.(15.11.2021) 630,997.02 81.96000 1,894.74 517,165.16 519,059.90 ES0115006001 BANCO VALENCIA PREFERENT-TV-PERP 1,000,000.00 43.40000 1,056.00 434,000.00 435,056.00 XS0271771239 BBVA SUB CAPITAL UNIPERS-TV. 24.10.2016 850,000.00 91.75000 2,096.08 779,875.00 781,971.08 ES0214843130 CAJA AHORROS DE GALICIA - TV (12.9.2016)* 1,000,000.00 80.00000 727.81 800,000.00 800,727.81 ES0214977136 CAJA VALENCIA CAST.-TX.VAR.(23.09.2013) 1,000,000.00 87.93600 305.50 879,360.00 879,665.50 XS0221514879 FORTIS BANK NEDERLAND NV-TV.(22.06.2015) 150,000.00 87.06300 67.20 130,594.50 130,661.70 XS0249026682 HBOS PLC - TV. (29.03.2016) 2,000,000.00 80.65000 132.11 1,613,000.00 1,613,132.11 XS0251293261 HEAT MEZZANINE-S.I-06 C.B1-13.01.2014 700,000.00 19.41200 3,124.45 135,884.00 139,008.45 XS0291585841 HTM - ALFA DIV PYMT RIGHTS 187,500.00 98.19303 243.83 184,111.94 184,355.77 FIN-TV.15.03.2012 XS0277801485 HTM - ALFA DIV PYMT RT FIN-TV-15.12.2011 80,000.00 98.46595 104.04 78,772.76 78,876.80 XS0266838662 HTM - ALLIED IRISH BANKS-TV-15.09.2011 1,000,000.00 95.98146 489.33 959,814.56 960,303.89 XS0255919259 HTM - ALPHA CREDIT GROUP-TV. (02.06.2011) 300,000.00 99.62255 306.43 298,867.66 299,174.09 XS0559203467 HTM - ANGLO IRISH BANK 183,400.00 100.00000 911.97 183,400.00 184,311.97 CORP-TV-23.12.2011 XS0218220191 HTM - B.FINANTIA INTL 2,500,000.00 100.00000 13,446.46 2,500,000.00 2,513,446.46 LTD-CAY-TV.(04.05.2015) XS0383001210 HTM - BAA FUNDING LTD - 3.975% - 15.02.2014 170,000.00 88.13128 5,905.87 149,823.17 155,729.04 XS0256396697 HTM - BANCA CARIGE SPA-TV-07.06.2016 1,000,000.00 93.11286 964.67 931,128.57 932,093.24 XS0186658083 HTM - BANCO BPI(CAY) - TX.VR. (26.02.2014) 3,000,000.00 93.42538 14,615.58 2,802,761.47 2,817,377.05 PTBB24OE0000 HTM - BANCO BPI-3% OB.HIP.SR.6-17.07.09/12 20,300,000.00 99.84500 278,638.36 20,268,535.18 20,547,173.54 PTBEMPOE0018 HTM - BANCO ESPIRITO 11,000,000.00 100.61562 391,027.41 11,067,718.22 11,458,745.63 SANTO-3.75%-19.01.2012 XS0313254046 HTM - BANCO FINANTIA INTL 500,000.00 100.00000 2,089.08 500,000.00 502,089.08 LTD-TV-26.07.2017 XS0262946147 HTM - BANCO FINANTIA INTL-TV. (28.07.2016) 500,000.00 99.98523 2,121.78 499,926.15 502,047.93 PTBAFPOE0003 HTM - BANCO INTL 31,220,000.00 99.95965 658,827.56 31,207,403.71 31,866,231.27 FUNCHAL-3.25%-08.05.2012 XS0239063414 HTM - BANCO ITAU OPA - TX.VR. 3,950,000.00 100.00000 2,046.10 3,950,000.00 3,952,046.10 (22.12.2015) Pag.1
ES0313860258 HTM - BANCO SABADELL SA-TV-20.02.2012 9,500,000.00 99.88780 18,946.96 9,489,341.29 9,508,288.25 XS0478822496 HTM - BANESTO FINANCIAL PLC-TV-11.01.2013 8,700,000.00 98.90994 28,677.38 8,605,164.83 8,633,842.21 XS0239804445 HTM - BANIF - TAX.VAR. (30.12.2015) 1,800,000.00 100.00000 113.20 1,800,000.00 1,800,113.20 XS0300795746 HTM - BANIF FINANCE(CAY)-TV-05.22.2012 5,000,000.00 97.87178 7,263.75 4,893,589.18 4,900,852.93 XS0208463306 HTM - BANIF FINANCE(CAY)-TV-29.12.2014 2,000,000.00 100.00000 257.11 2,000,000.00 2,000,257.11 ES0313679484 HTM - BANKINTER SA-TX.VR.-15-01-2013 7,500,000.00 100.00000 31,040.63 7,500,000.00 7,531,040.63 XS0223234823 HTM - BAT INTL FINANCE PLC-3.625% 938,000.00 99.08890 17,234.14 929,453.87 946,688.01 (29.06.2012) PTBPM9OM0001 HTM - BBPI STEP-UP FLT.RATE 6,100,000.00 80.45088 16,513.72 4,907,503.94 4,924,017.66 CALL.NOTES-04.2017 XS0284019659 HTM - BCP FINANCE BANK-TV-06.02.2012 3,000,000.00 95.45922 5,189.58 2,863,776.52 2,868,966.10 XS0169201851 HTM - BCP FINANCE BANK-TV-17.06.2013 2,000,000.00 96.08431 1,069.44 1,921,686.29 1,922,755.73 XS0241625838 HTM - BCP FINANCE BANK-TX.VAR. 3,000,000.00 99.92061 5,539.00 2,997,618.38 3,003,157.38 (03.02.2011) US073902KE73 HTM - BEAR STEARNS CO-TX.VAR. 200,000.00 95.30349 481.00 190,606.97 191,087.97 (27.07.2012) XS0242314291 HTM - BES FINANCE LTD-TV. (08.02.2011) 10,000,000.00 99.73131 17,225.00 9,973,131.45 9,990,356.45 XS0492931869 HTM - BIE BANK & TRUST 25,000,000.00 100.00000 379,166.67 25,000,000.00 25,379,166.67 LTD-4.20%-13.02.2013 ES0357080144 HTM - BPE 11,600,000.00 99.10861 19,212.50 11,496,598.34 11,515,810.84 FINANCIACIONES-TX.VR.-08.02.2012 XS0240718717 HTM - BPI - (CAY) - TV. 19.01.2006/19.01.2011 2,100,000.00 99.95309 4,760.82 2,099,014.94 2,103,775.76 ES0314977283 HTM - CA VALENCIA & 3,150,000.00 100.58489 1,948.10 3,168,423.92 3,170,372.02 ALICANTE-TV-18.03.2012 ES0314974041 HTM - CAIXA D'ESTALVIS 3,100,000.00 100.74809 4,471.32 3,123,190.83 3,127,662.15 CATALUNA-TV.05.06.2012 ES0214840250 HTM - CAIXA D'ESTALVIS 100,000.00 92.86219 263.49 92,862.19 93,125.68 CATALUNA-TV.06.07.2012 PTCMKROE0009 HTM - CAIXA ECO MONTEPIO 4,900,000.00 99.99461 68,499.32 4,899,735.88 4,968,235.20 GERAL-3.25%-27.7.2012 PTCMHXOM0006 HTM - CAIXA ECO MONTEPIO 750,000.00 97.83612 854.00 733,770.87 734,624.87 GERAL-TV-29.05.2013 XS0217992030 HTM - CAIXA ECO MONTEPIO 2,000,000.00 98.82808 4,176.00 1,976,561.67 1,980,737.67 GERAL-TV.(03.05.2012) ES0314958036 HTM - CAIXANOVA - TV - 02-03-2012 2,000,000.00 98.61913 1,962.33 1,972,382.64 1,974,344.97 ES0314910045 HTM - CAJA DE AHORROS DE AVILA TV 3,100,000.00 100.62377 10,918.03 3,119,336.96 3,130,254.99 30.04.2012 ES0314981053 HTM - CAJA GENERAL CANARIAS TV 8,650,000.00 100.75594 7,302.04 8,715,388.70 8,722,690.74 16.03.2012 XS0267837473 HTM - CEMG (CAY)-TV-(19.09.2011) 6,300,000.00 99.05082 2,452.45 6,240,201.69 6,242,654.14 PTCG1HOM0003 HTM - CGD-3.875%-12.12.2011 22,000,000.00 100.71309 44,376.71 22,156,880.11 22,201,256.82 XS0192377538 HTM - CIMPOR FINANCIAL 2,500,000.00 98.23384 67,191.78 2,455,845.90 2,523,037.68 OPERTNS-4.5%(27.05.2011) ES0340609009 HTM - CRITERIA CAIXA 5,800,000.00 99.62976 26,874.66 5,778,525.91 5,805,400.57 CORP.-4.125%-20.11.2014 XS0241903821 HTM - CX MONTEPIO 2,000,000.00 99.89338 4,350.50 1,997,867.63 2,002,218.13 GERAL(CAY)-TV.(31.01.2011) XS0276790721 HTM - DALI 313,597.45 96.99390 18.33 304,170.39 304,188.72 CAPITAL-SR.2006-1-CL.A-25.12.2046 DE000DR6D420 HTM - DRESDNER BANK AG - TV. (01.08.2012) 200,000.00 97.23378 398.33 194,467.56 194,865.89 XS0248505959 HTM - EDDYSTONE FIN.SR2006-1 CLA1B 560,731.20 64.76567 1,345.12 363,161.31 364,506.43 19.04.2021 XS0425531315 HTM - ESPIR.SANTO INVST 35,000,000.00 100.00000 1,039,982.22 35,000,000.00 36,039,982.22 PLC-4.384%-26.04.2011 XS0238493646 HTM - ESPIRITO SANTO INVST 1,500,000.00 100.00000 904.75 1,500,000.00 1,500,904.75 PLC-TV.(20.12.2015) XS0242988177 HTM - GOLDMAN SACHS GROUP 600,000.00 97.71630 1,279.65 586,297.81 587,577.46 INC.-TV.(04.02.2013) XS0249277681 HTM - HSBC FINANCE CORP-TV. (05.04.2013) 1,400,000.00 97.13837 4,032.93 1,359,937.17 1,363,970.10 ES0214954135 HTM - IBERCAJA(CA.ZARAGOZA 1,000,000.00 95.89181 2,740.00 958,918.14 961,658.14 A.R.)TV-20.04.2018 ES0214954150 HTM - IBERCAJA(CA.ZARAGOZA 4,000,000.00 100.00000 10,310.56 4,000,000.00 4,010,310.56 A.R.)TV-25.04.2019 XS0484697957 HTM - IBERDROLA FINANZAS SAU-TV-08.02.2013 10,500,000.00 100.00000 24,424.17 10,500,000.00 10,524,424.17 Pag.2
XS0250338844 HTM - ING GROEP NV-TV. (11.04.2016) 1,500,000.00 95.00413 3,931.88 1,425,061.91 1,428,993.79 XS0267516911 HTM - ING VERZEKERINGEN NV - TV 1,000,000.00 97.59837 366.36 975,983.65 976,350.01 (18.09.2013) XS0196776214 HTM - KONINKLIJKE KPN NV-4,5% (21.07.2011) 1,875,000.00 99.16600 37,679.79 1,859,362.52 1,897,042.31 XS0353180465 HTM - KRAFT FOODS INC-5.75%-20.03.2012 1,200,000.00 101.28552 54,065.75 1,215,426.24 1,269,491.99 XS0276703005 HTM - MACQUARIE BANK LTD-TV-06.12.2016 3,000,000.00 95.94435 2,868.75 2,878,330.61 2,881,199.36 PTMOCHOE0007 HTM - MODELO CONTINENTE, SGPS-TV. 512,000.00 100.00000 4,284.37 512,000.00 516,284.37 (02.08.2012) XS0276891594 HTM - MORGAN STANLEY-TV-29.11.2013 500,000.00 93.90918 591.56 469,545.90 470,137.46 PTPETQOM0006 HTM - PARPUBLICA - 3.5% - 08.07.2013 37,700,000.00 99.75510 636,252.05 37,607,671.59 38,243,923.64 XS0215828830 HTM - PORT.TELECOM 2,142,000.00 96.65361 61,619.18 2,070,320.36 2,131,939.54 INT.FIN.-3.75%(26.03.2012 PTPTICOE0008 HTM - 1,774,000.00 99.69757 7,536.79 1,768,634.96 1,776,171.75 PORTUCEL-EMP.CELU.PAPEL-TV.(27.10.2012) XS0258576403 HTM - RAIFFEISEN 625,000.00 99.01747 211.25 618,859.20 619,070.45 ZENTRALB.OEST.-TV-(22.06.16) GR0512001356 HTM - REP GRECIA-TV-20.02.2013 46,667,000.00 99.71071 542,914.80 46,531,995.75 47,074,910.55 XS0296702268 HTM - SANTANDER INTL 3,100,000.00 99.19282 6,548.32 3,074,977.54 3,081,525.86 DEBT-TX.VR.-25.04.2012 PTSEMCOE0006 HTM - SEMAPA - TV (20.04.2016) 1,200,000.00 95.48453 6,175.20 1,145,814.39 1,151,989.59 XS0276889937 HTM - STANDARD CHARTERED 3,500,000.00 94.43458 385.29 3,305,210.40 3,305,595.69 BANK-TV-28.03.2018 XS0184374063 HTM - TELECOM ITALIA SPA -4.5% (28.1.2011) 1,300,000.00 99.88695 54,012.33 1,298,530.41 1,352,542.74 XS0237303598 HTM - TELECOM ITALIA SPA-TV.(06.12.2012) 600,000.00 100.00000 648.75 600,000.00 600,648.75 FR0010369637 HTM - VIVENDI - TV. 3.10.2011 3,000,000.00 99.48353 10,208.00 2,984,505.81 2,994,713.81 XS0266760965 HTM - VODAFONE GROUP PLC-TV. 10,000,000.00 99.26661 10,604.17 9,926,661.41 9,937,265.58 (05.09.2013) XS0268642161 LUSITANO MTGE-SR.5-CL.A-TV (15.07.2059) 132,833.63 80.19000 316.79 106,519.29 106,836.08 XS0216212000 SAGRES STC SA/DOURO-SR.1 CL.A (21.11.39) 352,497.99 97.04560 435.72 342,083.80 342,519.52 XS0236180443 SAGRES STC/DOURO MT S.1 C.D (21.06.2056) 230,223.77 64.39000 95.48 148,241.09 148,336.57 XS0250964441 XENON CAPITAL PLC #94-TV.(24.03.2011) 700,000.00 85.00000 223.30 595,000.00 595,223.30 1.3 - Mercado cotações oficiais Estados não membro 192.40 754,000.00 754,192.40 1.3.3 - Obrigações diversas 192.40 754,000.00 754,192.40 DE0009576108 INVESTKREDIT FUNDING-TV-PERP 2,600,000.00 29.00000 192.40 754,000.00 754,192.40 2 - VALORES NÃO COTADOS 14,995.10 6,964,654.34 6,979,649.44 2.3 - Outros instrumentos de dívida 14,995.10 6,964,654.34 6,979,649.44 2.3.2 - Papel comercial 14,995.10 6,964,654.34 6,979,649.44 papel comercial Papel Comercial Rep of Portugal 14,995.10 6,964,654.34 (XS0567466254)) - 101203..110207, 2.77% 6,979,649.44 5 - LIQUIDEZ 388,816.67 479,719,347.29 480,108,163.96 5.1 - À vista 29,122,254.16 29,122,254.16 5.1.2 - Depósitos à ordem 29,122,254.16 29,122,254.16 B.P.I. - OS 5,328.56 5,328.56 BANCO BPI- O 10,736,454.83 10,736,454.83 RAG - Book Master - 61605 57,717.90 57,717.90 RAG - Estruturados - 61601 4,827.04 4,827.04 RAG - HTM - 61603 11,077.89 11,077.89 RAG - L&R 62823 25,184.96 25,184.96 RAG - Liquidez - 61604 18,281,662.98 18,281,662.98 5.2 - A prazo 388,816.67 450,597,093.13 450,985,909.80 5.2.1 - Depósitos e outros equiparados 388,816.67 473,000,000.00 473,388,816.67 DPBPI D.P - 100922..110124, 1.71% 388,816.67 82,000,000.00 82,388,816.67 DPBPI D.P - 101231..110107, 1.45% 391,000,000.00 391,000,000.00 OPL TITME - COMPRAS * B131-17,964,000.00-17,964,000.00 N/C - Activos Não Classificados Pag.3
BPI VIDA-Companhia de Seguros de Vida,SA Rua Braamcamp, 11-8º - 1250/049 LISBOA Capital Social: 175.000.000 Matriculada na Conservatória do Registo Comercial de Lisboa sob o nº 2862 Contribuinte nº 502 623 543 REFORMA GARANTIDA PPR Valor da Carteira: 200,730,473.14 Composição descriminada da carteira de aplicações em 31 de Dezembro de 2010 Valores em OS Código PUBLICAÇÕES BPI VIDA 2,053,318.77 198,677,154.37 200,730,473.14 I - PARTE I - VALORES PATRIMONIAIS 2,053,318.77 198,677,154.37 200,730,473.14 1 - VALORES MOBILIÁRIOS COTADOS 2,001,160.44 170,253,267.22 172,254,427.66 1.1 - Mercado de Cotações Oficais da Bolsa Valores 150,420.80 29,725,388.66 29,875,809.46 1.1.1 - Títulos de Dívida Pública 79,780.82 3,478,545.00 3,558,325.82 PTOTE4OE0040 OT - 3.20% (15.04.2011) 3,500,000.00 99.38700 79,780.82 3,478,545.00 3,558,325.82 1.1.3 - Obrigações diversas 70,639.98 26,246,843.66 26,317,483.64 PTADOAOM0007 ADP-AGUAS DE 8,500,000.00 100.00000 4,347.75 8,500,000.00 8,504,347.75 PORTUGAL,SGPS-TV-20.06.2022 PTBB5VOM0004 HTM - BANCO BPI-TX.VAR.-25.01.2010/2012 2,900,000.00 96.47737 9,849.93 2,797,843.66 2,807,693.59 PTZONAOE0006 HTM - ZON MULTIMEDIA 2009-2012 2,500,000.00 100.00000 19,721.18 2,500,000.00 2,519,721.18 PTMENDOE0000 MOTA ENGIL - TX.VR. 2004-2011 4,000,000.00 100.00000 609.11 4,000,000.00 4,000,609.11 PTPTICOE0008 PORTUCEL-EMP.CELU.PAPEL-TV.(27.10.2012) 8,500,000.00 99.40000 36,112.01 8,449,000.00 8,485,112.01 mem 1.2 - Mercado cotações Oficiais outros Estados 1,850,739.64 140,527,878.56 142,378,618.20 1.2.1 - Títulos de dívida pública 311,616.44 7,590,000.00 7,901,616.44 XS0077157575 REPUBLIC OF BRAZIL-11%-26.06.2017 5,500,000.00 138.00000 311,616.44 7,590,000.00 7,901,616.44 1.2.3 - Obrigações diversas 1,539,123.20 132,937,878.56 134,477,001.76 FR0010161067 ALLIANZ FRANCE FR-4.625%-PERP 9,500,000.00 86.66700 245,568.49 8,233,365.00 8,478,933.49 XS0268250247 AMERICAN INT.GROUP-4%-29.09.2011 2,350,000.00 99.50000 26,268.49 2,338,250.00 2,364,518.49 XS0132052563 BANCO BPI - CAYMAN - (20.07.2011) 190,000.00 99.00000 5,975.89 188,100.00 194,075.89 XS0225369403 BAYER AG - 5% (29.07.2105) 8,500,000.00 99.15000 180,479.45 8,427,750.00 8,608,229.45 XS0223249003 DONG A/S - 5.5% (29.06.3005) 8,000,000.00 100.37500 223,013.70 8,030,000.00 8,253,013.70 ES0312298005 HTM - AYT CEDULAS CAJAS 1,900,000.00 98.02585 967.21 1,862,491.12 1,863,458.33 GLOBAL-TV-14.12.2012 XS0300795746 HTM - BANIF FINANCE(CAY)-TV-05.22.2012 1,100,000.00 98.30127 1,598.03 1,081,313.99 1,082,912.02 ES0313679484 HTM - BANKINTER SA-TX.VR.-15-01-2013 2,500,000.00 99.52517 10,346.88 2,488,129.16 2,498,476.04 XS0284019659 HTM - BCP FINANCE BANK-TV-06.02.2012 5,000,000.00 98.93387 8,649.31 4,946,693.26 4,955,342.57 PTBERHOM0013 HTM - BES-FLOATING RATE NOTES DUE 2012 1,700,000.00 99.10881 583.86 1,684,849.76 1,685,433.62 PTBERLOM0017 HTM - BES-TV-08.05.2013 3,500,000.00 97.91819 6,054.51 3,427,136.51 3,433,191.02 XS0492932321 HTM - BIE BANK & TRUST LTD-TV-13.02.2013 5,000,000.00 100.00000 21,070.83 5,000,000.00 5,021,070.83 ES0314977283 HTM - CA VALENCIA & 2,500,000.00 100.62955 1,546.11 2,515,738.73 2,517,284.84 ALICANTE-TV-18.03.2012 ES0314974041 HTM - CAIXA D'ESTALVIS 2,500,000.00 100.79839 3,605.90 2,519,959.75 2,523,565.65 CATALUNA-TV.05.06.2012 PTCMHXOM0006 HTM - CAIXA ECO MONTEPIO 4,850,000.00 96.76371 5,522.53 4,693,039.72 4,698,562.25 GERAL-TV-29.05.2013 XS0217992030 HTM - CAIXA ECO MONTEPIO 404,000.00 98.61542 843.55 398,406.29 399,249.84 GERAL-TV.(03.05.2012) ES0314910045 HTM - CAJA DE AHORROS DE AVILA TV 2,500,000.00 100.66584 8,804.86 2,516,645.88 2,525,450.74 30.04.2012 ES0314981053 HTM - CAJA GENERAL CANARIAS TV 2,500,000.00 100.62664 2,110.42 2,515,665.89 2,517,776.31 16.03.2012 XS0463000504 HTM - DEXIA CREDIT LOCAL - TV - 06.02.2012 5,000,000.00 99.94606 14,354.17 4,997,303.04 5,011,657.21 XS0451430150 HTM - EFG HELLAS PLC - TV. (15.03.2011) 2,500,000.00 99.95068 2,689.31 2,498,767.06 2,501,456.37 XS0221500811 HTM - HBOS TREASURY SRVCS PLC-TV. 1,750,000.00 97.65155 932.17 1,708,902.06 1,709,834.23 (14.06.2012) XS0384169446 HTM - ING BANK NV-TV.(22.08.2011) 2,200,000.00 100.23463 4,268.55 2,205,161.83 2,209,430.38 GR0512001356 HTM - REP GRECIA-TV-20.02.2013 10,000,000.00 102.54625 116,338.06 10,254,625.13 10,370,963.19 XS0287416423 HTM - REPSOL INTL FINANCE-TV-16.02.2012 2,500,000.00 99.53349 4,059.38 2,488,337.30 2,492,396.68 XS0248513540 HTM - SANTANDER INTL DEBT-TV. (05.04.2013) 2,500,000.00 99.20560 6,446.46 2,480,140.12 2,486,586.58 Pag.1
XS0296702268 HTM - SANTANDER INTL 2,000,000.00 99.46622 4,224.72 1,989,324.33 1,993,549.05 DEBT-TX.VR.-25.04.2012 XS0283070554 HTM - SANTANDER INTL 700,000.00 99.59001 1,424.68 697,130.09 698,554.77 DEBT-TX.VR.-30.01.2012 XS0312208407 HTM - TELECOM ITALIA SPA - TV - 19.07.2013 2,500,000.00 97.91167 8,227.71 2,447,791.72 2,456,019.43 XS0266760965 HTM - VODAFONE GROUP PLC-TV. 5,000,000.00 99.12692 5,302.08 4,956,345.82 4,961,647.90 (05.09.2013) XS0197620411 PEMEX PROJ.FDG MAST.TR - 6.375%- 2016 7,500,000.00 108.37500 193,869.86 8,128,125.00 8,321,994.86 XS0266838746 SIEMENS FINANCIERINGSMAT-5.25% 8,500,000.00 100.42500 132,041.10 8,536,125.00 8,668,166.10 14.9.2066 XS0223129445 VATTENFALL AB-TV. PERP. 8,500,000.00 101.12500 226,181.51 8,595,625.00 8,821,806.51 FR0010289496 VINCI - 6.25% PERPETUAS 8,000,000.00 101.08300 65,753.42 8,086,640.00 8,152,393.42 2 - VALORES NÃO COTADOS 8,576,173.00 8,576,173.00 2.1 - Valores mobiliários nacionais 8,576,173.00 8,576,173.00 2.1.1 - Títulos de dívida pública 8,576,173.00 8,576,173.00 PTPBTEGE0011 BILHETES DO TESOURO-CZ-18.03.2011 4,100,000.00 99.13500 4,064,535.00 4,064,535.00 PTPBTCGE0013 BILHETES DO TESOURO-CZ-21.01.2011 4,520,000.00 99.81500 4,511,638.00 4,511,638.00 5 - LIQUIDEZ 52,158.33 19,847,714.15 19,899,872.48 5.1 - À vista 8,751,638.10 8,751,638.10 5.1.2 - Depósitos à ordem 8,751,638.10 8,751,638.10 B.P.I. - OS 302,972.79 302,972.79 B.P.I. PRÉMIOS 8,837.50 8,837.50 BANCO BPI - PRÉMIOS - 29,475.21 29,475.21 BANCO BPI- O 7,920,252.60 7,920,252.60 5.2 - A prazo 52,158.33 11,096,076.05 11,148,234.38 5.2.1 - Depósitos e outros equiparados 52,158.33 11,000,000.00 11,052,158.33 DPBPI D.P - 100922..110124, 1.71% 52,158.33 11,000,000.00 11,052,158.33 ERZ1LIF ERZ2LIF ERZ3LIF ERM1LIF ERM2LIF ERM3LIF ERH1LIF ERH2LIF ERH3LIF ERU1LIF ERU2LIF ERU3LIF II - PARTE II - VALORES EXTRA-PATRIMONIAIS 7 - OPERAÇÕES COM PRODUTOS DERIVADOS 7.1 - Em mercados regulamentados 7.1.1 - Futuros FUTURO - 3M IBOR Dec11 80.00 FUTURO - 3M IBOR Dec12 57.00 FUTURO - 3M IBOR Dec13 2.00 FUTURO - 3M IBOR Jun11 103.00 FUTURO - 3M IBOR Jun12 77.00 FUTURO - 3M IBOR Jun13 35.00 FUTURO - 3M IBOR Mar11 98.00 FUTURO - 3M IBOR Mar12 79.00 FUTURO - 3M IBOR Mar13 46.00 FUTURO - 3M IBOR Sep11 91.00 FUTURO - 3M IBOR Sep12 71.00 FUTURO - 3M IBOR Sep13 15.00 N/C - Activos Não Classificados Pag.2