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Banco Comercial Portugues

Quarterly Report Sep 21, 2012

1913_ir_2012-09-21_34efae89-b789-4612-a63f-90a679bee5dc.pdf

Quarterly Report

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2012 1st Half Year Report

2012 1st Half Year Report

  • 3 Main Indicators
  • 4 Governing Bodies
  • 6 Business and Economic Environment
  • 10 Economic and Financial Information
  • 18 Business Areas
  • 24 Risk Management
  • 31 Complementary Information & Attachments
  • 34 Consolidated Financial Statements
  • 40 Notes to the Consolidated Financial Statements

Main Indicators

Jun-12 Jun-11 Var.
Balance Sheet and Results (million euro)
Net Assets 40,223 38,557 +4.3%
Net Loans 28,318 29,554 -4.2%
Customers' Resources 27,218 26,727 +1.8%
Own Funds + Minority Interests + Subordinated Liabilities 2,112 2,145 -1.5%
Net Interest Income (excludind dividends) 282.2 292.6 -3.6%
Fees and Other Income 176.8 179.3 -1.4%
Operating Income 539.3 403.1 +33.8%
Net Operating Income 304.8 152.2 +100.3%
Income Before Taxes & Minority Interests 64.0 63.5 +0.8%
Consolidated Net Income 52.1 61.8 -15.6%
Ratios
ROE 7.5% 6.0% +1.6 p.p.
ROA 0.3% 0.3% -0.1 p.p.
Efficiency Ratio (including depreciation) 43.5% 62.3% -18.8 p.p.
Solvency Ratio* 10.9% 10.3% +0.6 p.p.
Tier I* 10.9% 10.4% +0.5 p.p.
Core Capital * 9.5% 9.1% +0.4 p.p.
Non Performing Loans (+ 90 days) Ratio 2.85% 1.76% +1.1 p.p.
NPL and Doubtful Loans Ratio 2.89% 1.78% +1.1 p.p.
Credit at Risk Ratio 4.03% 2.27% +1.8 p.p.
NPL Coverage (+ 90 days) 100.7% 112.1% -11.3 p.p.
NPL and Doubtful Loans Coverage Ratio 99.6% 111.0% -11.4 p.p.
Credit at Risk Coverage Ratio 71.4% 90.9% -19.5 p.p.
Loan to Deposit Ratio** 131.2% 145.3% -14.1 p.p.
Rating
short term
FitchRatings
F3 F1+
long term BBB- AA
short term
Moody´s
NP P-2
long term Ba1 A3
short term
Standard & Poor´s
B A-3
long term BB BBB-
short term
DBRS
R-1L -
long term AL -
Other Data
Employees 5,670 5,784 -114
Employees in Portugal 5,620 5,730 -110
Branches 684 730 -46
Total Branches and Corporate Centers in Portugal 659 689 -30

* With results net of dividend payout ** calculated according to the definitions in "Memorandum of Understanding"

Governing Bodies

BANCO SANTANDER TOTTA, S.A.

General Meeting

Chairman António Manuel de Carvalho Ferreira Vitorino
Deputy Chairman António de Macedo Vitorino
Secretary António Miguel Leonetti Terra da Motta
Board of Directors
Chairman Matias Pedro Rodriguez Inciarte
Directors António José Sacadura Vieira Monteiro
Carlos Manuel Amaral de Pinho
Eduardo José Stock da Cunha
João Baptista Leite
José Carlos Brito Sítima
José Urgel Moura Leite Maia
José Manuel Alves Elias da Costa
Luís Filipe Ferreira Bento dos Santos
Pedro Aires Coruche Castro e Almeida
Board of Auditors
Chairman Luís Manuel Moreira de Campos e Cunha
Members Mazars & Associados, S.R.O.C.
Ricardo Manuel Duarte Vidal Castro
Alternate Pedro Alves Guerra
Auditors
Deloitte & Associados, S.R.O.C., S.A.
Executive Committee
Chairman António José Sacadura Vieira Monteiro
Members João Baptista Leite
José Carlos Brito Sítima
José Manuel Alves Elias da Costa
José Urgel Moura Leite Maia
Luís Filipe Ferreira Bento dos Santos
Pedro Aires Coruche Castro e Almeida
Company Secretary
Office holder António Miguel Leonetti Terra da Motta
Alternate Luís Manuel Batista Figueiredo

Functional Organization Chart

Executive Committee

(*) Co-Directors to the Executive Committee

Notes:

(1) Nuno Manuel da Silva Amado renounced office on 27/01/12

(2) Miguel de Campos Pereira de Bragança renounced Office on 11/02/12

Business and Economic Environment

International Economic Developments

The external economic conditions remained subjedt to increased uncertainty, especially in Europe, due to the worsening of the sovereign debt crisis in the euro area. The successive shock waves have materialized into higher uncertainty, which is adversely impacting economic activity, through lower private consumption and investment. Those shock waves have spread not only from the European periphery to the core, but also to other economic areas, such as Asia.

Data relative to the second quarter, in the euro area, confirm the recessionary state of the economy, with GDP contracting 0.4% year-on-year. Germany, which so far had been relatively immune to the European crisis is showing clearer signs of contagion, as activity (including exports) decelerate and business confidence falls to the lowest levels since 2009.

Contagion spread further still in the first quarter, as the crisis expanded into Spain and Italy, as reflected in higher yields demanded by investors in the various public debt auction, both short and long term.

Tensions aggravated in Spain following the Government's simultaneous announcement of a higher budgetary deficit for 2011, as a result of spending slippages at the level of the autonomous communities, as well as of a slower adjustment in 2012.

Later, and following the increase in non-performing loans at Bankia Bank (itself the result of the merger of various savings banks – cajas de ahorros) it was decided to conduct a stress test to the whole Spanish financial system. The exercise, conducted by Roland Berger and Oliver Wyman estimated the capital needs of the system between 51 and 62 billion euros, which falls within the 100 billion euros programme negotiated with the European authorities for banking sector recapitalization and resolution.

Initially this line will be provided by means of loans to the Spanish Government, which will redirect the funds to the requiring banks through FROB. Once it has been instituted a single bank supervision mechanism, which also envolves the ECB, the loans will be directly provided to the banks by the European supports funds (EFSF/ESM).

The first quarter also witnessed the conclusion of the restructuring programme of the Greek public debt ("PSI – private sector involvement"), in which the great

majority of the private investors accepted the terms of exchange, with a related loss equivalent to 53.5% of the nominal value (approximately 75% of the value invested). On one hand, released the approval of a second bailout package, amounting to 130 billion euros, and, on the other, should contribute towards the reduction of the Greek public debt to 117% of GDP by 2020.

Still in Greece, the second electoral process resulted in a parliamentary majority backed by the New Democracy, PASOK and DIMAR political parties, with the Government not only committed to comply with the agreements reached with the international institutions, but also requesting more flexible targets that would allow a less abrupt adjustment to the economy. No agreement has yet been reached to review the programme, in spite of the opening shown by the European leaders.

The European authorities have, in the short term, adopted a set of temporary measures to provide supports to the economy, while structural mechanisms to solve the crisis are being analysed.

The European Council, in its meeting on 28 and 29 June, decided to reinforce the measures of support for economic growth, by increasing the share capital of the European Investment Bank – EIB –, the reallocation of community funds and the creation of "project bonds", a common debt issued by the EU to finance investment projects, amounting to a total of 130 billion euros, or approximately 1% of European GDP.

The ECB, reacting to the worsening signs of European recession, lowered the base interest rates, placing the refinancing rate at 0.75% and the deposit rate at 0%, this being reflected by a lowering in the market's interest rates. Even then, ECB recognizes that such measures should have a limited impact on the European economy.

By late July, the ECB President Mario Draghi, at a conference in London, stated the ECB, within its mandate, is ready to do whatever it takes to preserve the euro, something he described it will be enough. Side by side with the European bailout funds, it was decided in the August meeting of the ECB that for an intervention to happen, countries should make a formal request to the European funds EFSF/ESM, subjected however to some conditionalities.

In the USA, economic growth has been moderate, with the unemployment rate stable around 8.3%, well above the average of the past few years and the levels consistent with full employment (which the consensus estimates at around 6%). As a result and also responding to the higher risks posed by the European crisis, the Federal Reserve has been mentioning the possibility of adopting new non-conventional measures. Although investors have anticipated a new wave of "quantitative easing", the Federal Reserve extended "operation Twist", in which it reinvests and extends the maturities of its current public debt holdings.

The adoption of expansionist monetary policies was relatively generalized: the Chinese Central Bank decided to lower the basic interest rates, whilst the Bank of England published an increase in its public debt acquisition programme, to £375 billion (an increase of £50 billion).

Uncertainty continued to affect financial markets, with the Spanish and Italian credit spreads reaching new highs, after which were pulled back somewhat. German bund yields have fallen significantly, as a result of a flight-to-quality movement, which has resulted in negative yields for the tenors up to two years.

Equity markets have evolved in line with the differentiated macroeconomic conditions, appreciating in the US, where the earning season has surprised on the upside, and stagnating in Europe, except for the peripheral markets, which faced steeper price devaluations.

This climated of increased uncertainty also affected the euro in the forex markets, where its effective exchange rate fell to the lowest level since 2003. This is the result of a depreciation against the US dollar to the lowest since 2010 (and also touching levels last seen in 2006), against the pound sterling to the lowest since 2008 and a depreciation against the Japanese yen to its lowest since 2000. As for the cross against the Swiss Franc it has stabilized at 1.2 CHF, following the Swiss National Bank's decision to peg the currency, in order to avoid a further appreciation of the franc.

Portuguese economic developments

GDP continued to contract, falling 3.3% year-on-year, after -2.3% in the previous quarter, therefore deepening the recessionary conditions of the economy.

The current cycle is characterized by a much swifter adjustment than it was expected in domestic demand, especially regarding private consumption, which had already been shrinking for six consecutive quarters, including the last quarter of the half year under review. However the rate of shrinkage is becoming lower and the consumption of durable goods may have even recovered in quarterly terms, since the sales of

passenger motor vehicles have increased relatively to the previous quarter.

Investment, in its turn, has continued to show a pronounced decrease, with a worsening shrinkage in the construction sector, as well as in expenditure in plant and machinery. Pressures in the credit markets, but especially the worsening of the crisis at European level, with a greater contamination to Spain and Italy and subsequent increase in uncertainty as to demand prospects, are the main factors causing the postponement of decisions concerning the expansion of installed capacity.

Net exports have continued to be the main driver of the economy, although slowing down compared to the previous quarter. The stated worsening of the crisis in the euro zone is resulting in a deterioration of the economic environment, with the consequent moderation in external demand. Portuguese exports are slowing down, especially those destined for Europe. For example, sales to Spain fell by approximately 5% in the first five months of the year, but total exports grew by 9%. This reflects the capability of national enterprises to search for alternative export markets, with special success in non European markets (Angola and China, for instance).

Along with the recent trend, the trade deficit has been showing a sustained reduction. In its Summer Economic Bulletin, the Bank of Portugal has estimated that the balance of trade and services could show a surplus of 0.4% of GDP already in 2012.

In the first quarter, it was completed workstream 3 of the Special on-site Inspection Programme conducted by the Bank of Portugal, with the assistance of external consultants. This workstream evaluated the quality of the methodologies and systems used by the Portuguese banks in the stress test exercises. It concluded that two institutions (one being Santander Totta SGPS) had the top evaluation, with "methodologies that are clearly appropriate".

The programme for the recapitalization of the banking sector was concluded at the end of June. This programme envisages compliance with the minimum objectives for a Core Tier 1 ratio of 9%, as demanded by the European Banking Authority (on 30 June), as well as 10% in the end of the year, as demanded by the Bank of Portugal.

The share capital increase for the involved institutions amounted to 7.75 billion euros. One of the institutions recurred exclusively to its shareholders, whilst two accessed the 12 billion euro recapitalization line (Bank Solvency Support Facility) established within the scope of the Programme of Economic and Financial Adjustment.

With the completion of the fourth assessment of the Programme of Economic and Financial Adjustment, by the three international institutions IMF/EC/ECB, the previous conclusion was reasserted, this being that the Programme is on course in line with expectations. The assessment concludes that "this review confirms that the programme is making good progress amid continued strong external support. Provided that the authorities persevere with strict programme implementation, the euro area Member States have declared they stand ready to support Portugal until market access is regained. The efforts of the Portuguese authorities are being complemented by a strengthened EU economic policy framework and new EU initiatives to support growth and employment in Portugal and in Europe as a whole." (bold print is ours).

In spite of the existing challenges, the assessment of the international institutions also concluded that the budgetary target of 4.5% of GDP for 2012 could still be achieved without the need for additional measures.

However, the most recent data, that already includes information at VAT level, as to the total effects of the fiscal alterations put into practice at the beginning of the year (changes to the VAT rates), indicate that the largest fall in internal demand is being reflected at the level of indirect taxation. In its turn, the large increase in unemployment (that reached the historical maximum of 15.0% in 2Q2012) is being reflected on an increase in public expenditure on social allowances to families.

These two factors will hamper the strict compliance with the budgetary targets should additional measures not be adopted. However, it should be pointed out that the remaining expenditure components are evolving in line with expectations.

Published in this same period were the rules relative to the ECB's decision, adopted in December, to widen the range of assets eligible for financing operations with the same Institution. These alterations, which were placed under the auspices of the national central banks, were adopted by seven countries: Ireland, Cyprus, Spain, France, Italy, Austria and Portugal.

In the Portuguese case, the Bank of Portugal took two decisions: (i) with respect to personal credits, to lower the minimum amount to 100,000 euros (previously 500,000 euros) and to increase the related probability of default (PD) to 1.5% (from 0.4%); and (ii) to accept homogeneous credit pools, with no need for rating (i.e., through setting up synthetic securitizations).

These measures are very relevant in the current environment where the Republic (and the banks) faced its ratings revised to the "speculative grade" level, insofar as it separates the capacity for financing with the ECB from the actions of the rating agencies. Should this measure have not been adopted, would subsist the

risk that several securitizations would lose eligibility, compromising the financing of the Portuguese economy.

Credit spreads have narrowed during the first half of the year, especially from Spring onwards. This was the result of the reduction in Portuguese yields, as German Bund yields also fell to historical minima. For the 10 year tenor, the yield fell bellow 10%, to its lowest level since the request for economic and financial assistance, in May 2011.

Throught the first semester the Portuguese Treasury maintained its regular presence in short term debt markets, by issuing monthly Treasury Bills which maximum maturity has been extended to 18 months. Demand, mostly from domestic investors, has remained resilient, and average allotment rates fell to 2.3% in the 6-months tenor and 3.5% for the one-year tenor.

Moody's downgraded Portugal's rating to Ba3, still in the "high yield" range, while Standard and Poor's downgraded the Republic to BB, within their overall review and assessment of European sovereign ratings.

The measures adopted by the ECB and the Bank of Portugal, in terms of the new rules for collateral elegible for ECB funding, have minimized the liquidity risk of these downgrades for both the sovereign and the banks that could have posed for acceding ECB liquidity.

The overall amout of funding raised at the ECB by the Portuguese financial system increased to 60 billion euros in the end of June, but that trend reflected two situations: the second 3-year LTRO by the ECB, in February, and the increase of funding at the ECB by the local branches of non-domestic banks, in replacement of stable lines they had with their parent company.

The pace of deleveraging slowed in the first half of 2012, following the steeper reduction in the loans-todeposits ratio seen in the second half of 2011. The changes in the collateral rules, as well as the flexibilization in the ratio, which is now indicative instead of mandatory, explain this moderation.

Deposit growth remainded resilient, although banks have changed the way they were managing deposit capturing and retention, in order to protect the net interest margin. The new rules by the Bank of Portugal on the maximum spreads payable on deposits, which brought down interest rates being paid, have also contributed to this change in pace.

Credit continued to contract, especially at level of loans to the non-financial corporate sector (NFCs), but this also associated with lower deposits from NFCs, which may be an indicator of loans being repaid, in a context of high spreads on loans, especially to the companies in the riskier business segments. New production of

mortgages has fallen significantly, to around 150 million euros per month, which is below the average monthly redemption of existing mortgage loans.

Main risks and uncertainties in the second half of 2012

The main risks and uncertainties which may affect activity in the second half of 2012 are twofolded, from domestic and external origins.

At the level of the external environment, the risk factors are associated with the growth prospects in the euro area, which are more negative, affected by the contagion of the sovereign debt crisis to Spain and Italy, and also by the impact this is having on the economic activity of the larger countries, which, so far, had been immune to the crisis. As the euro area is the main export market for Portugal, buying over 60% of domestic products sold abroad, a deeper recession may bring to a stall the source of economic growth in Portugal, which has been exports.

Also the current doubts and concerns, by global investors, regarding the current composition and size of the euro area may prove to be an important risk factor, because it puts a conversibility premium on Portuguese bond yields, despite the fact that Portugal has been meeting the targets, both fiscal and economic, agreed with the international institutions. Additonally, such premium hampers the access by the Republic and also by the domestic banks to the wholesale markets, worsening their overall funding conditions.

At the domestic level, the main risks are associated with the growth prospects. The steeper contraction in domestic demand, especially private consumption, is taking its toll on the tax revenue, namely at the level of VAT, which is well below the targets set in the 2012

State Budget. On the other hand, the increase in unemployment to new historical maxima, is negatively affecting the accounts of Social Security, through both a decrease in revenues from contributions on wages and an increase in the expenditure with unemployment benefits. These dynamics increase the negative risks when meeting the fiscal targets, and may also require additionaly austerity measures, which would aggravate further the recession.

At the level of the financial sector, one of the risks is associated with the economic outlook. As the economic recession deepens, NPL ratios may worsen, affecting both the profitability and capital of the banking institutions. Portuguese banks are still required to meet the 10% core Tier I capital ratio by the end of 2012, and four of the institutions have to comply with the sovereign buffer demanded by the European Banking Authority.

Additionally, and despite the flexibilization of the targets relative to the loans-to-deposits ratio, banks still have to increase their deposit base, in a context of diminishing income at the level of households and increased uncertainty about the fundamentals of the banking sector.

Strict compliance with the objectives, by the State or by the Banking sector, is fundamental for the recovery of the confidence of international investors and to allow that the current level of financing in the global markets (which is anyway reduced) may be maintained and, in the long term, expanded.

Economic and Financial Information

Consolidated Activity

Introduction

In a context of economic recession, Banco Santander Totta focused in the control of non-performing loans and operating costs and in the improvement of the commercial gap.

The deleveraging policy resulted in a decrease in loanto-deposit ratio that, at the end of June 2012 stood at 131.2%. The improvement of 14.1 p.p. over the same period last year reflected a 9.7% annual increase in customers' deposits and the decrease of 4.2% in net loans.

In June 2012, the Tier I ratio stood at 10.9% and the Core Capital ratio stood at 9.5%.

Consolidated net income reached 52.1 million euros, compared with 61.8 million euros recorded in the same period last year. This was a sign of good performances in revenues and operating costs, mitigated by increased impairment and provisions, under the prudent risk assessement policy of the Bank.

Operating income increased 33.8%, driven by a gain obtained in the repurchase of securities issued within credit securitization operations carried out in the 1st quarter. This gain was totally cancelled by constituting non obligatory provisions, as a precautionary measure forced by a context of deteriorating economic conditions, and thus did not had any impact on net profit of the semester. Meanwhile, operating costs decreased 6.5% compared to the figure recorded in June 2011.

Income Statement

million euro Jun-12 Jun-11 Var.
Net Interest Income (without Dividends) 282.2 292.6 -3.6%
Dividends 1.6 1.2 +32.8%
Net Interest Income 283.8 293.9 -3.4%
Fees and Other Income 176.8 179.3 -1.4%
Commercial Revenue 460.6 473.2 -2.7%
Gain/Losses on Financial Transactions 78.7 (70.0) <-200%
Operating Income 539.3 403.1 +33.8%
Operating Costs (234.5) (251.0) -6.5%
Personnel Expenses (133.1) (148.4) -10.3%
Other Administrative Expenses (68.7) (71.9) -4.4%
Depreciation (32.7) (30.6) +6.8%
Net Operating Income 304.8 152.2 +100.3%
Impairment and Other Provisions (245.5) (95.2) +157.9%
Equity 4.6 6.5 -28.7%
Income Before Taxes and MI 64.0 63.5 +0.8%
Taxes (11.8) (1.7) >+200%
Minority Interests 0.0 0.0 -50.0%
Net Income 52.1 61.8 -15.6%

* Personnel Expenses in June 2011 exclude 4.3 million euros related to the pension fund (excess of the corridor)

Banco Santander Totta achieved a consolidated net income of 52.1 million euros, at the end of the 1st half of 2012, which compared with 61.8 million euros in June 2011, represents a 15.6% decrease. Operating income increased by 33.8%, operating costs decrease 6.5% and impairment and other provisions recorded a 157.9% increase. A repurchasing operation of securities issued within the scope of securitization of credits operations was carried out during the 1st quarter of the year. However it did not have any impact in net income since the gain obtained was totally cancelled by setting up non obligatory provisions.

Net interest income, the main component of operating income, amounted to 282.2 million euros, 3.6% less than in the homologous period. The positive quarterly evolution of net interest income since the 4th quarter of 2011 should however be pointed out, evidencing a prudent management of spreads in assets and liabilities, within a very aggressive and competitive environment in deposits, which has been carefully managed through an adequate segmentation of the commercial supply.

Fees and other income amounted to 176.8 million euros, showing a 1.4% decrease. It can be highlighted the favourable evolution in the commissions of commercial paper, financial insurance, accounts, cards and POS. On the other side there is a negative influence brought by a decrease in performance of credit commissions, advisory, mutual funds and risk insurance.

Gains in financial transactions amounted to 78.7 million euros and include gains obtained in the repurchase of securities issued within credit securitization operations carried out in the 1st quarter. This value compares with the losses ocurred in the 1st half of 2011 as a consequence of the sale of credit portfolios and securities.

As a consequence of the described development, operating income amounted to 539.3 million euros, equivalent to a 33.8% homologous increase.

NII Fees and other income Gains in financial transactions

Operating expenses amounted to 234.5 million euros, a 6.5% reduction. Variation in the personnel expenses of -10.3%, is justified by the legislative changes in the calculation of death allowances amounting to 9.2 million euros, in June 2012, expenses with the integration of Totta-IFIC and with early retirements, amounting to 2.4 million euros, in June 2011. Without considering these impacts, personnel expenses would have been

decreased by 2.6% and total operating expenses would have recorded a variation of -1.9%.

General expenses decreased by 4.4%, related to the reorganization of the operational structure and depreciation increasedf by 6.8%, evidencing the impact of technology investments and the extraordinary depreciation deriving from the closure of branches.

million euro Jun-12 Jun-11 Var.
Personnel Expenses (133.1) (148.4) -10.3%
Other Administrative Expenses (68.7) (71.9) -4.4%
Operating Costs (201.8) (220.3) -8.4%
Depreciation (32.7) (30.6) +6.8%
Total Operating Costs (234.5) (251.0) -6.5%
Efficiency Ratio (excludes depreciation) 37.4% 54.7% -17.2 p.p.
Efficiency Ratio (includes depreciation) 43.5% 62.3% -18.8 p.p.

Efficiency ratio, which represents total operating expenses as a percentage of operating income, was set at 43.5% in June 2012. This improvement by 18.8 p.p. when comparing to the same period last year, was a

consequence of the increase in revenues (33.8%) and the decrease in operating expenses (-6.5%).

Net operating income, 304.8 million euros, represented a 100.3% increase when comparing to the amount reached in June 2011 (152.2 million euros).

Regarding productivity, the evolution of resources per branch and per employee must be highlighted.

million euro Jun-12 Jun-11 Var.
Loans(1) per Employee 5.4 5.5 -1.7%
Resources per Employee 4.8 4.6 +3.9%
Loans(1) per Branch(2) 44.6 43.4 +2.9%
Resources per Branch(2) 39.8 36.6 +8.7%

(1) Include guarantees

(2) Include branches, corporate centers and representative offices

Total impairments and provisions amounted to 245.5 million euros comparatively to 95.2 million euros in the homologous period, in other words an increase of 157.9%. As previously referred, this movement is a consequence of the strengthening of non obligatory provisions, within a context of a prudent and conservative policy in risk management, adequate to the recessionary economic environment. However it cancels the impact in net income of the gain obtained in the

repurchase of the securities issued within the credit securitization operations.

Income before taxes recorded an increase of 0.8%, reaching 64.0 million euros. Consolidated net income amounted to 52.1 million euros, equivalent to a 15.6% decrease regarding the 61.8 million euros recorded in June 2011.

Balance Sheet and Activity

The strategic priorities of Banco Santander Totta were the soundness and the deleveraging of the balance sheet, in a framework marked by liquidity constraints in banks' access to international funding markets and the programme of economic and financial adjustment of Portugal.

Loans (including guarantees) decreased 3.6%, amounting to 30.5 billion euros in June 2012. Customers' resources amounted to 27.2 billion euros (+1.8%) by the 8.8% increase in balance sheet resources and the decline of 15.2% in off-balance sheet products. This evolution led to an annual change of -1.1% in the business volume at the end of the semester which amounted to 57.7 billion euros.

million euro Jun-12 Jun-11 Var.
Business Volume 57,741 58,387 -1.1%
Gross Loans (1) 30,523 31,661 -3.6%
Customers' Resources 27,218 26,727 +1.8%

(1) Includes guarantees

The decline in credit simultaneously with the increase in customer deposits has lead to a gradual deleveraging of the balance sheet, with the loan-to-deposit ratio reaching 131.2%, a 14.1 p.p. decreasing, compared to 145.3% in June 2011 (ratios calculated in accordance

with the definition set out in the Memorandum of Understanding).

The decrease in the loan portfolio reflects the sharp decline in demand for credit, mainly associated with the deteriorating economic outlook and reduced disposable income. However, the comfortable liquidity position of the bank allows the continuation of a policy to support viable businesses which has been translated in a

prominent position achieved in SMEs Invest Lines in which the Bank has a market share of 17 % having placed more than 14,400 transactions with a total value of 1.5 billion euros.

million euro Jun-12 Jun-11 Var.
Total Gross Loans (includes guarantees) 30,523 31,661 -3.6%
Gross Loans 29,156 30,149 -3.3%
of which
Commercial Banking
26,617 28,145 -5.4%
Loans to Corporates 8,499 9,337 -9.0%
Small Business 3,439 3,971 -13.4%
Corporates 5,060 5,366 -5.7%
Loans to Individuals 18,118 18,808 -3.7%
of which
Mortgage Loans (including securitization) 16,014 16,499 -2.9%
Consumer Loans 1,487 1,627 -8.6%
Large Corporates and Institutionals 2,053 1,598 +28.5%

Loans to households stood at 18.1 billion euros, falling year-on-year, 3.7%, with variations of -2.9% on housing loans, which accounted for 52.5% of total loan portfolio, and -8.6% in consumer credit.

Loans to large companies and institutionals increased 28.5%, related to the repurchase of credits.

Despite the deterioration of credit quality indicators, reflecting the recessionary environment, the ratios presented by Banco Santander compare favorably with the average of the national banking system, according to the latest available data.

In June NPL ratio (>90 days) was set at 2.85% (+1.1p.p. increase regarding the homologous period), with a coverage ratio of 100.7% (112.1% in June 2011). NPL and doubtful loans ratio was set at 2.89% at the end of 1st semester, above the 1.78% recorded in June 2011, with a coverage ratio of 99.6% (111.0% in June 2011). In turn, the credit at risk (that relates non performing matured and yet to be matured loans (NPL) and restructured loans) represented 4.03% of total loans, and deteriorated +1.8 p.p. compared to 2.27% in June 2011, with a coverage ratio of 71.4% (90.9% in June 2011).

* Includes guarantees
Jun-12 Jun-11 Var.
Non Performing Loans Ratio 3.03% 1.88% +1.2 p.p.
Non Performing Loans Ratio (+90 days) 2.85% 1.76% +1.1 p.p.
Non Performing Loans and Doubtful Loans Ratio 2.89% 1.78% +1.1 p.p.
Credit at Risk Ratio 4.03% 2.27% +1.8 p.p.
Non Performing Loans Coverage Ratio 94.8% 104.8% -10.0 p.p.
Non Performing Loans Coverage Ratio (+90 days) 100.7% 112.1% -11.3 p.p.
NPL and Doubtful Loans Coverage Ratio 99.6% 111.0% -11.4 p.p.
Credit at Risk Coverage Ratio 71.4% 90.9% -19.5 p.p.

Total customers' funds at the end of June 2012 totaled 27,200 million euros, 1.8% up, over the figure recorded in June 2011.

Noteworthy are the deposits, representing 74.2% of total customer funds, which rose 9.7% in June 2012 over the same period last year.

million euro Jun-12 Jun-11 Var.
Customers' Resources 27,218 26,727 +1.8%
On-Balance Sheet Resources 20,632 18,957 +8.8%
Deposits 20,203 18,421 +9.7%
Securities issued and placed with clients 429 536 -20.0%
Off-Balance Sheet Resources 6,585 7,769 -15.2%
Investment Funds 1,897 2,810 -32.5%
Insurance and Other Resources 4,688 4,959 -5.5%
By segment:
Commercial Banking Resources 23,926 23,774 +0.6%
Households and Small Businesses 22,276 22,082 +0.9%
Deposits 15,860 14,601 +8.6%
Securities issued (clients), Inv. Funds and Insurance 6,416 7,481 -14.2%
Corporates 1,650 1,692 -2.5%
Large Corporates, Institutionals and Other 3,292 2,953 +11.5%

In the first half of 2012, clients continued to reveal a major appetite for bank deposits in alternative to higher risk products.

Customers' deposits represent a prime source of funding in an environment of scarce liquidity in international funding markets. Deposits of individuals and business segment rose by 8.6% over the same period of 2011.

This growth was achieved by attracting savings and by the conversion of off-balance sheet resources, such as investment funds and financial insurance for deposits.

Balance sheet resources totaled 20.6 billion euros, representing 75.8% of total funds raised from

customers, and rose 8.8%, while the off-balance sheet totaled 6.6 billion euros, decreasing 15.2% compared to the figure recorded in June 2011.

This evolution reflected the instability in bond market and stock market, leading to greater risk aversion among investors and also by the need of deleverage, with the focus on balance sheet resources. Investment funds decreased 32.5%, reaching 1.9 billion euros. Insurance products and other resources stood at 4.7 billion euros, decreasing 5.5% over the first half of last year.

Solvency

In June 2012, Tier I ratio stood at 10.9% and Core Capital ratio was 9.5%, including retained earnings (10.4% and 9.1% in June 2011). Excluding retained earnings, Tier I ratio and Core Capital ratio would be 10.9% and 9.4%, respectively. These ratios were obtained without the need to increase capital or public support.

million euro Jun-12 Jun-11 Var.
Total capital 2,141 2,331 -8.2%
Tier I Capital
Tier II capital
2,147
-6
2,336
-6
-8.1%
+9.4%
Risk weighted assets 19,688 22,530 -12.6%
Core Capital 9.5% 9.1% +0.4 p.p.
Tier I 10.9% 10.4% +0.5 p.p.
Solvency Ratio 10.9% 10.3% +0.6 p.p.

Business Areas

Individuals and Small Businesses

The "READY" Model for Commercial Management had a full implementation in 2011, creating a commercial dynamic capable of reacting to the current climate of major difficulties.

A strategy was kept up essentially focused on capturing and retaining resources in added value products, capturing new payroll accounts and the control of non performing loans, which became a priority in the commercial teams.

Market conditions and the limitations imposed by the Bank of Portugal led to an adjustment in the interest rates offered for capturing deposits. However, the focus on traditional savings products and programmed savings was kept up.

Santander Totta launched a series of products and diversified solutions, embodied by structured deposits with guaranteed capital and minimum yield, financial insurance and programmed savings products.

Amongst the products launched during the half year, those who stand out are the SuperStar Deposit – which carries an attractive yield and was used as the base for "soft sponsoring" communication in large audience soap operas – and the Super Idols Savings Deposit – a solution launched within the scope of the Bank's sponsorship of the Idols programme, which rewards the amount and the period of permanence with the product.

In January and March, the launching of new sight deposit accounts – the Super Global Accounts – has to be highlighted. This product allows customers to access a wide set of advantages, which comprise exemption of commissions as well as offers of insurance, with a fixed monthly charge. This offer was adapted to the different segments, namely the "+55", and offers attractive conditions to customers who domicile their salaries/pensions with the Bank.

Several actions and campaigns were launched with the objective of capturing and binding customers. Via these, it was possible to obtain salaries/pensions, based upon the exemption of commissions on the main day-to-day services and by offering gifts.

As a continuation of the 2011 policy to prevent the increase in non performing and doubtful loans and to maintain full commitment to customers, new solutions were implemented for the regularization and the renegotiation of pending loans, adapted to cater to the level of non performance of each customer.

In the 2nd quarter, the Bank launched the IRIS programme, which aims to support and structurally resolve customers' non performance situations. On a first stage the plan approached a discreet set of customers with non performing mortgage loans.

In this semester part of the business in mortgages was redirected to financing the real estate portfolio and real estate that had been built with loans from Santander Totta. Very competitive pricing and financial conditions were thus put forward, investing on a greater disclosure of such conditions.

Additionally, regarding the current economic environment and the growing financial constraints of Portuguese households, this business focus was to design and implement swift solutions adapted to each customer's situation, aiming towards the immediate reduction of the monthly expenses of families in greater difficulties.

Private Banking e Premium

In the Premium segment a policy based upon 3 fundamental pillars continued being implemented: quality of service, setting up opportunities so that customers may increase the diversification of their assets, and the marketing of added value products and services, which allowed capturing new customers for the segment.

Noteworthy is the Bank's strong investment in the training of Premium managers, which was embodied, in the first half year, a number of training actions, amongst which stands out, due to its unquestionable value, training in Neurosales relationships.

The macroeconomic scenario continues challenging. Still, the ability to offer added value products has contributed towards setting up opportunities for customers to increase their asset diversification, thus resulting in a reduction of exposure to risk and in an increase in capital preservation.

In the Private Banking area, and deriving namely from uncertainties in sovereign debt issuance, continuity of the euro and solidity of the institutions, the customers require low risk and highly liquid assets. The Bank responded to these challenges by making available a wide scope of products that endeavour preserving the assets under management and to provide a service based upon confidentiality, proximity and trust.

Simultaneously, the solidity of Banco Santander Totta was recognized with the award of the Euromoney prize for best Private Banking in Portugal, by improving the level of satisfaction and capability for attracting customers

Corporate

The Corporate network, in the semester of 2012, kept up a strategy based upon a balanced management between the volumes of credit portfolio and resources, granting the sustained growth of the profitability of the commercial network.

As to pricing strategy, Santander Totta continues adjusting the prices of new credit operations to the country's economic and financial environment.

Resulting from the attention given to the SME Investment lines, Santander Totta maintained an outstanding position with a 17% market share. Until June 2012, the bank placed more than 14,400 operations in these support lines, amounting to a total value of 1.5 billion euros.

It should be emphasized that Santander Totta is the leading Bank in the SME Growth Line, launched in January of the current year, with a 24% market share in total transactions, amounting to 321 million euros, and also detains the first position in the SME Enlargement line, with a 26% adhesion rate.

Equally outstanding is Santander Totta's leadership in factoring and confirming, with a 20.3% market share, which proves the commitment and availability of the Bank in supporting SME treasuries, a vital entrepreneurial fabric for the growth of the Portuguese economy.

Promoters and Brokers

The Promoters and Brokers area, which has the responsibility to monitor and stimulate these external partners channels, held a strategy that favours a close proximity with the external promoters and stores.

Accordingly, in addition to the quarterly road shows, whose importance is now fully assimilated by our external promoters, the Bank began to implement actions to host the new promoter stores. Among other things, it disclosed the history and culture of Santander, the characteristics and objectives of the project stores; as well as advantages and profitability resulting from the promoter activity, best practices and techniques and the major commercial campaigns and strategic priorities of the Bank.

Following the reestruturation in the promoters and brokers' portfolio, the main priority was to attract new partners, by launching two campaigns quarterly, involving managers of promoters, branches and commercial divisions of the Bank.

During the 1st semester, a wide range of competitions and campaigns was launched to boost external promoters channel and reward the best performers.

For promoter stores, the priority is to keep 250 stores active and committed to their targets.

Cards and POS

In June 2012, the operating income of the area, which encompasses debit cards and TPA's, grew by 6.8% in homologous terms, countering the market's negative trend, and resulting in a greater capturing of customers and their binding and the excellence of the services at their disposal.

A number of initiatives were launched to render the portfolio profitable and to promote the use of cards. This was accomplished through invoicing and revolving campaigns, in which stands out Light Summer campaign, providing benefits to customers in offers and discounts and rewarding the regular use of our cards. Several support actions were also established through setting up new instruments to aid the commercial network, such as new swift adhesion leaflets, sale guides and a permanently updated card panel comprising all the ongoing relevant actions.

In spite of the general pessimism in Portugal, the global card issues grew annually by 2.2%, with a reduction in the number of cards cancelled by customers and with market shares evolving positively. Santander Totta's invoicing market share kept up above 10% at the end of the half year.

Santander Totta continues to be the reference to a major of larger retailers, which resulted in TPA commissions being 24% above the homologous value. Market share of 17.4% is superior to the Santander Totta's normal share, as a result of the canvassing

operations with the larger customers, their fidelity, retention policies, repricing and promotional campaigns.

Transaction banking

Cash Management and International Business

During the first half of 2012, plans were made focusing on dinamizing products for companies and businesses. These plans had the involvement of teams of experts/facilitators, who together with the customer and product managers have developed specific programmes aimed at attracting customers and dinamizing business.

The products offer through Netbanco, were enlarged to the confirming and factoring, allowing customers more autonomy, extended service and unique features.

It was also provided a tool for multinational companies which allow sending files of payments or receipts, in an automated way, for countries where the Group is represented.

This semester, the Bank continued to offer unique products and consolidated the "Home Deposit" which continues to be a product that distinguishes the Bank from the competition. This kind of product allows the Bank to be one of the leading providers of Cash Management in Portugal.

Customer Service

Currently one of the strongest differentiation weapons in the market is the after sales area. Within this area it was consolidated the commercial side, which visits major customers side by side with the commercial area, supporting and strengthening the business relationship with companies.

Intense investment continued to be carried out by following up and controlling the resolution of incidents, improving answering times and satisfying companies' requirements.

Complementary Channels

In May 2012 Santander Totta's Contact Centre has been considered for the 4th consecutive year the "Best Contact Centre of Portugal in the financial sector", attributed by the Portuguese Association of Contact Centers.

The total number of contacts made by the operators of the Contact Centre is in line with the same period in

  1. The customers' service chat was reinforced, existing on the website of the Bank many more points of contact request.

We have implemented measures to increase the number of situations solved at 1st contact, and launched new initiatives on Facebook pages, with simultaneous improvement in the management of social networks.

In Internet channels, we highlight the improvements made to the "NetBanco Companies" by launching new features for payment, collection, confirming and factoring. There were also improvements in the availability and performance of websites and an increase in traffic, with the number of unique visitors to increase 9%.

The number of frequent users of the private Netbanco grew by 6% in the 1st half of 2012.

It was launched a new version of Mobilie Banking, optimized for the main types of mobile devices, iPhone, iPad, Android, BlackBerry, and with even more features.

The activity of Self Banking was based in the optimization of the ATM network. The market share in number of ATMs and transactions were stabilized at 12% and 12.5%, respectively.

In the ATM network it was also implemented a pilot project for a new system for dyeing of notes, with this process taking place successfully. The use of such intelligent banknote neutralization systems has proved itself as an effective prevention and protection of attacks on ATMs, a factor that leads to a growing investment of the bank in this security area. In a standpoint of customer proximity, was given continuity to the adjustment and increase in deposit automation solutions, reaching the 570 equipments already installed with a coverage of about 72% of its branch network.

International Activities

During the first half of 2012, the international activity of Banco Santander Totta continued to focus on services offered to overseas residents, with greater impact on the gaining of deposits and clients, based on a business model which favours proximity to clients and links to the commercial network in Portugal.

Some events took place, namely in Paris, London and Caracas, targeted to the most important Lusodescendent clients and business people, where ties with Portugal were strengthened and where BST's

services and its availability for support to the communities were made known.

As usual, at the end of this first half-year, the summer campaign was launched. The campaign is structured in such a way as to welcome Portuguese nationals who live overseas by greeting and communicating with them through the renewed image displayed in the national airports and the new airport metro station in Lisbon.

The volume of business in the overseas residents sector was reduced by 0.3%, mainly due to the slowing down in credit concession. In any case, during the second quarter of the year, a positive increase in deposits took place.

Following the commercial strategy of maintaining strong relationships with clients who live abroad, various visits were made by branch managers to areas with a high concentration of such clients. Likewise, through careful planning, visits were made possible by the managers of representative offices to branches and places in Portugal in order to maximise links with the commercial network.

Whilst promoting and offering services to the overseas community and taking advantage of Euro 2012, a campaign was launched in order to stimulate transfers to Portugal, which proved to be quite successful and resulted in an increase in remittances of 2% compared with the previous year, most significantly in transfers made through overseas units.

In order to guarantee alternative channels for the promotion of products and services of the bank abroad, a specific website aimed at clients in this sector was kept updated, with links to the home page of the bank and London Branch.

London Branch has been showing an increase in the volume of deposits and maintains strong support to the branches in Portugal.

Global Banking & Markets

In the Credit Markets area, the current economic environment and the aid programme agreed with the Troika (IMF/EU/ECB) led the State to commence negotiating procedures with the concessionaires of the several projects carried out by Public Private Partnerships (PPPs) to reduce the amounts payable, through the reduction of the objects of the concessions. In this context, Santander Totta has been following up these negotiations and supporting its customers in the search for the best solutions.

In the area of financing acquisitions and projects, the Bank continues very active, and is analysing and structuring at this time the financing of several

transactions for the acquisition of Portuguese companies and assets on behalf of Portuguese and international corporate clients, as well as several projects in the area of renewable energies. Still in this area Santander Totta has actively supported several customers and projects in restructuring their financing operations in order to adjust the companies' situations and their capacity to liberate funds.

Concerning Fixed Income, Santander Totta has continued supporting its customers in managing interest rate risks through products with basic risk coverage and global liquidity management, the latter specifically for customers operating in international businesses.

The management of exchange rate risk showed an increment in the customer base related to the focus of the Bank on international business. Santander Totta surges as a natural partner of Portuguese exporting and importing companies, investing in its capacity to offer products that allow the efficient management of the exchange rate risk. Outstanding is the fact that the Bank was considered by Global Finance magazine as the best institution in Portugal in the area of exchange rate risk management, for the second consecutive time, and was appointed as the "World's Best Foreign Exchange Providers 2012".

In the Equity area, Santander Totta continued performing well in the marketing of structured products. Eight structured products were issued in the latter six months, six expressed in euros, amounting to a total of 471 million euros, and two expressed in US\$ amounting to a total of 19.6 million US\$. The issues placed in this period are indexed to different types of assets: Swiss equity market, German bond market, commodities market, euro zone equity market, equity market of companies with close links to emergent markets, equity market of oil producing companies and North American equity market, amongst others.

With respect to business in Cash Equities, in spite of a favourable start to the year, the end of the half year, mainly the months of April and May, was branded by a climate of pessimism that drove the majority of private/retail customers away from the stock exchange. Together with the fall in the markets, a notorious lack of liquidity was recorded, with days where transacted volumes in the Portuguese market fell below 50 million euros. The Bank decided to focus the share brokerage business on the Spanish institutional segment, thus allowing a global and diversified offer for this range. Locally, Santander Totta continued investing its efforts in energizing the retail segment, especially in the range of Private Banking.

Santander Totta's area of Institutional Custody, notwithstanding the financial crisis and the uncertainties of the financial markets, particularly in Portugal, has kept 2nd place in the national ranking of Custody Keepers, with approximately 23.1% market share in the volume of assets under custody, according to the last data made available by the Securities Market Commission (CMVM).

Asset Management

In the last few years, Santander's performance in Asset Management has been ruled by the management of its products with a controlled risk level, focusing on maintaining high and adequate liquidity levels, and benefiting from the opportunities provided by the market.

This strategy resulted in the recording, at the end of the first half of 2012, of positive yield rates in most of the mutual funds managed by the company: Santander Multitreasury (5.9% gross annualized yield), Santander Fixed Multirate (3.9% gross annualized yield and the Best European Fixed Rate Fund in 2011), Santander Global (6.3% gross annualized yield) and Santander America Shares (Best North American Shares Fund at 1 and 2 years, as well as the Best National Security Investment Fund for a 12 month period).

In this context, and in spite of the instability in the financial markets, the core range of Santander Asset Management funds has shown appreciable yields in 2012, both in absolute and in relative terms.

The 1st half of 2012 also stood out due to the launching of the FEI Iberian Premium (totalling 48.8 million euros), but equally due to the energizing of its current range of funds, which totals 34 investment funds. Additionally the maturity of the FEI Santander Europe Invest became due (totalling 45.4 million euros).

In June 2012, the mutual funds managed by Santander Asset Management had an 11.8% market share.

With respect to real estate investment funds, yields obtained reflected the existing economic crisis and the current difficulties being encountered in the Portuguese real estate market. As such, the performance of the funds was generated through the rentals paid by the tenants. The half year was essentially marked by the renegotiation of the rental contracts with several tenants, in which the counterpart of reduced rental amounts was established as the enlargement of the obligatory contractual rental periods. At the end of the half year, real estate investment funds managed by Santander Asset Management totalled approximately 591.4 million euros, equivalent to an approximate market share of 6.6%.

Outlook for the 2nd half 2012

The banking sector activity in Portugal will remain conditioned by the implementation of the Economic and Financial Assistance Programme, which aims to create the conditions for fiscal sustainability, to implement structural reforms on the economy and to set specific measures for the financial sector, namely the strengthening of core capital and of the pool of eligible assets for ECB funding operations, subject to a deleverage and recapitalization process to be implemented until 2014.

The more adverse external outlook, resulting from the worsening of the sovereign debt crisis in Europe, is a risk factor for the adjustment process, as it dampens export growth, therefore adding to the downside risks on economic growth itself as well as on unemployment.

The current process of correction of the structural economic imbalances of the Portuguese economy has clear short term negative impacts, namely through higher unemployment and also weaker economic and financial conditions of the Portuguese households and non-financial corporates, which, in turn, is reflecting in worsening risk indicators for the loan book. Banco Santander Totta will, therefore, maintain its policies of rigorous control of credit risk and selective lending, nevertheless maintaining its support to companies which produce tradable goods.

On the other hand, the Bank will maintain its strategy of gradual deleveraging of the balance sheet, aiming to reduce the loans-to-deposits ratio to 120% in 2014, therefore keeping great focus in deposit growth, although in a context of low savings by households.

As aforementioned, the management of its loan book credit risk is an important objective for Banco Santander Totta, as it is key in defending both profitability and capital, which is fundamental in the current adverse economic environment. For this purpose, the Bank has put special emphasis in preventing delinquency, by creating a programme of selective analysis of the clients, anticipating potential risk events by offering conditions which bring the payment profile more in line with the client's economic and financial situation.

Simultaneously, the Bank maintains an important focus on recoveries, by reinforcing its policy of negotiating with the clients in order to avoid a judicial resolution of conflicts.

Risk Management

Introduction

The quality of risk management is fundamental for the activity of Banco Santander Totta, in line with the Group's corporate policy. Prudence in risk management allied to the use of advanced management technologies has constituted a decisive factor, particularly in a very difficult, uncertain and volatile environment within the financial markets.

Credit Risk

Main features of activity

In the 1st half of 2012, the activity in Credit Risk Area comprised the following main features:

  • Maintenance of the principle of segmentation in the treatment of credit risks, varying the approach to risks in line with the features of customers and products;
  • Reinforcing the rigour in the admission criteria and consequently in the quality of the risks admitted in each of the segments aiming to preserve the quality of the credit portfolios;
  • Relative to portfolio risks, proximity with customers was intensified in order to anticipate their needs and eventual problems surrounding their payment capability. This action and the level of the quality of customers' credit allowed continuosly to maintain reduced levels of delays and of non performing loans. On the other hand, support levels were kept up for the business in capturing new operations and good risk customers;
  • With respect to following up portfolios and customers, a permanent focus is kept in monitoring segments with lower ratings and sectors that could be more affected by the macroeconomic context. This action aims to mitigate the ratios of non performing loans and delays. A review was carried out of the customer's portfolio within the scope of the Special Inspection Programme (SIP), and was concluded that the portfolio was analysed with adequate criteria and that the level of impairments was also adequate;
  • In standardized risks, the main focus was on maintaining the quality of the portfolio, acting upon the management delay and non performing loans, while offering products to restructure loans to adapt

customers' expenditure to their repayment capability relative to the new macroeconomic framework. For this purpose, action was taken to adequate the admission strategies in the Bank's systems of decision and to the use of behavioural systems to identify preventive measures to be offered to customers;

  • Still in standardized risks, as regards the admission of new operations, the Bank continued to be selective in terms of risk and profitability, using its automated decision models in place, including the scoring and behavioral systems;
  • In an adverse macroeconomic scenario with a consequent increase in non performing loans, recoveries activity was heavily focused to reinforce agility in intervention. Prominence for the activity in tele-collections and massive management recoveries with a simultaneous permanent follow up of special cases and those liable to court or out of court actions;
  • Also with respect to recoveries activity the policy was maintained to reinforce negotiation aiming to obtain donations in payment as an alternative to court actions;
  • With respect to solvency and credit control, permanent attention continued being given to the knowledge of the portfolio, so as to keep strict control of the risk involved, in order to be able to provide adequate and timely management information, as to allow measures to be taken in order to avoid operations from becoming non performing and resolve those which already are non performing;
  • Focus was equally maintained on the Bank's internal models, most of which already recognized (by the regulators) as advanced models (IRB) for the purpose of calculating equity fund requirements, as well as their inclusion in management.

Indicators

Risk Model

Introduction

Credit risk is originated from the possibility of losses derived from total or partial non performance of loans contracted with the Bank by its customers.

The organization of the credit risk function in Santander Totta is specialized in line with customer typology, differentiating, throughout the whole process of risk management, between non-standardized customers and standardized customers.

  • Non-standardized customers are those who, fundamentally due to the assumed risk, have been attributed a risk analysis. This group comprises the wholesale companies, financial institutions and a part of the companies belonging to the retail banks. The risk assessment of these customers is carried out by the analyst, and supplemented with decision support tools based upon internal models of risk valuation;
  • Standardized customers are those who do not have a specifically appointed risk analyst. Included in this group are private individuals, independent entrepreneurs and retail bank companies without portfolio. The assessment of these risks is based upon internal models of valuation and automated decision, subsidiarily supplemented and, when the model is not sufficiently precise, with specialized risk analysis teams.

Measurements and measuring instruments

Santander Totta uses its own tools for the attribution of internal solvency ratings for different customer segments, which then uses to measure the credit quality of a customer or operation, with each rating corresponding to a probability of non performance.

Global rating tools are applied to the segments of country risk, financial institutions and wholesale banking, both in determining their rating as in following up the assumed risks. Such tools attribute a rating to each customer as a result of a quantitative or automated module, based upon balance sheet data/ratios or macroeconomic variables complemented by the analysis carried out by the risk analyst that follows up the customer.

In the case of companies and institutions of the retail banking, the attributed rating is based upon modules such as those referred above, quantitative or automated in this case (analysing the credit performance of a customer sampling and its correlation with a set of accounting data and ratios), and qualitative, dependent from the analysis of the risk analyst, whose duty is to carry out a final review of the attributed rating.

Attributed ratings are reviewed periodically, incorporating any new financial information that may have meanwhile become available as well as, qualitatively, the experience deriving from the assessment of the existing credit relationship. This periodicity increases in the case of customers where the internal alert and risk classification system so demands.

For the standardized risk portfolios, scoring tools have been implemented that automatically attribute a valuation/decision for the operations submitted. Such decision tools are complemented by a behavioural scoring model, a tool that permits a greater predictability of the assumed risks and which are used both for pre-sale as well as for sale.

The valuation of the customer and/or operation, through rating or scoring, is an assessment of credit capacity which is quantified through probability of default (PD). In addition to the customer's valuation, the quantitative risk analysis considers other features such as the period of the operation, the type of product and the existing guarantees. Thus, what is taken into account is not just the probability of the customer entering into default (PD) but the exposure at default (EAD) which is also estimated as well as the proportion of EAD that is not recoverable (loss given default or LGD).

These factors (PD, LGD and EAD) are the main parameters of credit risk, allowing when jointly considered the estimate of both the expected loss and the non expected loss. The expected loss (or probable loss) is considered as a further activity expenditure (reflecting the risk premium), with this risk conveniently included in the price of the operations. The unexpected loss, which is the basis of the estimation of the regulatory capital in accordance with the standards of the Basel Capital agreement (BIS II), relates to a very high loss level, although not very probable, which is not considered recurrent due to its nature and can thus be covered by equity.

In small and medium size enterprises, the balance sheet information is used not just for the rating attribution but also to obtain explanatory factors as to probability of default. In retail portfolios, PD is estimated by observing delays being entered and correlating these with the scoring attributed to the operations. Excepted are portfolios in which, derived from a lower internal default experience, such as financial institutions, country risk or wholesale banking, the calculation of these parameters is based upon alternative sources of information, such as market prices or assessments by experienced and competent agencies with a portfolio containing a sufficient number of bodies (such portfolios are designated as low default portfolio).

The calculation of LGD is based upon the observation of the recovery process of operations in default, considering not only the income and expenditure related to this process but also the timing when these come about and the indirect costs deriving from the recovery activity.

The EAD estimation is based upon the comparison between the use of committed lines at the moment of default and at a normal situation in order to identify the lines' real consumption when default takes place.

The estimated parameters are immediately linked to normal operations and differentiated for low default portfolios and for the remainder.

Credit risk cicle

The risk management process consists of identifying, measuring, analysing, controlling, negotiating and deciding as to the risks incurred by the Bank's operations.

This process commences in the business area, which proposes a given risk probability. These risks are analysed and decided upon by specific committees, which act with competences delegated by the Executive Committee or the Higher Credit Council

(HCC). It is the HCC that establishes policies and procedures, the limits and delegation of capacities.

Planning and establishing limits

Establishing risk limits is conceived as a dynamic process that identifies the risk profile that the Bank is prepared to assume, through the assessment of the business proposals and the opinions of the Risks area.

With large corporate groups a pre-classification model is used based upon a measuring system and follow-up of economic capital.

With portfolio risks the more basic level is the one of the customer and when certain features concur – generally at a level of relative importance – this is object of an individual limit, normally designated as preclassification, through a very simplified system and normally for those customers that comply with certain requisites (personal knowledge, rating, among others).

With standardized risks the planning process and establishing of limits is carried out via a joint preparation, by the Risks and Business areas, of programmes of credit management (PGC) where the expected results of the business in terms of risk and profitability are shown, as well as the limits to which the activity and the related risk management must be subject.

Risk assessment, operating decision, follow up and control

Risk assessment is a prior requisite to the authorization of any credit operation in Banco Santander Totta. This assessment consists in analysing the customer's capacity to comply with the contractual commitments with the Bank, which implies analysing the customer's credit qualities, its credit operations, its solvency and its profitability. Additionally an assessment and a review are also carried out of the attributed rating whenever there is an alert or event that affects the customer/operation.

The decision process is aimed at analysing and deciding these same operations, taking into consideration the risk profiles and the relevant components by determining a balance between risk and profitability.

In order to maintain adequate control of the portfolio's credit quality, in addition to the actions developed by the Internal Audit, a specific follow-up function is established in the Risks area, made up of special teams and responsible officers. This function is also specialized in line with customer segmentation and is fundamentally based upon a continuous observation

process that allows the prior detection of incidents that may occur in the evolution of the risk, with the objective of carrying out, in anticipation, the required mitigation actions.

Recoveries

Recovery management in Santander Totta is an integrated business strategic activity. The specific objectives of the recovery process are the following:

  • Ensure the collection or the settlement of the values in irregular situations, with preference for negotiated solutions, so that the customer's credit situation returns to normal. In case the negotiated solution is not possible, the Recoveries area will then try to recover credits through the courts of law;
  • Maintain and strengthen relations with the customer, safeguarding his behaviour with respect the commitments contractually assumed with the Bank.

Recoveries activity is structured in line with customers' commercial segmentation: Private and Business & Companies, with specific management models. Recovery management, thus segmented, also respects the distinct management stages: preventive management, management of irregulars and management of non performing loans and bankruptcies. The whole of this activity is shared with the business areas.

Counterparty Risk

The counterpart risk, latent in contracts carried out in financial markets – organized or over the counter markets (OTC) – corresponds to the possibility of non performance by the counterparts under the contracted terms and subsequent occurrence of financial losses for the institution.

The types of transactions covered include the purchase and sale of securities, operations in the interbank money market, "repos" contracting, security loans and derivative instruments.

The control of these risks is carried out via an integrated system that permits the record of the approved limits and provides information as to their availability for the different products and maturities. The same system equally permits the transversal control of the concentration of risks for certain groups of customers/counterparts.

The risk in derivative positions, known as Equivalent Credit Risk is the result of the addition of the present value of each contract (or the current replacement cost) with the respective potential risk, providing a component that reflects an estimate of the expected maximum value until maturity, according to the volatility of the underlying market factors and the contracted flow structure.

During the first half of 2012 there was a significant reduction of activity in derivatives with a marked decrease in the number of customers and ongoing operations. As to product families and segments that contributed most to the referred trend were interest rate contracts as well as contracts in progress with financial institutions. At the same time a generalized increase was evident in the present value of contracts in progress (Mark-to-Market) due to level variations and interest rate volatility, particularly the Euribor rates.

Santander Totta

Derivatives - Credit Risk Equivalent as of 30/06/2012 (103 Euros)

Total Consolidated
<1 Year
1-5 Years
5-10 Years
>10 Years
Total
Interest Rate Derivatives 41,113 326,584 123,732 1,589,530 2,080,959
Foreign Exchange Derivatives 8,272 629 0 72,244 81,145
Equity Derivatives 61,386 0 0 0 61,386
Total 110,771 327,213 123,732 1,661,774 2,223,491

Balance Sheet Risk

The management of structural risk is ensured by a body in the highest structural level with decisions being taken by the Assets & Liabilities Committee (ALCO), presided by the Chairman of the Executive Committee,

which comprises the Directors responsible for the Financial, Risks, Commercial and Marketing areas. The committee meets on a monthly basis.

Interest rate risk

The interest rate risk of the consolidated balance sheet is measured through a model of dynamic risk analysis of the market risk of the balance sheet, modelling the timing variation of risk factors and the Bank's positions over the assets and liabilities sensitive to variations in interest rates. The model used allows measuring and controlling all the risk factors related to the balance sheet market risk, namely the risk originated directly from the movement of the income curve, given the existing structure of indexing factors and reappreciation, which determines the exposure to interest rate risk of the aggregates that constitute the balance sheet.

Considering the uncertainty in the variation of interest rate levels in 2011, the policy followed was to keep sensitivity at the adequate levels.

Exchange rate risk

Exchange rate risk of commercial activity is measured and controlled by the global exchange position, being the Group's strategy its total coverage.

Liquidity risk

Liquidity policy followed by the Group is based upon a low liquidity risk and the continuous diversification of the sources of finance, placing into perspective the volume and nature of the financing instruments used to allow the achievement and the development under good conditions of the established business plan.

By keeping up to a conservative profile the Bank is better protected with respect to potential crises that affect its environment, and enables it to prepare a timely, adequate and better quality reaction.

The policy of a financing mix is always based on an adequate level of liquidity risk, in line with the established limits and is assessed monthly by the Assets & Liabilities Committee. The limits of liquidity risk are established by an independent management body which, apart from other indicators, demands a reasonable amount of available liquid assets to be employed as a liquidity cushion.

All the liquidity management procedures are focused on crises prevention and not on reacting to them. This idea underlies the contingency plan that is focused in modelling potential crises through the analysis of several scenarios, in the identification of the crisis types, in the definition of internal and external communications, as well as in the responsibility for each of the areas involved in the process.

Liquidity management is carried out at the consolidated level. The Group's financing policy takes into consideration the variations of the balance sheet components, the structural situation of the maturities of assets and liabilities, the level of net interbank indebtedness relative to the available lines, the spread of maturities and the minimization of expenditure related to the funding activity.

The structural liquidity situation is well balanced. In June 2012, the Bank presented an asset situation in the money market (short tem) of approximately 492 million euros.

During the 1st half, the capital market half ran very unevenly. In this context the ECB, by leading monetary policy assumed itself as the counterpart of the system via lending operations and absorbing liquidity. To participate in these operations is necessary to hold assets as eligible collateral in the ECB. In June 2012 the Bank had 13.6 billion euros of eligible assets that constitute a very comfortable liquidity reserve.

Market Risk

Activities subject to market risk

The segment of measurement, control and follow up of financial risks comprises the operations where asset risks are assumed. The risk derives from the variation in risk factors – interest rate, exchange rate, variable income and respective volatilities – as well as the solvency risk and the liquidity risk of the various products and markets where Santander Totta operates.

In line with the effect of the risk, activities are segmented as follows:

  • Negotiation: this division includes the financial service rendered to customers;
  • Balance sheet management: interest and liquidity risk arises as a result of the timing differentials existing in the maturities and re-pricing of assets and liabilities. Additionally, this division also includes the active management of the credit risk inherent to the situation of Santander Totta's banking activity;
  • Structural Risks:
  • Structural exchange rate risk: exchange rate risk resulting from the currencies in which investments are carried out in companies that may or may not be consolidated;
  • Structural variable income: comprised in this division are investments made through shareholdings in companies that do not consolidate, financial and non financial, that may generate variable income risks.

Methodologies

Trading Activity

The standard methodology, applied within the scope of Santander Totta's banking activity, is the Value at Risk (VaR). The standard of historic simulation is the base used, with a 99% confidence level and a one day time frame, with the application of statistical adjustments that allowed a swift and effective inclusion of the more recent events that condition the assumed risk levels.

Stress testing is used as a supplement, consisting in the definition of behavioural scenarios of differing financial variables and to obtain the respective impact on income when applied on the Bank's activity. These scenarios can replicate the behaviour of financial variables in relation to past occurrences (such as crises) or, on the contrary, may determine plausible scenarios that do not correspond to past events. In short, the analysis of scenarios endeavours to identify the potential risk over extreme market conditions and in the fringes of probability of occurrences not covered by VaR.

Several measures of sensibility (BPV and Greeks) and equivalent volumes are also equally calculated.

A daily following up of the positions is carried out in parallel, with an exhaustive control of the changes occurring in portfolios, in order to detect profile alterations or possible incidences for their correction. The daily preparation of the income and expenditure account is a risk indicator, since it allows identifying the impact of variations on the financial variables or of the changes in the contents of portfolios.

Back-testing measures

The reliability of the VaR model is periodically checked through a back-testing analysis. Back-testing consists of a comparative analysis between the estimates of the Value at Risk (VaR) and the clean P&L (result related to the revaluation of the closing portfolios of the previous day at the closing prices of the following day), where the spot/sporadic variations of the results deriving from the estimated measures are analysed.

The back-testing analyses that are carried out for the banking activity in Santander Totta, comply with the BIS recommendations, as regards the comparison with the internal systems used in the measurement and management of financial risks. Additionally, hypothetical tests are carried out in back-testing: excess tests, normality tests, measures of average excess, among others.

Limits

In the case of negotiation portfolios, quantitative limits are used that are classified in two groups, and established in line with the following objectives:

  • Limits intended to protect the volume of potential future losses. Instances of such limits are the VaR limits, over sensibility measures (BPV or Greeks) or over equivalent positions;
  • Limits intended to protect/accommodate the volume of effective losses or to protect results already reached during the period. The objective of this type of limits is to generate alerts on positions that are generating losses (loss triggers), allowing decisions to be taken before the limit of maximum loss is reached (stop loss), and from which it will be considered that losses have reached unacceptable levels and the positions will be immediately closed.

Quantitative analysis of VAR during the semester

VaR was kept at reduced levels, varying between 15,000 and 65,000 euros.

Operational Risk

Santander Totta defines operational risk as "the risk of loss resulting from deficiencies or failures in internal processes, human resources or systems, or derived from external circumstances". This is generally a risk that exists in internally generated processes (people, systems, among others) or as a consequence of external risks such as natural catastrophes.

The management and control of operational risk are part of the responsibility for all areas, since they have a greater understanding of the processes, as well as the points which could cause significant operational risk exposures and they are accompanied by a central area, responsible for implementing and monitoring the project.

The implemented model has the following global advantages:

  • To identify the operational risk inherent in all activities, products, processes and systems of the bank;
  • To measure and assess operational risk, consistent with the Basel II standards and set goals and analyze the risk profile defining the boundaries;
  • To conduct a continuous monitoring of exposure to OR in order to detect levels of risk not assumed;
  • To implement control procedures, improving the knowledge of the causes of OR as well as their implications;

• To establish mitigation measures that eliminate or minimize the OR.

In the 1st half of 2012 was authorized, by the Bank of Portugal, the adoption of Standard Methods for the calculation of capital requirements for operational risk. Complementary Information and Attachments

Governance Practices and Internal Control Model

The Governance of the Company structure, as well as the ones relative to policies, procedures and internal control bodies, have not been subject to any changes from what is stated and detailed in the annual report for 2011.

Shareholder Structure

Shareholder Nº shares %
Santander Totta, S.G.P.S., S.A. 641,269,620 97.65
TaxaGest - Sociedade Gestora de
Participações Sociais, S.A.
14,593,315 2.22

Movements in Shares and Bonds of Corporate Officers

In the terms and for the purposes of the provisions of Article No. 447 of the Company's Act and of Regulation 5/2008 of the Security's Market Regulation Code, it is hereby stated that the movements in shares and bonds carried out by corporate officers, during the 1st half of 2012 were as follows:

Situation Movements in 2012 Situation
Name Securities at
31/12/11
Date Acquisitions Disposals Unit Price
(€)
at
30/06/12
Bond BST – Caixa EUA -
Cx
820 820
João Baptista
Leite
Bond BST – Caixa
Rendimento América
Latina TOP 3
400 400

Declaration referred to under item c) of § 1 of article No. 246 of the Security Market Regulation Code

Item c) of §1 of Article No. 246 of the Security Market Regulation Code determines that each of the company's corporate officers issues a declaration therein defined.

The members of the Board of Directors of Banco Santander Totta, S.A. nominally identified hereunder individually subscribed the following declaration:

"I declare, in the terms and for the purposes of item c) of §1 of Article No. 246 of the Security Market Regulation Code that, to my best knowledge, the condensed financial statements relative to the first half of 2012 were prepared in line with the applicable accounting standards, and provide a true and fair image of the assets and liabilities, of the financial situation and of the results of Banco Santander Totta, S.A. and of the companies included in the consolidation, and that the management report of the period under review faithfully expresses the information required in the terms of §2 of Article No. 246 of the Security Market Regulation Code."

Board of Directors
Carlos Manuel Amaral de Pinho
Director
João Batista Leite
Director
José Urgel Moura Leite Maia
Director
Luís Filipe Ferreira Bento dos Santos
Director

Consolidated Financial Statements

The accounts referring to the first semester of 2012 were not subject to a limited review, nor to a corresponding opinion by the auditors of the Bank.

CONSOLIDATED BALANCE SHEETS AS AT 30 JUNE 2012 AND 31 DECEMBER 2011 AND AS AT 01 JANUARY 2011

(Amounts expressed in thousands of Euros - tEuros)

(Translation of balance sheets originally issued in Portuguese - Note 48)

Res
d
tate
30-
06-
201
2
31-
12-
201
1
01-
01-
201
1
Am
ts b
efo
oun
re
Imp
airm
ent
an
d D
ecia
tion
epr
Net Net Net Res
d
tate
AS
SET
S
Not
es
De
ciat
ion
pre
e Im
pai
nt
rme
Ass
ets
Ass
ets
Ass
ets
S A
SH
EHO
RS
' EQ
LIA
BIL
ITIE
ND
AR
LDE
UIT
Y
Not
es
30-
06-
201
2
31-
12-
201
1
01-
01-
201
1
Cas
h a
nd
dep
osit
l ba
nks
s at
ntra
ce
5 279
.429
- 279
.429
387
.837
316
.872
Lia
bili
ties
Bal
es d
ue f
oth
er b
ank
anc
rom
s
6 183
.844
- 183
.844
356
.962
236
.219
Res
of
tral
ba
nks
our
ces
cen
18 6.8
51.
615
4.9
13.2
34
4.8
07.
162
Fina
ncia
l as
sets
he
ld fo
r tra
ding
7 2.0
58.
272
- 2.0
58.
272
1.9
95.
784
1.6
49.
296
Fin
ial l
iabi
litie
s he
ld fo
r tra
ding
anc
7 1.8
55.
892
1.6
63.
299
1.3
12.9
88
Fina
ncia
l as
de
sign
d a
t fa
ir va
lue
thro
ugh
fit o
r los
sets
ate
pro
s
8 93.
318
- 93.
318
80.
121
93.
286
Res
of
oth
er f
inan
cial
ins
titut
ions
our
ces
19 2.6
32.
474
3.6
11.5
32
9.6
14.6
81
Ava
ilab
le-f
ale
fina
ncia
l as
sets
or-s
9 5.0
14.3
26
62.
035
4.9
52.
291
4.4
39.
605
6.9
25.
123
Res
of
tom
and
oth
er l
our
ces
cus
ers
oan
s
20 20.
203
.04
6
19.
844
.104
18.
006
.436
Loa
nd
adv
o b
ank
es t
ns a
anc
s
10 2.4
62.
438
- 2.4
62.
438
2.6
92.
911
5.2
09.
821
De
bt s
ritie
s is
d
ecu
sue
21 5.7
63.
447
7.3
93.
865
8.8
80.
346
Loa
nd
adv
es t
usto
ns a
anc
o c
me
rs
11 29.
155
.968
837
.95
1
28.
318
.017
28.
372
.027
29.
773
.732
Hed
ging
de
riva
tive
s
12 314
.027
282
.889
189
.423
Hed
ging
de
riva
tive
s
12 196
.633
- 196
.633
167
.302
131
.512
Pro
visi
ons
22 71.
929
75.
482
104
.193
Non
he
ld fo
le
t as
sets
-cu
rren
r sa
13 263
.154
83.
048
180
.106
141
.163
89.
123
Cu
x lia
bilit
ies
t ta
rren
16 2.9
95
6.5
45
6.6
08
Oth
er t
ible
sets
ang
as
14 842
.739
495
.397
347
.342
365
.415
391
.323
Def
d ta
x lia
bilit
ies
erre
16 98.
716
66.
972
47.
885
Inta
ngib
le a
ts
sse
14 345
.417
263
.740
81.
677
74.
230
74.
375
Sub
ord
inat
ed
liab
ilitie
s
23 4.3
21
4.3
28
32.
316
Inve
stm
ent
s in
iate
as
soc
s
15 143
.263
500 142
.763
133
.052
158
.846
Oth
er l
iabi
litie
s
24 316
.290
289
.589
446
.066
Cur
t ta
ts
ren
x a
sse
16 25.
428
- 25.
428
17.
632
21.
985
T
l lia
bilit
ies
ota
38.
114
.752
38.
151
.839
43.
448
.104
Def
d ta
ts
erre
x a
sse
16 700
.763
- 700
.763
714
.817
477
.690
Oth
ts
er a
sse
17 225
.315
24.
828
200
.487
176
.456
293
.928
Sha
reh
old
' eq
uity
ers
Sha
apit
al
re c
25 656
.723
656
.723
620
.105
Sha
ium
nt
re p
rem
ac
cou
25 193
.390
193
.390
163
.703
Oth
quit
y in
stru
nts
er e
me
25 135
.000
135
.000
135
.000
Rev
alua
tion
res
erv
es
25 (90
0)
1.17
(1.0
)
08.
461
(58
56)
8.3
Oth
d re
tain
ed
ning
er r
ese
rves
an
ear
s
25 1.4
29.
155
1.4
04.
582
1.1
38.
700
(Tre
har
es)
asu
ry s
(42
.400
)
(42
.400
)
(42
.113
)
Con
ST
soli
dat
ed
net
inco
attr
ibut
able
to
the
sh
hold
of B
me
are
ers
26 52.
148
47.
121
399
.196
Sha
reh
olde
rs' e
quit
trib
ble
he
sha
reh
olde
f BS
T
y at
uta
to t
rs o
1.5
22.
846
1.3
85.
955
1.8
26.
235
Min
orit
y in
tere
sts
27 585
.210
577
.520
568
.792
T
l sh
hold
' eq
uity
ota
are
ers
2.1
08.
056
1.9
63.
475
2.3
95.
027
T
l as
ota
sets
t
, ne
41.
990
.307
1.7
67.
499
40.
222
.808
40.
115
.314
45.
843
.13
1
Tot
al li
abi
litie
nd
sha
reh
olde
rs' e
quit
s a
y
40.
222
.808
40.
115
.314
45.
843
.13
1

CONSOLIDATED INCOME STATEMENT

FOR THE SIX MONTS PERIOD ENDED 30 JUNE 2012 AND 2011

(Amounts expressed in thousands of Euros - tEuros)

(Translation of income statement originally issued in Portuguese - Note 48)

Restated
Notes 30-06-2012 30-06-2011
Interest and similar income 29 904.435 866.612
Interest and similar charges 30 (622.269) (573.991)
Net interest income 282.166 292.621
Income from equity instruments 31 1.645 1.239
Income from services and commission 32 203.149 210.274
Charges with services and commission 33 (23.051) (25.522)
Result of assets and liabilities valued at fair value through profit or loss 34 (3.544) 5.529
Result of available-for-sale financial assets 35 (3.815) (77.011)
Result of foreign exchange revaluation 36 2.610 1.794
Result from the sale of other assets 37 83.495 (358)
Other operating results 38 (3.310) (5.437)
Net income from banking activities 539.345 403.129
Staff costs 39 (133.100) (148.419)
General administrative costs 40 (68.730) (71.910)
Depreciation in the year 14 (32.710) (30.631)
Provisions, net of cancellations 22 (4.107) 243
Loan impairment net of reversals and recoveries 22 (214.881) (73.249)
Impairment of other financial assets net of reversals and recoveries 22 (20) (3.305)
Impairment of other assets net of reversals and recoveries 22 (26.447) (18.863)
Result from associates 41 4.603 6.459
Income before taxes and minority interests 63.953 63.454
Taxes
Current 16 (21.020) (15.103)
Deferred 16 9.212 13.393
Income after taxes and before minority interests 52.145 61.744
Minority interests 27 3 6
Consolidated net income attributable to the shareholders of BST 26 52.148 61.750
Average number of ordinary shares outstanding 641.943.023 647.525.720
Earnings per share (in Euros) 0,08 0,09

CONSOLIDATED STATEMENTS OF COMPREHENSIVE INCOME FOR THE SIX MONTH PERIOD ENDED 30 JUNE 2012 AND 2011

(Amounts expressed in thousands of Euros - tEuros)

(Translation of income statement originally issued in Portuguese - Note 48)

30
Ju
20
12
ne
(
)
30
Ju
20
11
Re
sta
ted
ne
Att
rib
uta
ble
to
th
e
At
trib
uta
ble
to
At
trib
uta
ble
to
th
e
At
trib
uta
ble
to
sh
ho
lde
rs'
of
BS
T
are
mi
rity
in
ter
ts
no
es
sh
ho
lde
rs'
of
BS
T
are
mi
rity
in
ter
ts
no
es
Co
lida
ted
t in
fo
r th
nso
ne
co
me
e y
ea
r
52
.14
8
(
3)
61
.75
0
(
6)
Inc
ot
inc
lud
ed
in
the
lida
ted
in
st
ate
nt
om
e n
co
nso
co
me
me
Ex
cha
e f
luc
tio
fo
rei
ub
sid
iar
ies
tua
ng
ns
on
g
n s
6.4
44
7.7
12
(
)
5.2
22
(
8)
20
.33
f a
Re
lua
tio
cia
ted
ies
lue
d a
t e
ity
tho
d
va
n r
ese
rve
s o
sso
co
mp
an
va
qu
me
Fa
ir v
alu
e
39
4
- (
22
)
-
eff
. T
ect
ax
(
)
114
- 14 -
. A
ari
al a
nd
fin
cia
l de
via
tio
rel
d t
sio
ctu
ate
tor
an
ns
o r
em
un
era
y p
en
ns
Fa
ir v
alu
e
(
)
5.7
62
- (
2)
49
.11
-
. T
eff
ect
ax
(
7.9
62
)
- 14
.19
8
-
Ch
in f
air
lue
of
fin
cia
l as
ilab
le f
le
set
an
g
es
va
an
s a
va
or
sa
Fa
ir v
alu
e
137
.65
3
- (
25
0.8
29
)
-
eff
. T
ect
ax
(
9)
39
.87
- 72
.75
1
-
Ch
in f
air
lue
of
sh
flow
s h
ed
ing
de
riva
tive
an
g
es
va
ca
g
s
Fa
ir v
alu
e
24
.72
4
- (
9)
12
.47
-
. T
eff
ect
ax
(
7.1
70
)
- 3.6
19
-
108
.32
8
7.7
12
(
22
7.0
82
)
(
20
.33
8)
Co
lida
ted
reh
siv
e i
fo
r th
nso
co
mp
en
nco
me
e y
ea
r
16
0.4
76
7.7
09
(
2)
165
.33
(
4)
20
.34

CONSOLIDATED STATEMENTS OF CHANGES IN SHAREHOLDERS' EQUITY FOR THE SIX MONTH PERIOD ENDED ON 30 JUNE 2012 AND 2011

(Amounts expressed in thousands of Euros - tEuros)

(Translation of statements of changes in shareholders´equity originally issued in Portuguese - Note 48)

Rev
alua
tion
res
erve
s
Sha
re
Sha
re
ium
prem
Oth
quit
er e
y
Leg
al
Fair Fore
ign
han
exc
ge
Defe
rred
Leg
al
Oth
er
Rea
tine
d
Tr
eas
ury
N
et in
com
e
Min
orit
y
Cap
ital
t
acc
oun
inst
ents
rum
alua
tion
rev
valu
e
fluc
ion
tuat
taxe
s
rese
rve
rese
rves
ning
ear
s
sha
res
in th
e ye
ar
inte
rest
s
Tot
al
Bala
at 3
1 De
ber
201
0
nce
s as
cem
620
.105
163
.703
135
.000
23.2
45
(507
)
.379
(3.5
45)
142
.578
215
.832
828
.691
94.1
77
(42.
)
113
394
.028
568
.792
2.63
3.11
4
Imp
of c
han
ge i
ntin
licy
act
n ac
cou
g po
rel
ated
to p
ions
(No
te 1
.5.)
ens
- - - - (340
.502
)
- 97.2
47
- - - - 5.16
8
- (238
.087
)
Bala
1 Ja
(Re
ed)
at 0
ry 2
011
stat
nce
s as
nua
.105
620
163
.703
135
.000
45
23.2
(847
)
.881
(3.5
45)
.825
239
215
.832
828
.691
94.1
77
(42.
)
113
399
.196
568
.792
5.02
2.39
7
App
iatio
n of
inc
net
ropr
ome
. Tra
nsfe
r to
rese
rves
- - - - - - (416
)
27.8
01
68.4
19
132
.307
- (228
.111
)
- -
. Div
iden
ds d
istrib
uted
- - - - - - - - - - - (17
1.08
5)
- (17
1.08
5)
. Pre
fere
sha
nce
res
- - - - - 179 - - (30
.213
)
- - - 62 (29
.972
)
IC
Mer
with
Tot
ta IF
ger
36.6
18
29.6
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- - - - - - 67.6
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- - - - 133
.916
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- - - - - - - - 34 - - - - 34
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- - - - - - - - - - (28
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- - - - - - - - (624
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585
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2.10
8.05
6

CONSOLIDATED CASH FLOW STATEMENTS

FOR THE SIX MONTH PERIOD ENDED ON 30 JUNE 2012 AND 2011

(Amounts expressed in thousands of Euros - tEuros)

(Translation of cash flow statement originally issued in Portuguese - Note 48)

30-06-2012 30-06-2011
CASH FLOW FROM OPERATING ACTIVITIES:
Interest and commission received 1.006.802 1.020.727
Payment of interest and commission (584.782) (520.142)
Payments to staff and suppliers (212.794) (233.871)
Foreign exchange and other operating results 6.136 (24.156)
Recovery of uncollectable loans 5.228 10.980
Operating results before changes in operating assets and liabilities 217.491 253.538
(Increase) / decrease in operating assets:
Loans and advances to banks 215.382 4.411.836
Financial assets held for trading (56.306) 511.012
Loans and advances to customers (174.969) 2.105.215
Assets and liabilities designated at fair value through profit and loss (124.179) 3.306
Non-current assets held for sale (55.713) (28.687)
Other assets 985 86.911
(194.800) 7.089.593
Increase / (decrease) in operating liabilities:
Resources of financial institutions 951.912 (8.894.591)
Resources of customers and other loans 361.462 359.388
Financial liabilities held for trading 192.594 (105.953)
Other liabilities 20.515 (62.030)
1.526.483 (8.703.186)
Net cash flow from operating activities before income tax 1.549.174 (1.360.055)
Income tax paid (39.953) (35.011)
Net cash flow from operating activities 1.509.221 (1.395.066)
CASH FLOW FROM INVESTING ACTIVITIES:
Dividends received 1.645 2.813
Purchase of assets available for sale (1.549.328) (271.486)
Sale of assets available for sale 1.198.963 2.985.817
Income from assets available for sale 156.940 142.851
Purchase of tangible and intangible assets (28.722) (22.516)
Sale of tangible assets 361 479
Net cash flow from investment activities (220.141) 2.837.958
CASH FLOW FROM FINANCING ACTIVITIES:
Dividends paid - (171.085)
Issuance/(redemption) of debt securities (1.498.834) (1.042.749)
Interest paid on bonds issued and other (71.702) (109.487)
Interest paid on subordinated liabilities (70) (497)
Net cash flow from financing activities (1.570.606) (1.323.818)
Net increase in cash and cash equivalents (281.526) 119.074
Cash and cash equivalents at the start of the period 744.799 553.090
Entry of entities in the consolidation perimeter 2
Cash and cash equivalents at the end of the period 463.273 672.166

Notes to the Consolidated Financial Statements

INTRODUCTION

Banco Santander Totta, S.A. (hereinafter referred to as the "Bank", "BST" or "Group"), previously known as Companhia Geral of Crédito Predial Português, S.A. (CPP), was founded in 1864 and has its registered office in Portugal in Rua do Ouro, no. 88, Lisbon. The Bank was nationalised in 1975 and transformed into a government owned corporation in 1990. On December 2, 1992 the Bank's capital was re-privatised through an Initial Public Offering carried out in a special session of the Lisbon Stock Exchange.

Since December 2000, following the acquisition of Banco Totta & Açores, S.A. ("Totta") by the Santander Group, the Bank has been part of the Santander Group. The main balances and transactions with companies of the Santander Group during the first semester of 2012 and the year 2011 are detailed in Note 45.

On December 16, 2004, a demerger/merger operation of Totta was carried out, under which its investments in Foggia, SGPS, S.A. and Totta Seguros – Companhia de Seguros de Vida, S.A. were demerged and the remainder of its operations, together with Banco Santander Portugal, S.A. ("BSP"), were merged into CPP, which then changed its name to the current one.

On May 3, 2010, the Bank carried out the merger by incorporation of Banco Santander de Negócios Portugal, S.A. ("BSN"). For accounting purposes the operation was recorded as from January 1, 2010.

On April 1, 2011, the Bank carried out the merger by incorporation of Totta Crédito Especializado – Instituição Financial de Crédito, S.A. ("Totta IFIC"). For accounting and tax purposes the operation was recorded as from April 1, 2011, which was the date of registration.

BST's operations consist in obtaining funds from third parties, in the form of deposits and other, to apply along with its own funds, in all sectors of the economy, mostly in the form of loans granted or securities and providing other banking services in Portugal and abroad.

The Bank has a domestic network of 640 branches (659 branches as at 31 December, 2011) and also has a branch in London, as well as an offshore financial branch and an international offshore financial branch in the Autonomous Region of Madeira. The Bank also has subsidiaries and representation offices abroad as well as investments in subsidiaries and associated companies.

1. BASES OF PRESENTATION AND MAIN ACCOUNTING POLICIES

1.1. Bases of presentation of the accounts

BST's consolidated financial statements were prepared on a going concern basis, from its books and accounting records maintained in accordance with the accounting principles set forth in the International Financial Reporting Standards (IAS/IFRS) as adopted by the European Union, Regulation (CE) 1606/2002 of July 19 of the European Parliament and Council, transposed to Portuguese legislation by Decree Law 35/2005 of February 17, and Notice 1/2005 of February 21 of the Bank of Portugal. Where Group companies used different accounting principles, appropriate adjustments were made for conversion to the IAS/IFRS.

The Bank adopted Standard IAS 34 – Interim Financial Reporting, in the presentation of its halfyear financial statements.

In 2011, the Bank adopted the amendments to IAS 24 – "Related party disclosures", IAS 32 – "Financial instruments: presentation", IFRIC 14 – "The limit on a defined benefit asset, minimum funding requirements and their interaction" and IFRIC 19 – "Extinguishing financial liabilities with equity instruments", but the adoption of these standards had no impact on its financial statements.

The Bank also reviewed the amendments to IAS 39 – "Financial instruments: Recognition and Measurement", on the identification of inflation as a hedged risk and a hedging through options, but these had no impact on its financial statements. The amendments to IFRS 2 - "Share-based payments", to IFRIC 16 – "Hedge of a net investment in a foreign operation", to IFRIC 17 – "Distribution of non cash assets to owners" and to IFRIC 18 – "Transfer of assets from customers", also had no impact on its financial statements.

As at 30 June 2012, the following standards (new and revised) and interpretations, already adopted by the European Union, were available for early adoption:

  • IFRS 7 (Amendment) "Financial instruments: Disclosures" This revision has increased disclosure requirements for transactions involving the transference of financial assets. Aims to ensure greater transparency in relation to exposure of the risks arising out from the transfer of financial assets when the transferor retains some involvement on those assets, and is mandatory for reporting periods beginning on or after 1 July 2012.
  • IAS 1 (Amendment) "Presentation of Items of Other Comprehensive Income" The alterations to the standard include some modifications to the way in which comprehensive income is presented.
  • IAS 19 (Amendment) "Employee benefits" The alterations to the text of the standard issued in June 2011 include modifications related with the recognition of the cost with defined benefit plans and their respective break down and disclosures on the defined benefit plans.

Although these standards are endorsed by the European Union, they were not adopted by the Bank at 30 June 2012, as their application was not yet mandatory. The Board of Directors believes that their application will not have a materially relevant impact on the financial statements.

Furthermore, up to the date of approval of the attached financial statements, the following standards and improvements, which are still not endorsed by the European Union, were also issued:

  • IFRS 9 "Financial instruments" The new standard uses a unique approach to determine the accounting of a financial asset valued at amortised cost or fair value, simplifying the classification of the IAS 39. The classification is based upon the contractual characteristics of the asset and how it is managed. The standard does not cover financial liabilities. It is mandatory for reporting periods beginning on or after January 1, 2015.
  • IFRS 11 "Joint arrangements" The new standard establishes that a party to a joint arrangement determines the type of joint arrangement in which it is involved by assessing its rights and obligations and accounts for those rights and obligations in accordance with that type of joint arrangement. The joint venture may be classified as a "joint operation", in the case whereby the parties that have joint control of the arrangement have rights to the assets, and obligations for the liabilities, relating to the arrangement, or as "joint venture", in the case whereby the parties that have joint control of the arrangement have rights to the net assets of the arrangement. It is mandatory for reporting periods beginning on or after January 1, 2013.
  • IFRS 12 "Disclosures of Interests in Other Entities" The objective of this standard is to require the disclosure of information to enable users of the financial statements to evaluate the nature of, and risks associated with, its interests in other entities, namely the effects of those interests on its financial position, financial performance and cash flows. It is mandatory for reporting periods beginning on or after January 1, 2013.

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

  • IFRS 13 "Fair Value Measurement" The standard defines fair value and sets out a framework for its determination. It has also established a "fair value hierarchy", in accordance to the inputs used in valuation models. The standard also requires disclosures on fair value determination. It is mandatory for reporting periods beginning on or after 1 January 2013.
  • IAS 27 "Separate Financial Statements" The standard sets principles to be applied when accounting for investments in subsidiaries, jointly controlled entities and associates when an entity opts, or it is required by the local regulators, to present separate (non-consolidated) financial statements. It is mandatory for reporting periods beginning on or after 1 January 2013.
  • Improvements to the IFRS (2009-2011 period) this includes, among others, amendments to the following standards:
  • . IAS 1 Clarifies the requirements over the disclosure of comparative information
  • . IAS 32 Clarifies that the fiscal effect of a distribution of income to the holders of instruments representing capital should be accounted in accordance with the requirements of IAS 12 – Income Tax
  • . IAS 34 Clarifies the requirements over the interim disclosure of assets by segments so that there is greater consistency with the requirements of IFRS 8 – Operating Segments. The alterations are mandatory for reporting periods beginning on or after 1 January 2013.
  • IFRS 10, IFRS 11 and IFRS 12 (amendments) The amendments to these standards include clarifications concerning the obligation to disclose comparative information, namely eliminating the requirement to present comparative information for periods prior to those immediately before the period of reference. The alterations are mandatory for reporting periods beginning on or after 1 January 2013.

1.2. Consolidation principles and recording of associated companies

The consolidated financial statements include the accounts of the Bank and those of the entities controlled directly and indirectly by the Bank (Note 4), including special purpose entities.

Subsidiary companies are those in which the Bank exercises effective control over the current management in order to obtain economic benefits from its activities. Control usually exists when more than 50% of the share capital or of the voting rights are held. Furthermore, as a result of the application of the IAS 27 – "Consolidated and separate financial statements", the Group includes special purpose entities in the consolidation perimeter, namely vehicles and funds created under securitization operations, when it exercises effective financial and operating control over them and in which the Bank owns most of the risks and benefits associated to their activity.

The financial statements of subsidiaries are consolidated by the full integration method, from the time that BST has control over their activities to the time control ceases. Transactions and the significant balances between the companies subject to consolidation were eliminated. Furthermore, when applicable, consolidation adjustments are made in order to ensure consistency in the application of accounting principles. Third party shareholders in subsidiary companies consolidated by the full integration method are accounted for under the caption "Minority interests" (Note 27).

Associated companies are those in which the Bank has significant influence, but over which it does not have control. Significant influence is presumed to exist when a participation (direct or indirect) exceeds 20% or where the Bank has the power to participate in decisions relating to their financial and operating policies, but does not have control or joint control over them. Companies in which the Bank's participation is less than 20%, but that are majority held by the Santander Totta SGPS Group are also considered associated companies. Participations in associated companies are recorded in accordance with the equity method, from the time the Bank has significant influence until the date it ceases.

In accordance with the equity method, the consolidated financial statements include the part of shareholders' equity and profit or loss of the associated companies attributable to the Bank.

Goodwill corresponds to the excess of the acquisition costs over the effective percentage held in the fair value of the assets, liabilities and contingent liabilities of subsidiary and associated companies. At least once a year, the Bank performs impairment tests to the goodwill in the balance sheet, in accordance with the requirements of IAS 36 - "Impairment of Assets". For this purpose, the "goodwill" is allocated to units that generate cash flows, and assessed the recoverable amount based on estimates of future "cash flows" date based on discount rates considered appropriate by the Bank. Impairment losses associated with "goodwill" are recorded in the income statement and cannot be reversed.

The Bank decided not to apply IFRS 3 – Business Combinations, retrospectively. Therefore goodwill on acquisitions up to January 1, 2004 is reflected as a deduction from shareholders' equity in compliance with the former accounting policy. On the other hand, previously recognised negative goodwill was recorded as an increase in shareholders' equity, as permitted by IFRS 1.

Acquisitions of subsidiaries and associated companies after January 1, 2004 are recorded in accordance with the purchase method. Cost of the acquisition corresponds to the fair value of the assets and liabilities of the subsidiaries and associated companies as of the acquisition date. Goodwill is recorded as an asset and is subject to impairment tests in accordance with IAS 36, but is not amortised. Furthermore, whenever it is seen that the fair value of the assets acquired and of the liabilities incurred or assumed is higher than the acquisition cost (negative goodwill), the difference is recognised in the income statement.

With the application of the amendments to IFRS 3 and IAS 27, the Bank defined as accounting policy the fair value valuation through profit or loss when there is a change of control for subsidiaries acquired in stages. In such cases, the share participation acquired prior to the time of the change of control is revalued at fair value through profit or loss (Note 15). Goodwill is calculated on a given date as the difference between total acquisition cost and the proportion in the fair value of the associate's assets and liabilities. Similarly, by the application of the said amendments, the Bank reassesses through profit or loss the undertakings in which joint control is lost (Note 4).

The Bank decided to reverse, as of the transition date (1 January 2004) the reserve resulting from foreign exchange differences arising out from the conversion of financial statements of subsidiaries expressed in functional currencies other than the Euro. As from that date, in compliance with IAS 21, the foreign currency financial statements of subsidiary and associated companies have been converted to Euros as follows:

  • Assets and liabilities stated in foreign currency are converted using the closing exchange rate for Euros on the balance sheet date;
  • Non-monetary assets recorded at historical cost, including tangible assets, remain reflected at the original exchange rates; and
  • Foreign currency income and expenses are converted to Euros at the average exchange rates of the month in which they are recognised.

Exchange differences arising upon conversion to Euros are stated in the equity of the Bank, in the caption of "Foreign exchange fluctuation reserves".

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED)

(Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

1.3. Summary of the main accounting policies

The main accounting policies used in the preparation of the financial statements were the following:

a) Accruals basis

The Bank uses the accrual-based accounting principle for most of its financial statement captions. Therefore, expenses and income are recorded in the period to which they relate, independently of when they are paid or received.

b) Foreign currency transactions

The Bank's accounts are prepared in the currency of the economic environment in which the Bank operates (functional currency), being expressed in Euros.

Transactions in a currency other than the functional currency, and the corresponding income and expenses, are recorded at the exchange rate of the date that they occur. Foreign currency assets and liabilities are translated to Euros at the fixing exchange rates as of the balance sheet date (Bank of Portugal fixing).

c) Loans and accounts receivable

This category of financial assets includes loans and advances to customers and applications in credit institutions.

Loans and advances to customers include loans to costumers, as well as other security operations (commercial paper) not intended for sale in the short term, are recorded at inception at their nominal value.

Subsequently, loans and other accounts receivable are recorded at amortised cost, being submitted to periodic impairment analysis.

Commission and external costs attributable to the underlying operations included in this category, as well as the interest associated to the loans and advances granted, are recognised on an accruals basis, using the effective interest rate method, regardless of when they are received or paid. The Bank opted to defer commission received and paid relating to credit granted as from January 1, 2004.

The Bank classifies as overdue credit, instalments of principal and interests overdue for more than 30 days. Credits with overdue instalments are denounced in accordance with the approved credit procedures, the whole debt being considered overdue.

The Bank periodically analyses the loans and advances which should have already been paid in full but where the effort to collect them had no effect. Where the prospects of recovering a loan are negligible, loans are considered to be uncollectible and impairment losses are recognised for the full amount. In these cases, the Bank writes them off. Credits recovered subsequently, are recognised in the income statement in the caption "Loan impairment net of reversals and recoveries".

Impairment

The Group periodically analyses the loans and advances granted to customers and other amounts receivable in order to identify evidence of impairment. A financial asset is considered to be impaired if, and only if, there is evidence that one or more loss events have occurred that have a measurable impact on the estimated future cash flows of that asset or group of assets.

For the purpose of determining loan impairment, the Group's loan portfolio is segmented as follows:

  • Corporate customers;
  • Mortgage loans;
  • Consumer credit;
  • Credit granted through credit cards;
  • Other credit to individual customers;
  • Guarantees and sureties; and
  • Derivatives.

The Group makes an individual assessment of corporate customers that have:

  • Credit granted greater than tEuros 5,000;
  • Credit granted greater than tEuros 500 that is classified in the Bank's system as "doubtful not in litigation";
  • Credit granted greater than tEuros 1,000 if classified in VE1 and Substandard and tEuros 1,500 if classified in VE2 and VE3, in the Bank's special monitoring system;

In this regard, these segments may include customers without overdue credit. Occasionally the Bank also includes some customers without the mentioned features in individual assessment, by professional judgment.

Customers assessed individually with no evidence of impairment are subsequently assessed on a collective basis, being segmented between customers with liabilities greater or less than tEuros 300.

The Bank carries out a collective impairment assessment on the remaining segments of the loan portfolio.

Evidence of impairment of an asset or group of assets, as defined by the Group, corresponds to the observation of several loss events, such as:

  • − Contractual breach of, such as delay in principal and/or interest payments;
  • − Significant financial difficulties of the debtor;
  • − Significant change of the debtor's financial situation;
  • − Other adverse changes, such as:
  • . Conditions and/or ability to pay; and
  • . Economic conditions in the sector in which the debtor operates with an impact on the debtor's ability to comply with its obligations.

Impairment losses for customers without overdue credit correspond to the probability of having overdue credit (PI) times the difference between the book value of the respective credits and the present value of estimated future cash flows of those operations. The PI corresponds to the probability of one transaction, operation or client starting to have overdue credit during an emergency period. An emergency period corresponds to the period between the occurrence of a loss event and the identification of that event by the Bank (incurred but not reported). For all loan portfolio segments, the Bank considers an emergency period of 6 months.

If there is evidence that the Group has incurred in an impairment loss on credits or other receivables, the amount of the loss is determined by the difference between the book value of those assets and the present value of the estimated future cash flows, discounted at the interest original rate of the asset or financial assets. The book value of the asset or assets is reduced by the impairment loss account balance. In the case of credits with variable interest rates, the discount rate used to determine an impairment loss is the current interest rate, as determined by the contract. Impairment losses are recorded in the income statement.

In accordance with the Group's current impairment model for the customer loan portfolio, impairment losses are assessed individually, on a sample basis, and on a collective basis. When a group of financial assets is assessed collectively, the future cash flows of that group are estimated based on the contractual cash flows of the assets of that group and on historical data regarding losses arising out from assets with similar credit risk characteristics. Whenever the Group considers it necessary, the historic information is updated based on current observable data in order to reflect the effect of current conditions.

When, in a subsequent period, there is a decrease in the amount of impairment losses due to a specific event, the previously recognised amount is reversed and the impairment loss balance is adjusted. The amount of the reversal is recognised directly in the income statement.

Reverse entry of principal and interest

In accordance with the policies in place in the Bank, interest arising overdue credits without a real guarantee are reverted three months after the due date of the operation or after the first overdue instalment. Unrecorded interest on the above-mentioned credits is only recognised in the period of its actual collection.

Interest on mortgages loans or on loans granted with other real guarantees are not reverted provided that the outstanding principal and interest due is less than the collateral value.

Loan sales

Gains and losses on the definitive sale of loans are recorded in the income statement in the caption "Results from the sale of other assets" (Note 37). These gains or losses correspond to the difference between the sale value agreed and the book value of these assets, net of impairment losses. Contingent future collections are not considered in the determination of the sale price.

Finance leasing operations

Lease operations are classified as finance leases when substantially all the risks and benefits relating to ownership of the leased asset are transferred to the lessee under the lease contract. Finance lease operations are recorded in accordance with the following criteria:

i) As lessee

Assets held under finance lease are recorded at their fair value in tangible assets and in liabilities and the corresponding depreciation is recognised. The lease instalments are divided in accordance with the respective financial plan, the liabilities being decreased by the amount corresponding to payment of the principal. Interest included in the instalments is recorded in the caption "Interest and similar charges".

ii) As lessor

Assets under a finance lease contract are recorded in the balance sheet as loans granted, which are repaid by amortising the principal in accordance with the financial plan of the contracts. Interest included in the instalments is recorded in the caption "Interest and similar income".

Guarantees given and irrevocable commitments

Responsibilities for guarantees given and irrevocable commitments are recorded in off- balance sheet accounts for the amount at risk, while interest, commission and other income are recorded in the income statement over the period of the operations.

d) Recognition of income and costs relating to services and commission

Income from services and commission obtained in the execution of a significant act, for example such as commission from syndicating loans operations, is recognised in the income statement when the significant act has been completed.

Income from services and commission obtained as the services are rendered is recognised in the income statement in the period to which it refers.

Income from services and commission that is part of the remuneration from financial instruments is recorded in the income statement using the effective interest rate method.

Costs relating to services and commission are recognised using the same criteria as adopted for income.

e) Financial instruments

The following assets and financial liabilities are recognised and valued in accordance with IAS 32 and IAS 39 within the following specific categories:

  • Financial assets and liabilities held for trading;
  • Financial assets and liabilities at fair value through profit or loss;
  • Available-for-sale financial assets; and
  • Other financial liabilities.

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

i) Financial assets and liabilities held for trading and financial assets and liabilities at fair value through profit or loss

Financial assets held for trading include fixed income income securities and variable yield securities traded on active markets, as well as derivables purchased with the intention of being sold or repurchased in the short term. Trading derivatives with a receivable net value (positive fair value), and options bought are included in the caption "Financial assets held for trading". Trading derivatives with a payable net value (negative fair value), and options sold are included in the caption "Financial liabilities held for trading".

Assets designated at fair value through profit or loss include fixed income securities.

Financial assets and liabilities held for trading and financial assets and liabilities at fair value through profit or loss are recognised initially at fair value. Gains and losses arising from subsequent fair value valuation are recognised in the income statement.

The interest inherent to financial assets and the difference between their acquisition cost and their nominal value (premium or discount) is calculated in accordance with the effective rate method and recognised in the income statement in the caption "Interest and similar income". The effective rate is that which is used to discount the estimated future cash flows associated to the financial instrument, and makes its present value equal to the value of the financial instrument on the date it was initially recognised.

Interest associated to trading derivative financial instruments is classified in the caption "Results of assets and liabilities valued at fair value through profit or loss" in the income statement.

ii) Available for sale financial assets

Available for sale financial assets include equity and debt instruments that are not classified as financial assets held for trading, at fair value through profit or loss, as investments to be held to maturity or as loans and accounts receivable.

Available for sale financial assets are stated at fair value, with the exception of equity instruments not listed on an active market if their fair value cannot be determined reliably, which are recorded at cost. Subsequent gains or losses resulting from changes in fair value are reflected in the specific equity caption called "Fair value reserve" until they are sold (or until impairment losses are recognised on them), when they are transferred to the income statement. Foreign exchange gains or losses on monetary assets are directly recognised in the income statement.

Reclassification of financial assets

In accordance with the amendment introduced on 13 October 2008 in Standard IAS 39 - "Financial instruments: Classification and measurement", the Bank "may reclassify a financial asset that is no longer held for sale or repurchase in the short term (although it may have been acquired or incurred mainly for sale or repurchase in the short term), removing it from the category of fair value through profit or loss if certain requirements are met. However, reclassifications are not permitted for the category "Financial assets at fair value through profit or loss".

Disclosure on the reclassifications made under this amendment is provided in Note 9.

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

iii) Income Recognition

Interest inherent to the financial assets and the recognition of the difference between their acquisition cost and their nominal value (premium or discount) is calculated in accordance with the effective rate method and recorded in the "Interest and similar income" caption in the income statement.

Income from variable return securities is recognised in the income statement on the date that it is declared. In accordance with this criterion, interim dividends are recognised as income in the year the distribution is declared.

iv) Sale operations with repurchase agreements

Securities sold with repurchase agreements are maintained in the portfolio in which they were originally recorded. Funds received are recorded on the settlement date in a specific liability account, interest being recorded on an accrual basis.

v) Impairment of financial instruments

When there is evidence of impairment of an asset or group of assets, the impairment loss is recognised in the income statement.

For quoted securities, evidence of impairment exists when the price falls continuously or significantly. Evidence of impairment for unquoted securities exists when there is a negative impact on the estimated future cash flows of the financial asset, provided that this can be reliably estimated.

The Group considers the specific nature and features of the assets being valued in its periodic impairment loss assessment. In terms of objective impairment criteria, the BST considers a 24 month period to be adequate for the prolonged devaluation of financial instruments in relation to their acquisition cost. Furthermore, BST considers the existence of unrealised capital losses exceeding 50% of the acquisition cost to be a significant devaluation.

Except as explained in the following paragraph, if in a subsequent period there is a decrease in the amount of impairment loss attributable to a specific event, the previously recognised amount is directly reverted through an adjustment to the impairment losses account. The amount of the reversal is recognised directly in the income statement.

When there is objective evidence of impairment of financial assets available for sale as a result of a significant or prolonged decrease in the fair value of the security or financial difficulty of the issuer, the accumulated loss of the fair value reserve is transferred from equity to the income statement. Impairment losses recorded on fixed income securities can be reverted through profit or loss if there is an increase in the fair value of the security resulting from an event that occurs after determination of the impairment. Impairment losses on variable yield securities cannot be reverted and so any unrealised capital gain arising after recognition of the impairment loss is recorded in the fair value reserve. In the case of variable yield securities for which impairment losses have been recognised, subsequent reductions in fair value are always recognised in the income statement.

For financial assets recorded at cost, namely unquoted shares whose fair value cannot be measured reliably, the Bank also carries out periodic reviews for impairment. In this context, the recoverable amount corresponds to the present value of the estimated future cash flows, using a discount rate that reflects the underlying risk of the asset held

vi) Income recognition

Other financial liabilities essentially correspond to resources of credit institutions, customers' deposits and debt issued. These liabilities are initially valued at fair value, which normally corresponds to the amount received, net of transaction costs, and are subsequently valued at amortised cost in accordance with the effective interest rate method.

Bond issues are entered in the captions "Other subordinated liabilities" and "Debt securities issued".

On the issue date debt securities issued are recorded at fair value (issue price) and subsequently are valued at amortised cost using the effective interest rate method.

Embedded derivatives in debt securities issued are recorded separately and valued at fair value through profit or loss.

Fair value

As mentioned above, the financial assets recorded in the categories of financial assets held for trading and at fair value through profit or loss and financial assets available for sale are valued at fair value.

The fair value of a financial instrument corresponds to the amount for which an asset or financial liability can be sold or settled between independent, knowledgeable and interested parties in the transaction under normal market conditions.

The fair value of financial assets is determined by an independent area of the Bank's trading function, based on:

  • Closing price at the balance sheet date for the instruments traded on active markets;
  • For debt instruments not traded on active markets (including unquoted securities or with limited liquidity) methods and valuation techniques are used, which include:
  • i) Bid prices provided by financial information services, namely Bloomberg and Reuters, including market prices available for recent transactions;
  • ii) Indicative quotes (bid prices) obtained from financial institutions that operate as market-makers;
  • iii) Valuation models, which take into account market inputs when determining the price for the financial instrument, reflecting the market interest rates and volatility, as well as the liquidity and credit risk associated to the instrument.

Amortised cost

Financial instruments measured at amortised cost are initially recorded at fair value added to or deducted from the income or costs directly attributable to the transaction. Interest is recognised by the effective rate method.

Whenever the estimate of payments or charges associated with financial instruments valued at amortised cost is revised, the book value is adjusted to reflect the new expected cash flows. The new amortised cost results from the present value of the revised future cash flows discounted at the original effective rate of the financial instrument. The adjustment in amortised cost is recognised in the income statement.

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

f) Valuation of derivative instruments and hedge accounting

Derivative instruments traded by the Group are always recognised in the balance sheet at their fair value.

Derivatives embedded in other financial instruments (namely in debt issued) are separated from their host contract whenever their risks and characteristics are not closely related to those of the host contract and the whole instrument is not measured at fair value with changes in fair value recognised in profit or loss.

The BST uses derivative financial instruments for the hedging of interest rate and exchange rate risks resulting from financing and investment activities. Derivatives that do not qualify for hedge accounting are recorded as financial instruments held for trading, under the financial assets or financial liabilities held for trading captions, and all variations in their fair value are reflected in the income statement.

Derivatives that qualify for hedge accounting are recorded at fair value and the corresponding capital gains and losses are recognised in accordance with the hedge accounting model adopted by BST.

In accordance with IAS 39.88, hedge accounting is applicable only when the following requirements are cumulatively met:

  • There is formal documentation of the regarding the hedging relationship and risk management strategy of the Bank, including the following aspects:
  • . Identification of the hedging instrument;
  • . Identification of the hedged item;
  • . Identification of the type of hedged risk; and
  • . d used to measure the efficacy of the hedging and subsequent monitoring. Definition of the metho
  • Initial expectation that the hedging relationship is highly effective; and
  • − alue of the hedged item with the variation in the fair value of the hedging instrument. Throughout the life of the operation, the efficacy of the hedging is kept between 80% and 125%. The hedging effectiveness is tested on each reporting date by comparing the variation in the fair v

effectiveness ceases to be between 80% and 125%, hedge accounting is discontinued. Hedge accounting is only applied as from the time all these requirements are met. In the same way, if at any time the hedging

Fair value hedges

hedged item relating to the risk being hedged are also recognised in the income statement. Gains or losses on the revaluation of a hedging instrument are recognised in the income statement. If the hedge is effective, the gains or losses resulting from variations in the fair value of the

of the hedged items are amortised through the income statement over the remaining period. If a hedging instrument matures or is terminated early, the gains or losses in the valuation of the hedged risk recognised as value adjustments of the hedged items, are amortised over the remaining period. If the asset or liability being hedged is sold or settled, the amounts recognised as a result of the valuation of the hedged risk are recognised in the income statement for the year and the derivative instrument is transferred to the trading portfolio. If the hedge becomes ineffective, the gains or losses recognised as value adjustments

of the monetary items both being recognised in the income statement for the period. Hedge accounting is not applied in the case of foreign exchange rate hedging of monetary items, with the gain or loss arising from the derivative and from the foreign exchange variation

Cash flow hedges

d asset or liability, or to a highly probable forecast transaction that may affect profit or loss. Cash flow hedges refer to hedging the exposure to variability in future cash flows that can be attributed to a particular risk associated with a recognize

uments to hedge future cash flows of interest on its variable rate mortgage loan portfolio. BST has entered into derivative financial instr

viously mentioned general hedge accounting requirements and is accounted for as follows: The application of cash flow hedge accounting is subject to the pre

  • rmined to be an The portion of the gain or loss on the hedging instrument that is dete effective hedge is recognised directly in a specific equity caption; and
  • e gain or loss on the hedging instrument is recognized immediately in profit or loss. The ineffective portion of th

prehensive incom Furthermore, the gain or loss in the hedging instrument recognised in other com e corresponds to the lesser of the following amounts (in absolut amounts):

  • umulative gain or loss in the hedging instrument from the inception of the hedge; The c and
  • hedged item, relating to the risk that is being hedged, from the inception of the hedge. The cumulative change in fair value of the

dging instrument not recognised in other comprehensive income is included in profit or loss. In this regard, and if applicable, the remaining of the gain or loss on the he

tatement in the same period that the gains or losses of the hedged item are recognised. Cash flow hedge accounting shall be discontinued if the hedging instrument matures or is terminated early, if the hedge relationship becomes ineffective or if it is decided to dedesignate the hedge relationship. In these cases, the cumulative gain or loss on the hedging instrument recognised in other comprehensive income continues to be separately classified in equity, being recorded in the income s

g) Other tangible assets

attributable costs), less accumulated depreciation and impairment losses, when applicable. Tangible assets used by the Bank in its operations are recorded at cost (including directly

ts is recorded on a straight forward basis over the estimated ul lifetime of the assets: Depreciation of tangible asse usef

Years of
useful life
Property for own
use
50
Equipment 4 to 10

the rental contract, if this is shorter. On average this corresponds to a period of ten years. Investment expenses in works that cannot be recovered carried out on buildings that are not owned by the Bank (rented) are amortised over a period compatible with that of their expected useful life or of

luations is not tax deductible, with the deferred tax liability being recognised accordingly. As permitted by IFRS 1, tangible assets acquired up to 1 January 2004 were stated at their book value on the transition date to the IAS/IFRS, which corresponded to the cost adjusted by legal revaluations based on evolution of the general price index. 40% of the increase in depreciation resulting from such reva

f the property (through the use in the operations or sale) is lower than the net book value. Impairment tests are made periodically. The branches are considered as cash flow generating units for this purpose with impairment losses being recognised whenever the recovered value o

unt of the valuation corresponds to the market value of the property in its current condition. The criteria followed in the valuations of the buildings normally use the market comparison method, and the amo

h) Intangible assets

the expenses are paid out. Impairment losses assessments are made on an annual basis. In this caption the Bank recognises the expenses incurred in the development phase of IT systems implemented and in their implementation phase, as well as the expense of acquiring software, in both cases where the estimated impact extends beyond the financial year in which

r platform (Partenon), the expected useful lifetime corresponds to a maximum of five years. Intangible assets are amortised on a monthly basis over the estimated lifetime period of the assets, which corresponds to three years on average. For the new compute

i) Non-current assets held for sale

not be met, these assets are accounted for under the caption "Other assets" (Note 17). The Group accounts for property and other assets received in settlement of non-performing loans under this caption, by the amount agreed under negotiatien or court decision, when these are available for immediate sale in their present condition and their sale is highly probable within one year's time. Should these criteria

al estate investment fund acquired following a debt settlement agreement with a customer. The caption also includes participation units of a closed-end re

recognised whenever the appraised value (net of costs to sell) is lower than the book value. The buildings are subject to periodic appraisals conducted by independent real estate appraisers. Impairment losses are

nted for under this caption at the outstanding amount as at the contract termination date. Assets recovered as a result of the early termination of financial lease contracts are accou

impairment losses), thereafter being subject to a periodic assessment of impairment losses. Furthermore, the Bank's property for own use which is in the process of being sold off is accounted for under this caption. These assets are transferred for their carrying amount in accordance with IAS 16 (acquisition cost, net of accumulated depreciation and accumulated

for sale and discontinued operations, no unrealised gains are recognised on these assets. According to IFRS 5 - Non-current assets held

ors considers that the methods adopted are appropriate and reflect the market situation. The Bank's Board of Direct

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

j) Provisions and contingent liabilities

A provision is set up whenever there is a present obligation (legal or constructive) resulting from past events relating to which there will be a probable future outlay of resources, and this can be determined reliably. The amount of the provision corresponds to the best estimate of the amount to be disbursed to settle a liability on the balance sheet date.

If the future disbursement of resources is not expected, there is a contingent liability. Contingent liabilities are disclosed unless the probability of materializing is remote.

This caption of liabilities includes the provisions set up namely to cater for specific postemployment benefits of members of the Board of Directors, for restructuring, for tax risks, lawsuits and other specific risks arising from the BST's activity, in accordance with IAS 37 (Note 22).

k) Employees' post-employment benefits

The Bank signed the Collective Labour Agreement (Acordo Colectivo de Trabalho - ACT) for the Portuguese Banking Sector, under which its employees or their families are entitled to retirement, disability and survival pensions.

For employees hired by the Bank up to December 31, 2008, BST's pension plan corresponds to a defined benefit plan, as it establishes the criteria for determining the amount of the pension that each employee will receive during retirement, based on his/her time of service and remuneration at the time of retirement, where the pensions are updated annually based on the remuneration established in the ACT for the serving employees. For these employees the Bank has been responsible for the payment of the full amount of the pensions established under the ACT. The liabilities arising out from the defined benefit plan are covered by a Pension Fund.

As from January 1, 2009, employees hired by the Bank started to be registered in the Social Security and are covered by a supplementary defined contribution pension plan with acquired rights under Article 137 – C of the ACT. The plan is supported by contributions from the employees (1.5%) and from the Bank (1.5%) over the amount of the effective monthly salary. For this purpose, each employee can choose his/her own pension fund.

The employees of the former Totta were already covered by Social Security, thus the Bank's liability with those employees consists in the payment of only the supplements.

In October 2010 an agreement was reached between the Ministry of Labour and Social Solidarity, the Portuguese Association of Banks and the Financial Sector Federation (FEBASE) to include workers of the banking sector in the General Regime of the Social Security. Following this agreement, Decree-Law No. 1-A/2011, dated January 3, was published in 2011, which defines that serving workers in the banking sector at the date of its entry into force (January 4, 2011) are to be included in the General Regime of the Social Security with regard to retirement pensions and in the event of maternity, paternity or adoption. Given the complementary nature allowed for under the rules of the Collective Labour Agreement for the Banking Sector, the Bank will continue to cover the difference between the amount of the benefits paid under the General Regime of the Social Security and those resulting from the Collective Labour Agreement.

Pursuant to the instructions of the National Council of Financial Supervisors, past service liabilities as at December 31, 2010 have not changed as result of the above-mentioned Decree Law since the reduction of the pensionable amount attributable to the Bank will affect the services to be provided by the employees in the future as from January 1, 2011. Thus, the current service cost has been reduced as from this date only, though at the same time the Bank has started to pay the employer's contribution to the Social Security of 23.6% (the so called "Taxa Social Única"). The Bank maintains the responsibility of paying out disability pensions and survival pensions along with any sickness allowances.

In December 2011 a three party agreement was established between the Ministry of Finance, the Portuguese Association of Banks and the Federation for the Financial Sector (FEBASE) concerning the transfer to the Social Security of part of the liabilities for pensioners which, as at December 31, 2011 were covered by the substitutive regime of the Social Security as per the Collective Labour Agreement (ACT) in force for the banking sector.

Following the above-mentioned three party agreement, Decree-Law no. 127/2011, dated December 31, was issued determining that as from January 1, 2012 the Social Security started to be responsible for the above-mentioned pensions for an amount corresponding to the pension computed in accordance to the terms and conditions in force under the Collective Labour Agreement for the banking sector as at December 31, 2011, including both the vacation (14th month) and Christmas subsidies.

In accordance with this Decree Law, the Bank, through its Pension Fund, only maintains the responsibility for paying:

  • i) The update of the pensions referred to above, in accordance to the Collective Labour Agreement for the banking sector;
  • ii) the employer's contributions to healthcare benefits (SAMS) managed by the respective unions, over the retirement and survival pensions, accordance with the terms of the Collective Labour Agreement for the banking sector;
  • iii) the death subsidy;
  • iv) the survival pensions for children;
  • v) the survival pension for children and living spouse, provided it refers to the same employee;
  • vi) the survival pension for the family of a current pensioner, meeting the vesting conditions as from January 1, 2012.

Under the transfer of responsibilities to the Social Security, the Bank's pension fund assets backing such responsibilities were also transferred. The value of the pension fund assets transferred corresponds to the value of the responsibilities assumed under the mentioned Decree Law, which were determined bearing the following assumptions in mind:

Mortality table male population TV 73/77 less 1 year Mortality table female population TV 88/90 Actuarial technical rate (discount rate) 4%

The assets to be transferred were to be in cash and up to 50% in Portuguese government debt securities valued at the respective market value.

Under the terms of the said Diploma, the ownership of the assets was transferred by the Bank as follows:

  • i) Up to 31 December 2011, an amount equivalent to at least 55% of the provisional present value of the liabilities;
  • ii) By 30 June 2012, the remaining amount to complete the definite present value of the liabilities transferred.

In this regard, and prior to the transfer to the Social Security, the Bank obtained actuarial studies that helped to calculate the amount of the transfer.

Following the transfer agreement of the pensioners to the Social Security, and for purposes of determining the value of the liabilities to be transferred in accordance with the provisions in Decree Law no. 127/2011, of 31 December, the Bank calculated the liabilities separately for serving and retired employees, having defined specific assumptions for each case (Note 43).

The difference between the amount of the liabilities transferred to the Social Security determined as per the above assumptions, and the liabilities determined based on updated actuarial assumptions as adopted by the Bank was recorded under the caption "Staff costs" in the income statement.

Furthermore, the London branch employees are covered by a defined benefit pension plan, for which there is a separate pension fund (Note 43).

In February 2010, a supplementary defined contribution pension plan was approved for a defined set of the Bank's executives, for which an insurance policy was taken out.

BST's retirement pension liability is calculated annually by external experts (Towers Watson International Limited, Portuguese Branch), based on the "Projected Unit Credit" method. The discount rate used in the actuarial calculations is determined based on market rates for high quality corporate bonds, in the currency in which the benefits will be paid (Euros), with similar maturity of the plan's liability. Employees' post-employment benefits also include healthcare assistance (SAMS) and death subsidy during retirement.

Banco Santander Negócios Portugal, S.A. (BSN) did not sign the Collective Labour Agreement (ACT) in force for the banking sector. In 2006 the BSN established a defined contribution pension fund under which employees are allowed to make voluntary contributions. BSN's contribution depended on the results and corresponded to a percentage of the employees wages, with an annual floor of 1,000 Euros per participant. Following the merger of BSN into BST, the employees of the former BSN have been incorporated in the ACT and in BST's defined benefit pension plan as from May 2010, with recognition of the seniority of employees hired before July 1, 1997.

Totta IFIC had no pension fund. As a result of the merger by incorporation of Totta IFIC into BST, the employees of the former Totta IFIC were integrated in the ACT and in BST's defined benefit pension plan as from April 2011. The seniority of the employees hired before July 1, 1997 has been recognised. The increase of past service liability with the employees of Totta IFIC was recognised in the caption "Staff costs".

In the first semester of 2011 BST assumed an increase in liabilities of tEuros 1,044 concerning the employees of Totta IFIC (Note 43).

Application of IAS 19

On 1 January 2004, BST opted not to apply IAS 19 retrospectively, and therefore has not recalculated the actuarial gains and losses that would be deferred on the balance sheet if this standard had been adopted as from the beginning of the pension plans. Accordingly, the actuarial gains and losses existing as at January 1, 2004, as well as those resulting from adopting IAS 19 were reversed/recorded against retained earnings as at the transition date.

In 2011 the Bank decided to change the accounting policy for recognizing actuarial gains and losses using the corridor method, havilg started to recognize actuarial gains and losses in equity, as permitted by IAS 19. The Board of Directors believes that this change reflects the economic and financial position of the Bank more appropriately in respect of pension liabilities.

This alteration of accounting policy was applied retrospectively, as required by IAS 8 (Note 1.5.).

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

The BST records the following components in the "Staff costs" caption of the income statement:

  • Interest cost of the plan, net of the estimated return on plan assets;
  • Current service cost; and
  • Early retirement cost corresponding to the increase in the past sevice liability due to early retirement.

Liabilities with retirement pensions, less the fair value of the assets of the Pension Fund are recorded in the "Other assets" caption (Note 17).

Notice no. 4/2005 of the Bank of Portugal states that the liability arising from pensions being paid shall be fully funded and a 95% minimum funded level for the past service liability of serving employees. Notwithstanding this, it also established a transition period ranging from 5 to 7 years in respect of the increase in the liability as result of the adoption of IAS 19.

A contribution was made by the Bank on December 31, 2011 and 2010 to fully fund its employees' benefit liability, including healthcare assistance (SAMS).

l) Long service bonus

In compliance with the ACT, BST has assumed the commitment to pay serving employees with fifteen, twenty-five and thirty years of good and effective service, a long service bonus corresponding to one, two or three months of their effective monthly wage (in the year the premium is attributed), respectively.

BST determines the present value of its liability for long service bonuses by actuarial calculations using the "Projected Unit Credit" method. The actuarial assumptions used (financial and demographic) are based on expectations, as of the balance sheet date, regarding salary increases and are based on mortality tables adapted to BST's population. The discount rate used is determined based on market rates for high quality corporate bonds with similar maturity of the liability.

Long service bonuses liabilities is recorded in the caption "Other liabilities – long service" (Note 24).

Income tax

BST and the Group's companies are subject to the tax regime established in the Corporate Income Tax Code ("CIRC"). The branches' accounts are consolidated with those of the Bank for tax purposes. In addition to being subject to Corporate Income Tax, the results of the branches are also subject to local taxes in the countries/territories in which they are established. Local taxes are deductible for Corporate Income Tax in Portugal under the terms of article 91 of the CIRC and the Double Taxation Agreements signed by Portugal.

The Offshore branch in the Autonomous Region of Madeira benefits from article 33 of the Statute of Tax Benefits ("EBF"), which grants the exemption from corporate income tax until December 31, 2011. In accordance with article 34 of EBF, for the purposes of this benefit, at least 85% of the taxable profit of the Bank's total operations is considered to result from operations outside of the Madeira free trade area.

In accordance with article 92 of the Corporate Income Tax Code, tax paid under the terms of item 1, article 90, net of international double taxation and any tax benefits, cannot be less than 90% of the amount that would have been determined if the taxpayer did not have the tax benefits established in item 13, article 43 and article 75 of the Corporate Income Tax Code.

Since January 1, 2007, local authorities have been able to establish a maximum local surcharge of up to 1.5% over taxable income subject to and not exempt from corporate income tax. This provision implied that a tax rate of 25% was used at 30 June 2012 and on 31 December 2011 in the computation of deferred tax on any reportable tax losses and that a tax rate of 26.5% would be applied for all other temporary differences resulting from the recognition of corporate income tax for the year.

With the publication of Law no. 12–A/2010, of 30 June, a state surcharge was introduced, and is payable by all taxpayers subject to and not exempt from corporate income tax with taxable income in excess of tEuros 2,000. The state surcharge corresponds to 2.5% of the taxable income exceeding that limit. This means that the tax burden used for the computation of deferred taxes, except for tax losses carried forward, and for the recognition of income tax for the period, was 29%.

With the publication of the State Budget Law for 2012 (Law No. 64-B/2011, dated December 30), the companies that present higher taxable income are subject to higher state surcharge rates. In this sense, the companies with taxable income between tEuros 1,500 and tEuros 10,000 are now subject to a state surcharge rate of 3% and the companies with taxable income exceeding tEuros 10,000 are subject to a rate of 5%. Therefore, whenever the taxable income exceeds tEuros 10,000, a 3% state surcharge rate will be applied to the amount of tEuro 8,500 and a rate of 5% to the exceeding remaining taxable income. Consequently, the tax rate used in the year 2011 was 26.5% up to tEuro 1,500 of taxable income, 29.5% up to tEuro 8,500 of taxable income and 31.5% for the remainder. The Bank determined a tax loss for the year 2011.

The 2011 tax loss can be carried forward for four years, although its deduction will be restricted pursuant to the State Budget Law for 2012, mentioned above, which established that the deduction of tax losses in each year cannot exceed 75% of the respective taxable profit, though the remaining 25% continue to be deductible until the end of the four year period.

It should be pointed out that the losses arising from the 2012 financial year, inclusive, can be carried forward within the five subsequent tax years.

With the publication of Law no. 55 - A/2010, of 31 December, the Bank is subjected to the banking sector contribution regime. The basis of such contribution is as follows:

  • a) Liabilities deducted from Tier 1 and Tier 2 capital and deducted from the deposits under the Deposits Guaranteed Fund coverage. The following are also deducted from the liability thus computed:
  • Balances that in accordance with the applicable accounting standards are accounted for under shareholders´equity;
  • Liabilities associated to the recognition of liabilities for defined benefit plans;
  • Provisions;
  • Liabilities resulting from the revaluation of derivative financial instruments;
  • Deferred income, without consideration of that arising from liability operations and;
  • Liabilities resulting from assets not derecognised within securitization operations.

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Translation of notes originally issued in Portuguese – Note 48)

  • (Amounts expressed in thousands of Euros tEuros, unless otherwise expressly indicated)
  • b) Notional amount of off-balance sheet derivative financial instruments as determined by the taxpayers, excepting hedge derivatives or with open symmetric risk positions.

The rates applicable to the bases of incidence defined in lines a) and b) above are 0.05% and 0.00015%, respectively, as allowed for in no. 1 and 2 of article 5 of Dispatch no. 121/2011, of 30 March.

Deferred tax assets and liabilities correspond to the amount of the tax recoverable and payable in future periods resulting from temporary differences between the carrying value of assets and liabilities in the balance sheet and their respective tax bases. Tax credits are also recognised as deferred tax assets.

Deferred tax assets are recognised when it is estimated that they will be recovered and only up to the amount that will probably be recovered through the existence of sufficient expected future taxable income to absorb the deductible temporary differences.

Deferred tax assets and liabilities were calculated based on the tax rates decreed for the period in which the respective assets are expected to be realised or the liabilities incurred.

Current and deferred taxes are reflected in the income statement, except for taxes on transactions recorded directly in shareholders' equity, namely potential gains and losses on securities available for sale and on cash flow hedging derivatives, and actuarial deviations related to pension liabilities following the change in accounting policy (Note 1.3. k)).

m) Long term incentive plans

The Group has long-term incentive plans for stocks and stock options of Banco Santander, S.A., holding company of the Santander Group. Given their characteristics, these plans consist of equity settled share-based payment transactions, as defined in IFRS 2 and IFRIC 11. The management, hedging and implementation of these long-term incentive plans is provided directly by Banco Santander, S.A.. The Group pays out annually these plans to Banco Santander, S.A..

The acknowledgment of such plans imply the recognition of the Group's employees right to these instruments in the caption "Other reserves" and in the caption "Staff costs" of the income statement, as these are granted in exchange for services rendered.

A description of the long-term incentives plans for stocks and stock options of Banco Santander S.A. in force at 30 June 2012 and 31 December 2011 is included in Note 46.

n) Insurance brokerage services rendered

The Bank uses the principle of accrual accounting for income from the provision of insurance brokerage services - commission. Thus, this income is recorded as it is generated, irrespective of when it is received. Amounts receivable are submitted to impairment analysis.

o) Cash and cash equivalents

In preparing its cash flow statement, the Bank considers "Cash and cash equivalents" to be the total of the captions "Cash and balances in Central Banks" and "Balances in other credit institutions".

1.4. Comparability of information

As mentioned in the Introduction, on April 1, 2011 the Bank carried out a merger by incorporation of Totta IFIC. For accounting purposes the operation was recorded as at that date. The Bank incorporated the assets and liabilities of Totta IFIC at their book value as at March 31, 2011. The difference between the accounting value and the acquisition cost was recorded in the shareholders' equity captions, share premium and reserves resulting from mergers. The impact of the merger on the shareholders' equity of the Bank can be shown as follows:

Shareholders' equity of Totta IFIC as of the merger date
Transfer of the fair value reserve
Other adjustments – incentive plan
175,019
( 7,606 )
( 32 )
Adjusted shareholders' equity ----------
167,381
Acquisition cost of the participation in Totta IFIC on 31 March 2011
Increase of the Bank's share capital
Share premium
----------
10,556
36,618
29,687
---------
76,861
Merger reserve ---------
90,520
=====

Consequently, the Bank's costs and income as at 30 June 2012 are not directly comparable with those on 30 June 2011.

1.5. Retrospective application of changes in accounting policies

As indicated in Note 1.3.k), in 2011, the Bank's Board of Directors decided to alter the accounting policy, ceasing the use of the corridor method and starting to recognize actuarial gains and losses in equity, as permitted by IAS 19.

In accordance with Law no. 64 – B/2011, of the State Budget for 2012, the impact of this change will be accepted for tax purposes over a period of 10 years. Consequently, the Bank recorded deferred tax assets of tEuros 159,238 (Note 16), resulting from the change of this accounting policy.

As required under IAS 8, the effects of the change in the accounting policy in the shareholders' equity as at 1 January 2011, in the net result of the first semester of 2011 and in shareholders' equity as at 30 June 2011:

30-06-2011 01-01-2011
Equity
without
net income
of the year Total
Net income shareholder Shareholder'
equity
equity
Balances before retrospective application 2,353,600 57,451 2,411,051 2,633,112
Impact of the retrospective application as at 1 January 2011
Accumulated actuarial differences as at 01 January 2011 (335,334) - (335,334) (335,334)
Actuarial differences recognised in the first semester of 2011 (49,112) - (49,112) -
Actuarial differences amortised in the first semester of 2011 (excess over the corridor) - 4,299 4,299 -
Tax effect 111,445 - 111,445 97,247
(273,001) 4,299 (268,702) (238,087)
Balances after retrospective application 2,080,599 61,750 2,142,349 2,395,025

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

2. PRINCIPAL ESTIMATES AND UNCERTAINTIES REGARDING THE APPLICATION OF THE ACCOUNTING POLICIES

The preparation of the financial statements requires estimates and assumptions to be made by the Bank's Board of Directors. These estimates are subjective by nature and may affect the value of the assets and liabilities, income and costs, and also of the contingent liabilities disclosed.

Employees' post-employment benefits

Retirement and survival pensions have been estimated using actuarial valuations performed by external experts certified by the Portuguese Securities and Exchange Commission (Comissão dos Mercados de Valores Mobiliários - CMVM). These estimates incorporate a set of financial and actuarial assumptions, including discount rate, expected return on pension assets of the Fund, the mortality, disability, pension growth and wages, amongst others. Note that the expected return of the Pension Fund has an impact on the annual cost of pensions.

The assumptions adopted correspond to the best estimate of the Bank and of the actuaries of the future behaviour of these variables.

Valuation of financial instruments not traded on active markets

Models and valuation techniques, such as those described in Note 1.3 e) and f) above, are used to value financial instruments not traded in active markets. Consequently, the valuations correspond to the best estimate of the fair value of these instruments as at the balance sheet date. As mentioned in Note 1.3. e) to ensure an adequate segregation of duties, the valuation of these financial instruments is determined by an independent area of the trading function.

Determination of impairment losses on loans

Impairment losses on loans have been determined as explained in Note 1.3 c) above. Consequently, impairment assessment determined on an individual basis corresponds to the Bank's judgement as to the financial situation of the customers and its estimate of the value of the loan guarantees given, and the consequent impact on the expected future cash flows. Impairment losses determined on a collective basis are estimated based on historical parameters for comparable types of operations, considering estimates of overdue instalments, default and recoverability.

Determination of impairment losses on available-for-sale financial sale

As described in Note 1.3. e), the unrealised capital losses resulting from the valuation of these assets are recognised under the revaluation reserve (equity). Whenever there is objective evidence of impairment, the accumulated capital losses that have been recognised in equity are transferred to the year profit or loss.

In the case of equity instruments, the determination of impairment losses may involve a degree of subjectivity. The Bank determines whether or not impairment on these assets exists through specific analysis at each balance sheet date taking into account the existence of any of the events foreseen IAS 39 (see Note 1.3. e)).

In the case of debt instruments recorded in this caption, unrealised capital losses are transferred from the fair value reserve to profit or loss whenever there are indications that default might occur over overdue installments, namely, due to financial difficulties of the issuer, failure to comply with other financial liabilities, or a significant deterioration in the rating of the issuer.

Taxes

Deferred tax assets are recognised based on the assumption of the existence of future taxable income. Furthermore, deferred tax assets and liabilities have been determined based on the interpretation of the tax legislation currently in force. Therefore, changes in tax legislation or in its interpretation by the competent authorities may have an impact on the amount of deferred taxes.

The Bank, as an entity subject to Bank of Portugal supervision, must present separate (nonconsolidated) financial statements in accordance with the Adjusted Accounting Standards as issued under Bank of Portugal Notice 1/2005, dated February 21, and which form the basis for determining the taxable profit.

In order to adapt the Corporate Income Tax Code to International Accounting Standards as adopted by the European Union and to the new accounting system "Sistema de Normalização Contabilistica" (SNC), approved by Decree Law No. 158/2009, dated July 13, the Decree Law No. 159/2009, dated July 13, was also approved.

This Decree Law no. 159/2009, of 13 July, amended some articles of the Corporate Income Tax Code and also revoked paragraph 2 of Article 57 of the State Budget Law of 2007. These changes came into force on 1 January, 2010.

In this regard, these new rules were observed to compute the taxable profit for 2011 and the first semester of 2012, in accordance with their interpretation by the Bank.

3. SEGMENT DISCLOSURES

In accordance with the requirements of IFRS 8, the disclosures of the Bank's operating segments are presented below in accordance with the information reviewed by the management:

Global Banking & Markets:

This area essentially includes the Bank's activity with financial markets and large companies, providing financial advisory services, namely Corporate and Project Finance, as well as intermediary, custody and settlement services.

Retail banking:

This essentially corresponds to credit granting operations and obtention of funds from private customers and businesses with a turnover of less than 5 million Euros through the branches network, telephone and internet banking services.

Commercial banking:

This is geared towards companies with a turnover ranging between 5 and 125 million Euros. This activity is backed by the branches network as well as by specialised services, and includes a variety of products such as loans, project funding, export financing and real estate.

Asset management:

This area results from the investment fund management activity, which includes the launching of funds, the objective of which is to create added value products for the Group's customers.

Corporate activities:

This area covers all the activities that provide support to the Group's main activities but which are not directly related to its core business, including also liquidity management, balance sheet hedging and Group funding.

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

The income statement by segment as at 30 June 2012 and 2011 (Restated) is made up as follows:

30-06-2012
Global
Banking
& Markets
Retail
banking
Commercial
banking
Asset
Management
Corporate
activities
Consolidated
Total
Financial margin (narrow sense)
Income from equity instruments
36,264
-
165,232
-
80,837
-
-
-
(167)
1,645
282,166
1,645
Financial margin 36,264 165,232 80,837 - 1,478 283,811
Net commissions
Other results from banking activity
34,791
-
128,993
2,525
11,717
-
3,890
(15)
707
(5,820)
180,098
(3,310)
Commercial margin 71,055 296,750 92,554 3,875 (3,635) 460,599
Income from financial operations 5,759 (85) 201 - 72,871 78,746
Net income from banking activities 76,814 296,665 92,755 3,875 69,236 539,345
Operating costs
Depreciation and amortization
(9,236)
(1,529)
(167,705)
(29,140)
(22,580)
(1,919)
(2,309)
(122)
-
-
(201,830)
(32,710)
Net operating income 66,049 99,820 68,256 1,444 69,236 304,805
Impairment and provisions, net of reversals
Result from associates
(7,008)
-
(143,392)
-
(37,176)
4,611
(1,354)
-
(56,525)
(8)
(245,455)
4,603
Income befora taxes and minority interest 59,041 (43,572) 35,691 90 12,703 63,953
Tax expense
Income attributable to minority interests
(17,122)
-
12,490
-
(9,013)
-
(27)
-
1,864
3
(11,808)
3
Net result of the period 41,919 (31,082) 26,678 63 14,570 52,148
30-06-2011 (Restated)
Global
Banking
& Markets
Retail
banking
Commercial
banking
Asset
Management
Corporate
activities
Consolidated
Total
Financial margin (narrow sense) 19,821 229,110 52,990 - (9,300) 292,621
Income from equity instruments - - - - 1,239 1,239
Financial margin 19,821 229,110 52,990 - (8,061) 293,860
Net commissions 44,585 131,555 11,081 5,197 (7,666) 184,752
Other results from banking activity - 3,498 - 10 (8,945) (5,437)
Commercial margin 64,406 364,163 64,071 5,207 (24,672) 473,175
Income from financial operations 10,158 (742) 283 - (79,745) (70,046)
Net income from banking activities 74,564 363,421 64,354 5,207 (104,417) 403,129
Operating costs (10,814) (185,307) (21,600) (2,608) - (220,329)
Depreciation and amortization (1,297) (27,425) (1,731) (178) - (30,631)
Net operating income 62,453 150,689 41,023 2,421 (104,417) 152,169
Impairment and provisions, net of reversals (1,044) (65,800) (434) (1) (27,895) (95,174)
Result from associates - - 3,731 - 2,728 6,459
Income befora taxes and minority interest 61,409 84,889 44,320 2,420 (129,584) 63,454
Tax expense (1,775) (2,342) (1,268) (70) 3,745 (1,710)
Income attributable to minority interests - - - - 6 6
Net result of the period 59,634 82,547 43,052 2,350 (125,833) 61,750

NOTES TO T (REST HE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 ATED)

(Translation of notes originally issued in Portuguese – Note 48)

(Amounts e xpressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

The assets and liabilities under management for each business segment as at 30 June 2012 and 31 December 2011, in accordance with the information used by the Group's management for decision making, are as follows:

30-06-2012
Global
Banking Retail Commercial Asset Corporate Consolidated
& Markets banking banking Management activities Total
Assets
Loans and advances to customers
Mortgage Loans - 16,015,552 - - - 16,015,552
Consumer credit - 1,507,366 - - - 1,507,366
Other loans 1,994,267 3,892,041 4,908,791 - - 10,795,099
1,994,267 21,414,959 4,908,791 - - 28,318,017
Total allocated assets 1,994,267 21,414,959 4,908,791 - - 28,318,017
Total non-allocated assets 11,904,791
Total assets 40,222,808
Liabilities
Resources in the balanc
e sheet
Customers' accounts a
nd other resources
395,623 16,813,080 2,994,343 - - 20,203,046
Debt securities issued - 426,209 410,316 - 4,926,922 5,763,447
395,623 17,239,289 3,404,659 - 4,926,922 25,966,493
Guarantees and other sureties given 323,872 194,233 849,064 - - 1,367,169
Investment funds - 1,271,691 602,026 780,085 - 2,653,802
31-12-2011
Global
Banking Retail Commercial Asset Corporate Consolidated
& Markets banking banking Management activities Total
Assets
Loans and advances to customers
Mortgage Loans - 16,033,835 - - - 16,033,835
Consumer credit - 1,537,078 - - - 1,537,078
Other loans 1,674,615 3,816,266 5,310,233 - - 10,801,114
1,674,615 21,387,179 5,310,233 - - 28,372,027
Total allocated assets 1,674,615 21,387,179 5,310,233 - - 28,372,027
Total non-allocated assets 11,743,287
Total assets 40,115,314
Liabilities
Resources in the balance sheet
Customers' accounts and other resources 576,672 16,580,506 2,686,926 - - 19,844,104
Debt securities issued -
576,672
467,810
17,048,316
387,979
3,074,905
-
-
6,538,076
6,538,076
7,393,865
27,237,969
Guarantees and other sureties given 336,364 198,533 953,558 - - 1,488,455
Investment funds - 1,448,516 580,001 778,619 - 2,807,136

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Translation of notes originally issued in Portuguese – Note 48) (Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

The information by geographic area of the consolidated activity, namely the balance sheet and the income statement, is presented below. At 30 June 2012, the balance sheet by geographic segments was as follows:

Dom
est
ic o
atio
per
ns
Por
tug
al
Irel
and
Ang
ola
Pue
rto
Ric
o
Oth
er
Tot
al
Co
lida
ted
nso
Tot
al
Ass
ets
Cas
h a
nd
dep
osi
ts a
t ce
ntra
l ba
nks
279
,42
9
- - - - - 279
,42
9
Bal
due
fro
m b
ank
anc
es
s
183
,28
7
22 - 49 486 557 183
,84
4
Fin
ial a
ts h
eld
for
tra
din
anc
sse
g
2,0
58,
267
- - 5 - 5 2,0
58,
272
Oth
er f
ina
ncia
l as
set
s d
esi
ted
at f
air
valu
e th
gh
fit o
r lo
gna
rou
pro
ss
93,
318
- - - - - 93,
318
le-f
fin
Ava
ilab
ale
ial a
ts
or-s
anc
sse
4,9
52,
291
- - - - - 4,9
52,
291
Loa
and
ad
to
ban
ks
ns
van
ces
2,4
62,
199
- - 239 - 239 2,4
62,
438
Loa
and
ad
to
tom
ns
van
ces
cus
ers
28,
318
,01
7
- - - - - 28,
318
,01
7
Hed
gin
g d
eriv
ativ
es
196
,63
3
- - - - - 196
,63
3
Non
t
set
s h
eld
for
le
-cu
rren
as
sa
180
,10
6
- - - - - 180
,10
6
Oth
er t
ible
set
ang
as
s
347
,28
7
- - - 55 55 347
,34
2
Inta
ngi
ble
set
as
s
81,
677
- - - - - 81,
677
Inve
stm
ent
s in
iate
as
soc
s
(29
9)
,92
- 172
,69
2
- - 172
,69
2
142
,76
3
Cu
t tax
set
rren
as
s
25,
000
428 - - - 428 25,
428
Def
d ta
set
erre
x as
s
700
,76
3
- - - - - 700
,76
3
Oth
ts
er a
sse
199
,39
0
- - 4 1,0
93
1,0
97
200
,48
7
Tot
al N
et A
ts
sse
40,
047
,73
5
450 172
,69
2
297 1,6
34
175
,07
3
40,
222
,80
8
Lia
bilit
ies
Res
of
tral
ba
nks
our
ces
cen
6,8
51,
615
- - - - - 6,8
51,
615
Fin
ial l
iab
ilitie
s h
eld
for
tra
din
anc
g
1,8
55,
880
- - 12 - 12 1,8
55,
892
Res
of
oth
er f
ina
ncia
l ins
titut
ion
our
ces
s
2,6
32,
474
- - - - - 2,6
32,
474
of
Res
tom
d o
the
r lo
our
ces
cus
ers
an
ans
20,
036
,98
5
- - 166
,06
1
- 166
,06
1
20,
203
,04
6
Deb
t se
ities
iss
ued
cur
5,7
63,
447
- - - - - 5,7
63,
447
Hed
gin
g d
eriv
ativ
es
314
,01
8
- - 9 - 9 314
,02
7
Pro
visi
ons
71,
929
- - - - - 71,
929
Cu
t tax
lia
bilit
ies
rren
2,9
95
- - - - - 2,9
95
Def
d ta
x lia
bilit
ies
erre
97,
009
1,7
07
- - - 1,7
07
98,
716
Sub
ord
ina
ted
lia
bilit
ies
4,3
21
- - - - - 4,3
21
Oth
er l
iab
ilitie
s
315
,82
8
118 - 130 214 462 316
,29
0
Tot
al L
iab
ilitie
s
37,
946
,50
1
1,82
5
- 166
,21
2
214 168
,25
1
38,
114
2
,75
Tot
al s
har
eho
lde
rs'
1,4
84,
648
22,
194
11,
323
283
,47
0
306
,42
1
623
,40
8
2,1
08,
056
uity
eq
Tot
al l
iab
ilitie
nd
sha
reh
old
' eq
uity
s a
ers
39,
431
,14
9
24,
019
11,
323
449
,68
2
306
,63
5
791
,65
9
40,
222
,80
8

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Translation of notes originally issued in Portuguese – Note 48) (Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

On 31 December 2011, the balance sheet by geographic segments was as follows:

Do
stic
tion
me
op
era
s
Inte
tion
al o
atio
rna
per
ns
Po
rtug
al
Irel
and
Ang
ola
Pue
rto
Ric
o
Oth
er
Tot
al
Co
lida
ted
nso
Tot
al
As
set
s
Ca
sh
and
de
its
at c
ent
ral
ban
ks
pos
387
,83
7
- - - - - 387
,83
7
Ba
lan
du
e fr
ba
nks
ces
om
356
,24
9
24 - 79 610 713 356
,96
2
fo
Fin
ial
ets
he
ld
r tra
din
anc
ass
g
1,9
95,
784
- - - - - 1,9
95,
784
Oth
fin
ial
ets
de
sig
nat
ed
at f
air
val
thro
h p
rofi
t or
er
anc
ass
ue
ug
80,
121
- - - - - 80,
121
Ava
ilab
le-f
sal
e fi
cia
l as
set
or-
nan
s
4,4
39,
605
- - - - - 4,4
39,
605
Loa
and
ad
to
ban
ks
ns
van
ces
2,6
89,
956
2,7
20
- 235 - 2,9
55
2,6
92,
91
1
Loa
and
ad
to
tom
ns
van
ces
cus
ers
28,
372
,02
7
- - - - - 28
,37
2,0
27
He
dg
ing
de
riva
tive
s
167
,30
2
- - - - - 167
,30
2
No
s h
eld
for
le
ent
set
n-c
urr
as
sa
141
,16
3
- - - - - 141
,16
3
Oth
er t
ible
set
ang
as
s
365
,33
4
- - - 81 81 365
,41
5
Inta
ible
set
ng
as
s
74,
230
- - - - - 74,
230
Inve
s in
iate
stm
ent
as
soc
s
(
25
,91
8)
- 158
,97
0
- - 158
,97
0
133
,05
2
Cu
nt t
ets
rre
ax
ass
17,
632
- - - - - 17,
632
De
fer
red
tax
set
as
s
714
,81
7
- - - - - 714
,81
7
Oth
ts
er a
sse
175
,32
6
2 - 4 1,1
24
1,1
30
176
,45
6
Tot
al n
et A
ts
sse
39,
95
1,4
65
2,7
46
158
,97
0
318 1,8
15
163
,84
9
40
,11
5,3
14
Lia
bili
ties
Re
f ce
ntra
l ba
nks
sou
rce
s o
4,9
13,
234
- - - - - 4,9
13,
234
Fin
ial
liab
iliti
h
eld
for
tra
din
anc
es
g
1,6
63,
246
- - 53 - 53 1,6
63,
299
f ot
fin
Re
her
ial
ins
titu
tion
sou
rce
s o
anc
s
3,4
55,
964
155
,56
8
- - - 155
,56
8
3,6
11,
532
Re
f cu
sto
nd
oth
er l
sou
rce
s o
me
rs a
oan
s
19,
706
,99
2
- - 137
,11
2
- 137
,11
2
19,
844
,10
4
De
bt s
ritie
s is
d
ecu
sue
7,3
93,
865
- - - - - 7,3
93,
865
He
dg
ing
de
riva
tive
s
282
,88
9
- - - - - 282
,88
9
Pro
vis
ion
s
75,
482
- - - - - 75,
482
Cu
nt t
liab
iliti
rre
ax
es
4,6
73
957 - 915 - 1,8
72
6,5
45
De
fer
red
lia
bili
ties
tax
64
,03
7
2,9
35
- - - 2,9
35
66,
972
Su
bor
din
ate
d li
abi
litie
s
4,3
28
- - - - - 4,3
28
Oth
er l
iab
iliti
es
289
,11
6
98 - 133 242 473 289
,58
9
Tot
al L
iab
iliti
es
37,
853
,82
6
159
8
,55
- 138
,21
3
242 298
,01
3
38,
151
,83
9
Tot
al s
har
eho
lde
rs'
uity
eq
1,3
87,
319
(
11,
44
1)
6,8
83
275
,59
5
305
,11
9
576
,15
6
1,9
63,
475
Tot
al l
iab
iliti
and
sh
hol
der
s'
uity
es
are
eq
39,
24
1,1
45
148
,11
7
6,8
83
413
,80
8
305
,36
1
874
,16
9
40
,11
5,3
14

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Translation of notes originally issued in Portuguese – Note 48) (Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

On 30 June 2012, the income statement by geographic segments was as follows:

Do
stic
tion
me
op
era
s
Inte
tion
al o
rat
ion
rna
pe
s
Co
lida
ted
nso
Por
al
tug
Irela
nd
An
la
go
Pue
Ric
rto
o
Oth
er
Tot
al
To
tal
Inte
t an
d s
imil
ar i
res
nco
me
904
,41
7
3 - 15 - 18 904
,43
5
Inte
t an
d s
imil
har
res
ar c
ges
(
619
,15
6)
(
460
)
- (
2,6
53)
- (
3,1
13)
(
622
,26
9)
Fin
ial
in
anc
ma
rg
285
,26
1
(
)
457
- (
38)
2,6
- (
95)
3,0
282
,16
6
Inco
fro
ity
inst
ent
me
e
m
qu
rum
s
1,6
45
- - - - - 1,6
45
Inco
fro
ices
d c
mis
sio
me
s
m
erv
an
om
n
203
,14
1
- - - 8 8 203
,14
9
Cha
ith s
ices
d c
mis
sio
rge
s w
erv
an
om
n
(
22,
929
)
- - - (
122
)
(
122
)
(
23,
051
)
Res
ult
of a
ts
nd
liab
ilitie
s d
esi
ted
at
fair
lue
thro
h p
rof
it o
r lo
sse
a
gna
va
ug
ss
(
3,5
52)
- - 8 - 8 (
3,5
44)
of a
le-f
e fi
Res
ult
vai
lab
sal
cia
l
set
or-
nan
as
s
(
15)
3,8
- - - - - (
15)
3,8
Res
ult
of f
ign
han
alu
atio
ore
exc
ge
rev
n
2,6
09
- - 1 - 1 2,6
10
Res
ult f
le o
f ot
her
set
rom
sa
as
s
83,
497
- - (
2)
(
2)
83,
495
Oth
atin
sul
ts
er o
per
g re
(
3,2
68)
- - (
2)
(
40)
(
42)
(
3,3
10)
Net
inc
e f
ba
nk
ing
tiv
itie
om
rom
ac
s
542
,58
9
(
457
)
- (
2,6
31)
(
156
)
(
3,2
44)
539
,34
5
Sta
ff c
ost
s
(
132
,56
4)
(
95)
- (
105
)
(
336
)
(
536
)
(
133
,10
0)
Ge
al a
dm
inis
ive
trat
ts
ner
cos
(
68,
322
)
(
199
)
- (
54)
(
155
)
(
408
)
(
68,
730
)
Dep
iatio
nd
orti
zat
ion
rec
n a
am
(
32,
703
)
- - - (
7)
(
7)
(
32,
710
)
Pro
vis
ions
t of
llati
ne
ca
nce
ons
(
4,1
07)
- - - - - (
4,1
07)
Loa
n im
irm
ent
t of
als
and
ries
pa
ne
rev
ers
rec
ove
(
214
,88
1)
- - - - - (
214
,88
1)
Imp
airm
of
oth
er f
ina
nci
al a
f re
sal
nd
ries
ent
ts n
et o
sse
ver
s a
rec
ove
(
20)
- - - - - (
20)
Imp
airm
of
oth
f re
sal
nd
ries
ent
ts n
et o
er a
sse
ver
s a
rec
ove
(
26,
447
)
- - - - - (
26,
447
)
Res
ult f
iate
rom
as
soc
s
639 - 3,9
64
- - 3,9
64
4,6
03
Inc
e b
efo
d m
ino
rity
int
tax
sts
om
re
es
an
ere
64,
184
(
751
)
3,9
64
(
2,7
90)
(
654
)
(
231
)
63,
953
Cur
t ta
ren
xes
(
15,
497
)
(
5,5
23)
- - - (
5,5
23)
(
21,
020
)
Def
ed
tax
err
es
7,9
92
1,2
20
- - - 1,2
20
9,2
12
Inc
fte
r ta
d b
efo
mi
rity
int
sts
om
e a
xes
an
re
no
ere
56,
679
(
5,0
54)
3,9
64
(
2,7
90)
(
654
)
(
4,5
34)
52,
145
Min
orit
inte
ts
y
res
3 - - - - - 3
Co
olid
d n
inc
ttri
but
abl
he
sh
ho
lde
of
BST
ate
et
e t
o t
ns
om
e a
are
rs
56,
676
(
5,0
54)
3,9
64
(
2,7
90)
(
654
)
(
4,5
34)
52,
148

NOTES TO T(Translation of notes originally issued in (Amounts e HE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) Portuguese – Note 48) xpressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

On 30 June 2011 (Restated), the income statement by geographic segments was as follows:

Do
stic
tio
me
op
era
ns
Inte
rna
tio
l op
tio
na
era
ns
Po
l
rtu
ga
Ire
lan
d
An
la
go
Pue
Ric
rto
o
Oth
er
Tot
al
Co
olid
ate
d
ns
To
tal
Inte
t an
d s
imil
ar i
res
nco
me
866
,18
1
234 - 197 - 431 866
,61
2
Inte
t an
d s
imil
har
res
ar c
ges
(
570
,33
2)
(
1,9
62)
- (
1,6
97)
- (
3,6
59)
(
573
,99
1)
Fin
ial
in
anc
ma
rg
295
,84
9
(
1,7
28)
- (
1,5
00)
- (
3,2
28)
292
,62
1
Inco
fro
ity
ins
tru
nts
me
m e
qu
me
1,2
39
- - - - - 1,2
39
fro
Inco
ice
nd
mis
sio
me
m s
erv
s a
com
n
210
,27
4
- - - - - 210
,27
4
Cha
ith
vic
and
iss
ion
rge
s w
ser
es
co
mm
(
25,
401
)
- - - (
121
)
(
121
)
(
25,
522
)
Res
ult
of
nd
liab
ilitie
s d
esi
ted
fair
lue
thro
h p
rof
it o
r lo
set
at
as
s a
gna
va
ug
ss
42
5,5
- - (
13)
- (
13)
29
5,5
Res
ult
of
aila
ble
-fo
ale
fin
ial a
ts
av
r-s
anc
sse
(
77,
011
)
- - - - - (
77,
011
)
Res
ult
of
fo
reig
xch
val
ion
uat
n e
ang
e re
1,7
98
- - (
4)
- (
4)
1,7
94
Res
ult f
le o
ot
f
her
set
rom
sa
as
s
(
364
)
- - - 6 6 (
358
)
Oth
atin
sul
ts
er o
per
g re
(
5,3
88)
- - (
2)
(
47)
(
49)
(
5,4
37)
Net
in
e f
ba
nk
ing
tiv
itie
com
rom
ac
s
406
,53
8
(
28)
1,7
- (
19)
1,5
(
)
162
(
09)
3,4
403
,12
9
Sta
ff c
ost
s
(
147
,89
7)
(
80)
- (
98)
(
344
)
(
522
)
(
148
,41
9)
Ge
al a
dm
inis
ive
trat
ts
ner
cos
(
71,
490
)
(
201
)
- (
56)
(
163
)
(
420
)
(
71,
910
)
Dep
iatio
nd
orti
zat
ion
rec
n a
am
(
30,
616
)
- - - (
15)
(
15)
(
30,
631
)
Pro
vis
ion
et o
f ca
llati
s n
nce
ons
243 - - - - - 243
Loa
n im
irm
ent
t of
als
d re
erie
pa
ne
rev
ers
an
cov
s
(
73,
249
)
- - - - - (
73,
249
)
Imp
airm
ent
of
oth
er f
ina
nci
al a
ts n
et o
f re
sal
nd
ries
sse
ver
s a
rec
ove
(
3,3
05)
- - - - - (
3,3
05)
Imp
airm
of
oth
f re
sal
nd
ries
ent
ts n
et o
er a
sse
ver
s a
rec
ove
(
18,
863
)
- - - - - (
18,
863
)
Res
ult f
iate
rom
as
soc
s
2,7
29
- 3,7
30
- - 3,7
30
6,4
59
Inc
b
efo
tax
d m
ino
rity
int
sts
om
e
re
es
an
ere
64,
090
(
2,0
09)
3,7
30
(
1,6
73)
(
684
)
(
636
)
63,
454
Cur
t ta
ren
xes
(
7,4
29)
(
7,2
31)
- (
427
)
(
16)
(
7,6
74)
(
15,
103
)
Def
ed
tax
err
es
14,
488
(
1,0
87)
- (
1)
(
7)
(
1,0
95)
13,
393
Inc
fte
ta
d b
efo
ino
rity
int
sts
om
e a
r
xes
an
re
m
ere
71,
149
(
)
10,
327
3,7
30
(
01)
2,1
(
)
707
(
05)
9,4
61,
744
Min
orit
inte
ts
y
res
(
6)
- - - - - (
6)
Co
olid
ate
d
et
inc
ttr
ibu
tab
le t
o t
he
sh
ho
lde
of
BST
ns
n
om
e a
are
rs
71,
155
(
10,
327
)
3,7
30
(
2,1
01)
(
707
)
(
9,4
05)
61,
750

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED)

(Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

4. GROUP COMPANIES AND TRANSACTIONS DURING THE YEAR

As at 30 June 2012 and 31 December 2011, the subsidiaries and associated companies and their more significant financial data, taken from their respective individual financial statements, excluding of conversion adjustments to the IAS/IFRS, may be summarised as follows:

Direct
participation (%)
Effective
participation (%)
Total assets
(net)
Shareholders'
equity
Net income
of the period
Company 30-06-2012 31-12-2011 30-06-2012 31-12-2011 30-06-2012 31-12-2011 30-06-2012 31-12-2011 30-06-2012 30-06-2011
BANCO SANTANDER TOTTA, S.A. - - 100.00 100.00 41,350,511 45,639,291 1,186,688 746,961 2,791 15,473
BANCO CAIXA GERAL TOTTA DE ANGOLA (3) - - 24.99 24.99 1,129,298 1,507,229 199,565 159,186 19,261 14,121
TOTTA & AÇORES FINANCING (1) (5) 100.00 100.00 100.00 100.00 305,611 311,790 305,611 299,430 6,180 6,180
SERFIN INTERNATIONAL BANK & TRUST - - 100.00 100.00 35,142 33,994 35,126 33,973 212 80
TOTTA & AÇORES, INC. - NEWARK 100.00 100.00 100.00 100.00 1,321 1,344 1,120 1,121 (31) 56
TOTTA IRELAND, PLC (4) 100.00 100.00 100.00 100.00 879,723 625,866 426,929 463,700 43,137 55,255
SANTOTTA-INTERNACIONAL, SGPS 100.00 100.00 100.00 100.00 103,806 102,948 75,932 75,827 104 (53)
TOTTA URBE - Emp.Admin. e Construções, S.A. (2) 100.00 100.00 100.00 100.00 124,449 121,003 119,794 117,281 862 1,043
BENIM, S.A. (3) - - 25.81 25.81 - n.d. - n.d. - n.d.
SANTANDER - GESTÃO DEACTIVOS,SGPS, S.A. 100.00 100.00 100.00 100.00 51,532 50,308 42,049 49,732 1,771 14,522
BST INTERNATIONAL BANK, INC. - PORTO RICO (1) (6) 100.00 100.00 100.00 100.00 484,612 440,831 298,617 300,596 8,206 8,145
SANTANDER, ASSET MANAGEMENT, SGFIM, SA - - 100.00 100.00 25,635 25,258 22,889 22,294 625 1,506
TAXAGEST, SGPS, S.A. 99.00 99.00 99.00 99.00 59,940 55,004 54,934 55,000 (66) (625)
PARTANG, SGPS (3) 0.49 0.49 49.00 49.00 135,467 113,535 134,948 112,384 9,936 2
SANTANDER PENSÕES - - 100.00 100.00 4,547 4,064 3,269 3,862 430 625
UNICRE- INSTITUIÇÃO FINANCEIRA DE CRÉDITO, S.A. (3) 21.50 21.50 21.50 21.50 292,809 307,856 73,400 73,375 3,549 4,945
HIPOTOTTA no. 1 PLC - - - - 226,870 238,832 (3,218) (2,923) (1,856) (1,573)
HIPOTOTTA no. 4 PLC - - - - 1,258,319 1,299,458 (21,723) (17,616) (9,956) (4,869)
HIPOTOTTA no. 5 PLC - - - - 1,046,024 1,076,745 (12,504) (8,857) (5,370) (4,515)
HIPOTOTTA no. 7 Ltd - - - - 1,284,695 1,319,559 (18,748) (12,110) (6,693) (3,674)
HIPOTOTTA no. 8 Ltd (7) - - - - - - - - - (1,430)
LEASETOTTA no. 1 Ltd - - - - 673,776 917,043 (9,601) (6,050) (1,751) (2,648)
HIPOTOTTA no. 1 FTC - - - - 215,093 228,332 213,319 226,181 (1,939) (1,861)
HIPOTOTTA no. 4 FTC - - - - 1,222,840 1,276,937 1,217,433 1,263,330 (10,782) (6,635)
HIPOTOTTA no. 5 FTC - - - - 1,031,462 1,068,126 1,026,121 1,059,767 (6,524) (3,689)
HIPOTOTTA no. 7 FTC - - - - 1,255,045 1,303,213 1,251,799 1,291,479 (8,417) (4,865)
HIPOTOTTA no. 8 FTC (7) - - - - - - - - - (2,397)
LEASETOTTA no. 1 FTC - - - - 583,276 724,957 596,455 709,099 - -
TAGUS - Soc. Titularização de Créditos, S.A. (HIPOTOTTA no. 11) (7) - - - - - 1,881,452 - 100,452 - -
TAGUS - Soc. Titularização de Créditos, S.A. (HIPOTOTTA no. 12) (7) - - - - 921 1,253,838 55,314 75,254 - -
TAGUS - Soc. Titularização de Créditos, S.A. (BST SME no. 1) (7) - - - - - 2,028,717 - 98,179 - -
TAGUS - Soc. Titularização de Créditos, S.A. (TOTTA CONSUMER no - - - - 169,603 962,218 71,155 111,278 - -
Consolidation
Company Business Head office method
BANCO SANTANDER TOTTA, S.A. Banking Portugal Parent company
BANCO CAIXA GERAL TOTTA DE ANGOLA (3) Banking Angola Excluded from consolidation
TOTTA & AÇORES FINANCING (1) (5) Banking Cayman Islands Full
SERFIN INTERNATIONAL BANK & TRUST Banking Cayman Islands Full
TOTTA & AÇORES, INC. - NEWARK Obtaining funds USA Full
TOTTA IRELAND, PLC Investment management Ireland Full
SANTOTTA-INTERNACIONAL, SGPS Holding company Madeira Full
TOTTA URBE - Emp.Admin. e Construções, S.A. (2) Real estate management Portugal Full
BENIM, S.A. (3) Real estate Portugal Excluded from consolidation
SANTANDER - GESTÃO DEACTIVOS,SGPS, S.A. Holding company Portugal Full
BST INTERNATIONAL BANK, INC. - PORTO RICO (1) (6) Banking Puerto Rico Full
SANTANDER, ASSET MANAGEMENT, SGFIM, SA Fund management Portugal Full
TAXAGEST, SGPS, S.A. Holding company Portugal Full
SANTANDER PENSÕES - SOCIEDADE GESTORES DE FUNDOS DE PENSÕES, S.A. Pension fund management Portugal Full
PARTANG, SGPS (3) Holding company Portugal Excluded from consolidation
UNICRE - INSTITUIÇÃO FINANCEIRA DE CRÉDITO, S.A. (3) Credit Card Management Portugal Excluded from consolidation
HIPOTOTTA no. 1 PLC Investment management Ireland Full
HIPOTOTTA no. 4 PLC Investment management Ireland Full
HIPOTOTTA no. 5 PLC Investment management Ireland Full
HIPOTOTTA no. 7 Ltd Investment management Ireland Full
HIPOTOTTA no. 8 Ltd (7) Investment management Ireland Full
HIPOTOTTA no. 1 FTC Securitized loans fund Portugal Full
HIPOTOTTA no. 4 FTC Securitized loans fund Portugal Full
HIPOTOTTA no. 5 FTC Securitized loans fund Portugal Full
HIPOTOTTA no. 7 FTC Securitized loans fund Portugal Full
HIPOTOTTA no. 8 FTC (7) Securitized loans fund Portugal Full
LEASETOTTA no. 1 FTC Securitized loans fund Portugal Full
TAGUS - Soc. Titularização de Créditos, S.A. (HIPOTOTTA no. 11) (7) Securitized loans company Portugal Full
TAGUS - Soc. Titularização de Créditos, S.A. (HIPOTOTTA no. 12) (7) Securitized loans company Portugal Full
TAGUS - Soc. Titularização de Créditos, S.A. (BST SME no. 1) (7) Securitized loans company Portugal Full
TAGUS - Soc. Titularização de Créditos, S.A. (TOTTA CONSUMER no. 1) Securitized loans company Portugal Full

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED)

(Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

  • (1) The shareholders' equity of these companies includes preference shares subscribed by Santander Group companies (Note 27).
  • (2) The shareholders' equity of this company includes supplementary capital contributions totalling tEuros 99.760.
  • (3) Valued by the equity method.
  • (4) The amounts reflected in the columns "Net income" correspond to net income determined in the period between 1 December 2011 and 2010 and 30 June 2012 and 2011, as this entity closes its financial year on 30 November. In the period between 1 January and 30 June 2012, the net result of Totta Ireland, Plc. was tEuros 36,437.
  • (5) The share capital is made up of 50,000 ordinary shares with a nominal value of 1 United States Dollar each and 300,000 non-voting preference shares with a nominal value of 1,000 Euros each. Considering preference shares, the Bank's effective participation in this entity is 0.01%.
  • (6) The share capital is made up of 5,000,000 ordinary shares with a nominal value of 1 United States Dollar each and 3,600 non-voting preference shares with a nominal value of 100,000 United States Dollars each. Considering preference shares, the Bank's effective participation in this entity is 1.37%.
  • (7) Emissions settled during 2011 and in the first semester of 2012.

In compliance with IAS 27 and SIC 12, the Group's consolidated financial statements include special purpose entities (SPE) created for securitization operations, given that the Bank retains most of the risks and benefits of their activity. This situation results from the fact that its portfolio includes bonds issued with a higher degree of subordination (Note 44). These entities are referred to above as Leasetotta Ltd, Hipototta FTC, (securitised loans funds) and Hipototta PLC or Ltd (entities which acquired the participating units issued by the securitised loan funds). Regarding Hipototta 11 and 12, BST SME No. 1 and Totta Consumer No. 1, the Group includes in its consolidated accounts the corresponding portion of the financial statements of Tagus - Sociedade de Titularização de Créditos, S.A., since for the same reason it also holds most of the risks and benefits associated to this securitization operation.

Under the agreement signed between the BST and CGD on July 5, 2010, the CGD used its purchase option of 1% of the share capital of Partang, which owns 51% of the share capital of BCGTA. Following this operation, the BST Group now holds 49% of the share capital of Partang, having lost joint control over the BCGTA. In accordance with IAS 27, the Bank valued the shareholding at fair value on the date that joint control was lost, having recorded a gain in its consolidated accounts of tEuros 54,045 (Notes 26, 36 and 37). Following this operation, the participation was recognised by the equity method.

5. CASH AND DEPOSITS AT CENTRAL BANKS

This caption is made up as follows:

====== ======
279,429 387,837
European Central Bank 102,887
-----------
201,130
------------
Demand deposits in Central Banks:
Cash 176,542 186,707
30-06-2012 31-12-2011

In accordance with European Central Bank Regulation 2,818/98, dated December 1, as from January 1, 1999 credit institutions established in Member States shall maintain minimum cash reserves at the participating National Central Banks. The basis for determining the amount of the reserves is all deposits at central banks and financial and monetary entities outside the Euro Zone and all deposits of clients repayable in less than two years time, to which 2% is applied and tEuros 100 is deducted from the amount calculated. The minimum cash reserve requirements earn interest at the average of the rates for the principal refinancing operations of the European Central Bank System.

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

6. BALANCES DUE FROM OTHER BANKS

This caption is made up as follows:

Net balance of the fair value of derivative financial instruments ( 24,813 )
======
45,453
======
Financial liabilities held for trading
Derivatives
Derivative with negative fair value
(1,855,892 )
-------------
(1,663,299 )
-------------
2,058,272
-------------
1,995,784
-------------
------------- -------------
Derivative with positive fair value 1,831,079 1,708,752
Financial assets held for trading
Securities
Participating units
Derivatives
227,193 287,032
30-06-2012 31-12-2011
This caption is made up as follows:
7. FINANCIAL ASSETS / LIABILITIES HELD FOR TRADING
183,844
======
356,962
======
Balances due from foreign banks
Demand deposits
Cheques for collection
117,134
1,801
-----------
273,985
1,853
-----------
Balances due from domestic banks
Demand deposits
Cheques for collection
Interest receivable
429
64,480
-
332
80,789
3
30-06-2012 31-12-2011

As at 30 June 2012 and 31 December 2011, the caption "Participating units" refers essentially to security and real estate investment funds managed by Santander Group entities.

====== ======
227,193 287,032
---------- ------------
Real estate investment funds - 65,973
Special investment funds 25 23
Securities investment funds 227,168 221,036
30-06-2012 31-12-2011

On 31 December 2011, the caption "Real estate investment funds" refers to the market value of the participating units held in the real estate investment funds "Novimovest" and "Lusimovest". During the first semester of 2012, under the provisions of IAS 39, the Bank reclassified these participating units to the caption "Assets available for sale" (Note 9).

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

The caption of derivative financial instruments is made up as follows:

30/06/2012 31/12/2011
Assets Liabilities Net Assets Liabilities Net
(Note 12) (Note 12)
FRA's 248 19 229 109 - 109
Forwards 1,224 668 556 544 9 535
Swaps
Currency swaps - 2,040 (2,040) 28,998 - 28,998
Interest rate swaps 687,698 711,249 (23,551) 722,934 703,704 19,230
Equity swaps 22,305 22,349 (44) 1,232 3,836 (2,604)
Options 82,193 82,186 7 80,637 80,644 (7)
Caps & Floors 1,037,411 1,037,381 30 874,298 875,106 (808)
1,831,079 1,855,892 (24,813) 1,708,752 1,663,299 45,453

8. FINANCIAL ASSETS DESIGNATED AT FAIR VALUE THROUGH PROFIT OR LOSS

On 30 June 2012 and 31 December 2011 the balance of this caption corresponds exclusively to Portuguese Treasury Bonds that fall due in September 2013.

Interest and revaluation results arising out from these financial assets are recorded in the caption "Result of assets and liabilities valued at fair value through profit or loss" (Note 34).

9. AVAILABLE-FOR-SALE FINANCIAL ASSETS

This caption is made up as follows:

30-06-2012
Value
adjustments
Acquisition Interest resulting from Fair Value Reserve Book
Cost receivable hedging operations Positive Negative Total Impairment Value
(Note 22)
Debt instruments
Issued by residents
Treasury Bonds 3,013,852 26,544 136,099 6,216 (429,854) (423,638) (346) 2,752,511
Other Portuguese Government entities 132,004 987 - - (13,199) (13,199) - 119,792
Other residents
Acquired in securitization operations 131,062 129 - - (45,465) (45,465) - 85,726
Unsubordinated debt 327,332 5,759 - - (38,555) (38,555) (231) 294,305
Subordinated debt 16,795 5 - - (12,108) (12,108) - 4,692
Issued by non-residents
Foreign government entities 1,629,189 22,220 130,869 384 (272,325) (271,941) - 1,510,337
Equity instruments
Issued by residents
Valued at fair value 220,128 - - 2,337 (66) 2,271 (54,766) 167,633
Valued at historical cost 21,399 - - - - - (5,947) 15,452
Issued by non-residents
Valued at fair value 1,044 - - 338 - 338 - 1,382
Valued at historical cost 1,206 - - - - - (745) 461
5,494,011 55,644 266,968 9,275 (811,572) (802,297) (62,035) 4,952,291

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED)

(Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

31-12-2011
Value
adjustments
Acquisition Interest resulting from Fair Value Reserve Book
Cost receivable hedging operations Positive Negative Total Impairment Value
(Note 22)
Debt instruments
Issued by residents
Treasury Bonds 2,131,053 25,352 110,949 - (688,358) (688,358) (373) 1,578,623
Other Portuguese Government entities 132,004 988 - - (9,366) (9,366) - 123,626
Other residents
Acquired in securitization operations 134,096 197 - - (22,798) (22,798) - 111,495
Unsubordinated debt 949,321 9,650 - 1,495 (62,587) (61,092) (231) 897,648
Subordinated debt 16,759 8 - - (2,108) (2,108) - 14,659
Issued by non-residents
Foreign government entities 1,638,666 47,306 99,192 523 (157,187) (156,664) - 1,628,500
Other non-residents
Other 16,500 130 - 102 - 102 - 16,732
Equity instruments
Issued by residents
Valued at fair value 108,246 - - - - - (57,373) 50,873
Valued at historical cost 21,648 - - - - - (5,947) 15,701
Issued by non-residents
Valued at fair value 1,016 - - 328 - 328 - 1,344
Valued at historical cost 1,150 - - - - - (746) 404
5,150,459 83,631 210,141 2,448 (942,404) (939,956) (64,670) 4,439,605

As at 30 June 2012 and 31 December 2011, the captions Treasury Bonds and Foreign government entities include capital gains of tEuros 266,968 and tEuros 210,141, respectively, relating to value adjustments resulting from hedging interest rate risk operations. These securities have the following Characteristics: 30/06/2012

31/12/2011
Gains Gains
Acquisition Interest in hedging Fair value Book Acquisition Interest in hedging Fair value Book
Description Cost receivable operations reserve Impairment Value Cost receivable operations reserve Impairment Value
Treasury bonds - Portugal
. Maturity in one year - - - - - - 5,617 24 - (2) - 5,639
. Maturity betw een one and three years 824,135 21,715 32,767 (100,580) - 778,037 825,852 6,635 28,427 (244,873) - 616,041
. Maturity betw een five and ten years 790,171 4,825 103,332 (329,139) - 569,189 790,657 18,687 82,522 (443,167) - 448,699
Treasury bills - Portugal 1,399,060 - - 6,044 - 1,405,104 508,440 - - (316) - 508,124
Other 486 4 - 37 (346) 181 487 6 - - (373) 120
3,013,852 26,544 136,099 (423,638) (346) 2,752,511 2,131,053 25,352 110,949 (688,358) (373) 1,578,623
Treasury bonds - Spain
. Maturity in one year - - - - - - 5,596 23 - 62 - 5,681
. Maturity betw een one and three years 621,256 10,964 - (24,016) - 608,204 - - - - - -
. Maturity betw een three and five years - - - - - - 625,354 24,231 - (10,774) - 63
8,811
. Maturity betw een five and ten years 1,000,000 11,169 130,869 (248,309) - 893,729 1,000,000 22,966 99,192 (146,412) - 975,746
Other 7,933 87 - 384 - 8,404 7,716 86 - 460 - 8,262
1,629,189 22,220 130,869 (271,941) - 1,510,337 1,638,666 47,306 99,192 (156,664) - 1,628,500
4,643,041 48,764 266,968 (695,579) (346) 4,262,848 3,769,719 72,658 210,141 (845,022) (373) 3,207,123

As at 30 June 2012 and 31 December 2011, the Group held in its portfolio Treasury Bonds of Portugal and Spain in the amount of tEuros tEuros 1,438,878 and tEuros 1,874,532, respectively, used as collateral in financing operations (Notes 19).

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED)

(Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

As at 30 June 2012 and 31 December 2011, the caption Debt instruments – other residents includes, among others, the following securities:

30-06-2012 31-12-2011
Acquisition Interest Fair value Book Acquisition Interest Fair value Book
Description Cost receivable reserve Impairment Value Cost receivable reserve Impairment Value
Acquired w ithin securitization operations
ENERGYON NO.2 CLASS A NOTES MAY 96,043 101 (38,477) - 57,667 99,111 154 (22,227) - 77,038
TAGUS ROSE-07 1 SEC NOTES DEC/12 34,968 28 (6,968) - 28,028 34,936 42 (571) - 34,407
Other 51 - (20) - 31 49 1 - - 50
131,062 129 (45,465) - 85,726 134,096 197 (22,798) - 111,495
Unsubordinated debt
PARPUBLICA 3.5 07-2013 139,908 4,806 (7,491) - 137,223 139,863 2,370 (37,663) - 104,570
SONAE DISTRIBUICAO SET 2007/2015 70,000 387 (12,113) - 58,274 70,000 501 (10,701) - 59,800
IBERWIND II P- CONSULTORIA SENIOR A 33,091 43 (4,943) - 28,191 33,967 59 170 - 34,196
OBRIGAÇÕES ZON MULTIMÉDIA 2010/2 24,300 53 (1,281) - 23,072 24,300 63 (1,195) - 23,168
MODELO CONTINENTE - 2005/2012 15,830 150 (51) - 15,929 - - - - -
AUTO SUECO 2009/2014 15,000 3 (1,494) - 13,509 15,000 5 (1,552) - 13,453
EDIA 2010/2030 19,250 299 (11,035) - 8,514 19,250 336 (8,627) - 10,959
BANCO ESPIRITO SANTO 3.75% 01/12 - - - - - 77,171 2,750 (480) - 79,441
BANCO INTL DO FUNCHAL SA 3.25 - - - - - 59,994 1,268 (1,713) - 59,549
BANCO COMERC PORTUGUES 3.625% 01 - - - - - 23,605 813 (142) - 24,276
Commercial Paper - - - - - 475,962 1,459 769 - 478,190
Other 9,953 18 (147) (231) 9,593 10,209 26 42 (231) 10,046
327,332 5,759 (38,555) (231) 294,305 949,321 9,650 (61,092) (231) 897,648
Subordinated debt
TOTTA SEGUROS - OBRIG. SUB. 2002 14,000 2 (9,780) - 4,222 14,000 2 (784) - 13,218
BPSM/97-TOP'S-OB.PERP.SUB.-1./2. 2,795 3 (2,328) - 470 2,759 6 (1,324) - 1,441
16,795 5 (12,108) - 4,692 16,759 8 (2,108) - 14,659

The operations of commercial paper held on 31 December 2011 fell due in the first semester of 2012. The issues subscribed in 2012 were recorded under the caption of "Loans and advances to customers".

With reference to 30 June 2012 and 31 December 2011, the caption of Financial assets available for sale – equity instruments includes the following securities:

30/06/2012 31/12/2011
Acquisition Fair value Book Acquisition Fair value Book
Description Cost reserve Impairment Value Cost reserve Impairment Value
Valued at fair value
NOVIMOVEST - F.I. IMOBILIÁRIO 75,910 234 - 76,144 - - - -
LUSIMOVEST - F.I. IMOBILIÁRIO 42,269 1,436 - 43,705 - - - -
FUNDO RECUPERAÇÃO FCR 20,201 - - 20,201 18,356 - - 18,356
FUNDO SOLUCAO ARRENDAMENTO 14,000 - - 14,000 - - - -
BANCO BPI SA 24,433 599 (19,376) 5,656 27,782 - (22,031) 5,751
GARVAL - SOC.DE GARANTIA MUTUA 2,416 - - 2,416 2,506 - - 2,506
F.I.I. FECHADO IMORENDIMENTO II - - - - 18,663 - - 18,663
Other 9,893 340 (3,340) 6,893 9,905 328 (3,292) 6,941
Securities w ith 100% impairment losses 32,050 - (32,050) - 32,050 - (32,050) -
221,172 2,609 (54,766) 169,015 109,262 328 (57,373) 52,217
Valued at historical cost
ASCENDI NORTE- AUTO ESTRADAS DO NORTE (Supplementary capital contributions) (ex-AENOR) 3,749 - - 3,749 3,749 - - 3,749
SIBS - SOC.INTERBANCÁRIA DE SERVIÇOS SARL 3,461 - - 3,461 3,461 - - 3,461
ASCENDI NORTE- AUTO ESTRADAS DO NORTE (ex-AENOR) 3,749 - (404) 3,345 3,749 - (404) 3,345
NORGARANTE - SOC. GARANTIA MUTUA S.A. 851 - (5) 846 1,012 - (5) 1,007
Other 5,768 - (1,256) 4,512 5,800 - (1,257) 4,543
Securities w ith 100% impairment losses 5,027 - (5,027) - 5,027 - (5,027) -
22,605 - (6,692) 15,913 22,798 - (6,693) 16,105

During the semester ended on 30 June 2012 the Bank subscribed 2,800,000 participating units in the "Solução Arrendamento" closed-end real estate fund for housing rental worth tEuros 14,000. The share capital was paid up in cash for the amount of tEuros 13,861 and the remainder was covered by buildings.

During the semesters ended on 30 June 2012 and 2011 the Bank sold 1,441,158 shares and 2,360,640 shares of the Bank BPI for the amounts of tEuros 744 and tEuros 2,870, respectively, having recorded capital gains of tEuros 50 and of tEuros 26, respectively, and use the corresponding recorded impairment (Note 22).

On 17 May 2011 the Group received 1,177,461 shares of the Bank BPI, arising from the capital increase of this Bank by incorporation of reserves.

As at 30 June 2012 and 31 December 2011, BST held 10,515,276 shares and 11,956,434 shares of the Bank BPI, S.A. with an acquisition cost of tEuros 24,433 and tEuros 27,782, respectively. As at 30 June 2012 the impairment carried for these securities amounted to tEuros 19,376.

During 2011 and in the first semester of 2012 the Bank responded to the capital calls of the Recovery Fund, FCR, with a total amount of tEuros 8,385. In this regard and up to 30 June 2012, the Bank subscribed 30.000 participating units of this Fund, having paid around 67.3%.

As mentioned in Note 7, during the first semester of 2012 the Bank reclassified the participating units held in the real estate investment funds "Novimovest" and "Lusimovest" from the caption "Financial assets held for trading" to the caption "Available-for-sale financial assets".

The impact of the reclassification of these participating units on results and in the fair value reserve was the following:

Book value on the date of reclassification 66,179
Book value on 30 June 2012 ----------
67,691
----------
Fair value of the participating units reclassified
as at 30 June 2012
67,691
---------
Fair value reserve of the participating units
reclassified as at 30 June 2012
1,512
-------
Gains/(losses) associated to the variation in fair value of the
participating units between the date of reclassification and
30 June 2012
1,512
-------

In the first semester of 2012, the Bank reclassified to the caption "Non-current assets held for sale" (Note 13) the 2,748,238 participating units for the value of tEuros 18,663 of the closed-end real estate investment fund – Imorendimento II received in 2011, following a settlement agreement of a debt receivable on a loan granted. This Fund is in the process of liquidation.

As at 30 June 2012 and 31 December 2011, the negative fair value reserve resulting from the fair value valuation had the following percentages in relation to cost:

30-06-2012 31-12-2011
Acquisition
cost
Interest
receivable
Gains on
hedging
operations
Negative
reserve
Book Value Acquisition
cost
Interest
receivable
Gains on
hedging
operations
Negative
reserve
Book Value
Debt Instruments
. between 0% and 25% 3,231,438 50,324 163,636 (416,353) 3,029,045 2,940,006 54,486 99,192 (214,661) 2,879,023
. between 25% and 50% 898,268 4,926 103,332 (372,011) 634,515 1,051,519 9,603 28,427 (335,379) 754,170
. over 50% 36,045 304 - (23,146) 13,203 675,000 17,680 82,522 (392,364) 382,838
4,165,751 55,554 266,968 (811,510) 3,676,763 4,666,525 81,769 210,141 (942,404) 4,016,031
Equity Instruments
. between 0% and 25% 26,379 - - (66) 26,313 - - - - -
26,379 - - (66) 26,313 - - - - -
4,192,130 55,554 266,968 (811,576) 3,703,076 4,666,525 81,769 210,141 (942,404) 4,016,031

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED)

(Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

10. LOANS AND ADVANCES TO BANKS

This caption is made up as follows:

30-06-2012 31-12-2011
Loans and advances - Bank of Portugal 900,000
----------
1,150,000
-------------
Loans and advances to other Portuguese banks
Loans 48,360 57,428
Purchase operations with resale agreements 289,375 368,711
Deferred income ( 148 ) ( 150 )
Interest receivable 261 953
-----------
337,848
-----------
426,942
Loans and advances to foreign banks ----------- ----------
Very short term loans and advances 89,334 65,215
Deposits 765,344 918,705
Other applications 354,608 102,345
Interest receivable 15,304 29,704
-----------
1,224,590
--------------
1,115,969
-------------
2,462,438
--------------
2,692,911
======== ========

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

11. LOANS AND ADVANCES TO CUSTOMERS

This caption is made up as follows:

30-06-2012 31-12-2011
Unsecuritised credit
Domestic loans
To corporate clients
Credit on current account 1,361,840 1,334,775
Loans 4,472,820 3,325,033
Finance leasing 493,761 526,117
Discount and credit securities 147,521 184,867
Overdrafts 365,962 438,299
Factoring 1,138,170 1,231,264
Other credits 36,950 39,165
To individuals
Mortgage loans 11,893,004 9,141,345
Consumer credit and others 1,326,168 1,255,346
Foreign loans
To corporate clients
Credit on current account 12,257 12,240
Loans 115,847 82,077
Finance leasing 3,843 4,239
Discount and credit securities - 49
Overdrafts 7,037 5,294
Factoring 34,392 91,558
Other credits 3,202 3,432
To individuals
Mortgage loans 397,532 397,570
Consumer credit and others 25,655 22,035
---------------
21,835,961
---------------
18,094,805
Loans represented by securities --------------- --------------
Non-subordinated debt securities
Commercial paper 1,481,295 40,000
------------- ---------

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED)

(Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

30-06-2012 31-12-2011
Non-derecognised securitised assets
Companies
Finance leasing
. Leasetotta no. 1 550,073 652,910
Loans
. BST SME no. 1 - 1,327,390
. Totta Consumer no. 1 30,245 36,331
Loans represented by securities - Commercial paper
. BST SME no. 1 - 615,200
To individuals
Mortgage loans
. Hipototta no. 1 213,554 225,469
. Hipototta no. 4 1,217,172 1,255,543
. Hipototta no. 5 1,022,097 1,049,819
. Hipototta no. 7 1,244,106 1,275,981
. Hipototta no. 11 - 1,736,471
. Hipototta no. 12 - 1,216,021
Consumer credit
. Totta Consumer no. 1 601,348 747,758
Finance leasing
. Leasetotta no. 1 1,137 1,803
-------------
4,879,732
---------------
10,140,696
------------- --------------
Overdue loans and interest
Up to 90 days 48,764 47,748
More than of 90 days 745,219 539,251
Non-derecognised securitised assets 90,293 94,737
-----------
884,276
-----------
681,736
---------------
29,081,264
---------------
28,957,237
--------------- --------------
Interest receivable
Unsecuritised credit 64,065 58,914
Loans represented by securities 3,564 1,541
Non-derecognised securitised assets
Deferred expenses:
11,724 31,981
Unsecuritised credit 94,114 99,922
Loans represented by securities 227 305
Fees and commissions relating to amortised cost (net) ( 104,831 ) ( 111,287 )
Value adjustment of hedged assets 5,841
----------
5,327
----------
74,704 86,703
---------------
29,155,968
--------------
29,043,940
Impairment on loans and advances to customers (Note 22) ( 837,951 ) ( 671,913 )
---------------
28,318,017
--------------
28,372,027
========= =========

In the first semester of 2012 and 2011 some mortgage loans and company loans portfolios were sold off. As a result of these operations, the Bank has recorded net realised capital gains of tEuros 3,825 tEuros and net losses of tEuros 2,373, respectively (Note 37).

As at 30 June 2012 and 31 December 2011, the caption "Domestic loans – Mortgage loans" includes loans allocated to the autonomous property of the mortgage bonds issued by the Bank totalling tEuros 7,305,448 and tEuros 7,567,003, respectively (Note 21).

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Translation of notes originally issued in Portuguese – Note 48) (Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

The changes in impairment of loans and advances to customers during 2011 and 2010 is presented in Note 22.

As at 30 June 2012 and 31 December 2011, overdue loans and interest are made up as follows:

30-06-2012 31-12-2011
Up to three months 52,549 54,267
Between three and six months 119,656 97,880
Between six months and one year 267,150 176,115
Between one year and three years 340,552 258,491
More than three years 104,369 94,983
----------- ----------
884,276 681,736
====== ======

The portfolio of loans to customers as at 30 June 2012 and 31 December 2011, broken down by business sector of is as follows:

30-06-2012
Performing Overdue Total %
Agriculture and forestry 235,904 8,863 244,767 0.84%
Fishing 25,243 813 26,056 0.09%
Mining 184,002 2,944 186,946 0.64%
Manufacturing:
Food, beverage and tobacco 399,630 8,903 408,533 1.40%
Textiles, leather and clothing 405,532 15,914 421,446 1.45%
Wood and cork 98,089 4,426 102,515 0.35%
Paper and publishing 144,161 3,765 147,926 0.51%
Chemical industry 145,945 754 146,699 0.50%
Ceramics, glass and cement 224,641 3,004 227,645 0.78%
Metal-working 154,082 5,429 159,511 0.55%
Machines and vehicles 228,996 9,390 238,386 0.82%
Electricity, water and gas 274,932 3,928 278,860 0.96%
Construction and public works 1,812,114 178,763 1,990,877 6.85%
Commerce and hotels
Wholesale trade 679,907 28,612 708,519 2.44%
Retail sale 749,094 34,257 783,351 2.69%
Restaurants and hotels 438,639 13,770 452,409 1.56%
Transport and communications 630,295 10,848 641,143 2.20%
Non-monetary financial institutions 441,529 4,152 445,681 1.53%
Government administration 916,634 7,245 923,879 3.18%
Other service companies 1,611,849 85,099 1,696,948 5.84%
Loans to individuals 17,154,725 416,254 17,570,979 60.42%
Foreign loans 356,982 4,075 361,057 1.24%
Other Loans 884,063 33,068 917,131 3.16%
28,196,988 884,276 29,081,264 99.99%

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED)

(Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

31/12/2011
Performing Overdue Total %
Agriculture and forestry 246,502 6,808 253,310 0.87%
Fishing 29,425 425 29,850 0.10%
Mining 94,724 1,842 96,566 0.33%
Manufacturing:
Food, beverage and tobacco 378,800 5,074 383,874 1.33%
Textiles, leather and clothing 442,721 8,796 451,517 1.56%
Wood and cork 109,911 3,446 113,357 0.39%
Paper and publishing 157,400 2,890 160,290 0.55%
Chemical industry 107,122 582 107,704 0.37%
Ceramics, glass and cement 185,302 2,174 187,476 0.65%
Metal-working 150,166 4,006 154,172 0.53%
Machines and vehicles 221,242 6,774 228,016 0.79%
Electricity, water and gas 289,613 1,665 291,278 1.01%
Construction and public works 2,000,621 119,107 2,119,728 7.32%
Commerce and hotels
Wholesale trade 720,013 23,497 743,510 2.57%
Retail sale 780,496 27,081 807,577 2.79%
Restaurants and hotels 435,822 11,809 447,631 1.55%
Transport and communications 575,057 7,031 582,088 2.01%
Non-monetary financial institutions 265,207 12 265,219 0.92%
Government administration 858,269 3,977 862,246 2.98%
Other service companies 1,631,742 71,580 1,703,322 5.88%
Loans to individuals 17,648,536 363,747 18,012,283 62.20%
Foreign loans 378,485 2,592 381,077 1.32%
Other Loans 568,325 6,821 575,146 1.98%
28,275,501 681,736 28,957,237 100.00%

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED)

(Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

As at 30 June 2012, the overdue and performing loans, with and without evidence of impairment, considering the segmentation for the purpose of calculating impairment losses, are made up as follows:

Overdue
loans
Performing
loans
Total
loans
Loans to companies
Without evidence of impairment
With evidence of impairment
-
449,193
-----------
10,010,026
405,593
---------------
10,010,026
854,786
---------------
449,193 10,415,619 10,864,812
Mortgage loans
Without evidence of impairment
With evidence of impairment
-----------
-
289,952
---------------
15,106,173
750,306
---------------
15,106,173
1,040,258
-----------
289,952
---------------
15,856,479
---------------
16,146,431
Consumer credit
Without evidence of impairment
With evidence of impairment
-----------
-
27,657
---------
---------------
1,054,046
73,557
--------------
---------------
1,054,046
101,214
--------------
27,657
---------
1,127,603
--------------
1,155,260
--------------
Loans granted through credit cards
Without evidence of impairment
With evidence of impairment
-
28,734
---------
254,020
12,332
-----------
254,020
41,066
-----------
28,734
---------
266,352
-----------
295,086
-----------
Other loans to individuals
Without evidence of impairment
With evidence of impairment
-
88,740
---------
444,861
86,074
-----------
444,861
174,814
-----------
88,740 530,935 619,675
-----------
884,276
======
---------------
28,196,988
=========
----------------
29,081,264
=========

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED)

(Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

On 31 December 2011, the overdue and performing loans, with and without evidence of impairment, considering the segmentation for the purpose of calculating impairment losses, are made up as follows:

Overdue
loans
Performing
loans
Total
loans
Loans granted to companies
Without evidence of impairment
With evidence of impairment
-
302,396
9,670,386
409,940
9,670,386
712,336
-----------
302,396
-----------
---------------
10,080,326
---------------
---------------
10,382,722
---------------
Mortgage loans
Without evidence of impairment
With evidence of impairment
-
249,306
15,384,875
779,278
15,384,875
1,028,584
-----------
249,306
---------------
16,164,153
---------------
16,413,459
Consumer credit ----------- --------------- ---------------
Without evidence of impairment
With evidence of impairment
-
31,771
1,111,840
88,956
1,111,840
120,727
---------
31,771
---------
--------------
1,200,796
--------------
--------------
1,232,567
--------------
Loans granted through credit cards
Without evidence of impairment
With evidence of impairment
-
25,535
262,819
11,696
262,819
37,231
---------
25,535
-----------
274,515
-----------
300,050
Other loans to individuals --------- ----------- -----------
Without evidence of impairment - 435,914 435,914
With evidence of impairment 72,728
---------
119,797
-----------
192,525
-----------
72,728
-----------
555,711
---------------
628,439
----------------
681,736
======
28,275,501
=========
28,957,237
=========

12. HEDGING DERIVATIVES

This caption is made up as follows:

30/06/2012 31/12/2011
Assets Liabilities Net Assets
Liabilities
Net
Fair value hedges
Interest rate swaps 69,482 284,075 (214,593) 63,427 253,052 (189,625)
Equity swaps 27,539 21,667 5,872 13,286 21,039 (7,753)
AutoCallable options 4,411 8,285 (3,874) 3,897 8,798 (4,901)
Cash flow hedges
Interest rate swaps 95,201 - 95,201 86,692 - 86,692
196,633 314,027 (117,394) 167,302 282,889 (115,587)

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

As at 30 June 2012 and in 31 December 2011, derivative financial instruments were broken down as follows:

30-06-2012
Book Up to 3 Between 3 anBdetween 6 and Between 1 Notional amounts Over Notional amounts
Type of financial Instruments Value months 6 months 12 months and 3 years 3 years Total EUR Other
1. Derivatives held for trading (Note 7)
Forwards
. Purchased 24,961 9,818 2,380 666 - 37,825 10,349 27,476
. Sold 556 24,395 9,769 2,372 664 - 37,200 25,623 11,577
Currency swaps
. Purchased 1,258,213 - - - - 1,258,213 - 1,258
,213
. Sold (2,040) 1,259,714 - - - - 1,259,714 1,259,714 -
Interest rate swaps
Other (23,551) 575,624 834,879 958,232 3,894,075 4,085,648 10,348,458 10,288,811 59,647
Equity swaps (44) 116,047 93,045 897,986 1,296,182 1,196,420 3,599,680 3,576,728 22,952
FRA's 229 275,000 360,000 139,800 20,000 - 794,800 794,800 -
Currency options
. Purchased 52,390 18,752 12,287 - - 83,429 155 83,274
. Sold 1 52,390 18,752 12,287 - - 83,429 155 83,274
Equity options
. Purchased - - 8,667 - - 8,667 8,667 -
. Sold 11 - - 8,667 - - 8,667 8,667 -
Interest rate options
. Purchased 1,396 948 1,497 1,232 845,442 850,515 845,973 4,542
. Sold (5) 1,098 948 1,447 1,048 - 4,541 - 4,541
Caps 162 15,566 5,555 15,969 257,952 1,474,830 1,769,872 1,769,872 -
Floors (132) - 2,500 - 90,133 545,361 637,994 602,861 35,133
(24,813) 3,656,794 1,354,966 2,061,591 5,561,952 8,147,701 20,783,004 19,192,375 1,590,629
2. Hedging derivatives
Fair value hedges
Interest rate swaps
. Liabilities and loans 62,400 196,350 92,830 1,042,658 1,232,922 375,993 2,938,777 2,905,073 33,704
. Financial assets available for sale (276,993) - - - 400,000 1,675,000 2,075,000 2,075,000
AutoCallable options (3,861) 117,177 112,385 85,483 160,533 - 475,577 475,577 -
Equity swaps 5,859 79,116 34,043 423,577 2,049,122 239,277 2,825,136 2,668,105 157,031
Cash flow hedges
Interest rate swaps
. Cash flow 95,201 - - 550,000 1,200,000 1,200,000 2,950,000 2,950,000 -
(117,394) 392,643 239,258 2,101,718 5,042,577 3,490,270 11,264,490 11,073,755 190,735

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED)

(Translation of notes originally issued in Portuguese – Note 48)

(Amounts expressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

31-12-2011
Notional amounts
Book Up to 3 Between 3 anBdetween 6 and Between 1 Over Notional amounts
Type of financial Instruments Value months 6 months 12 months and 3 years 3 years Total EUR Other
1. Derivatives held for trading (Note 7)
Forwards
. Purchased 24,970 13,224 65,692 - - 103,886 41,739 62,147
. Sold 535 24,771 13,095 65,429 - - 103,295 58,873 44,422
Currency swaps
. Purchased 1,299,485 - - - - 1,299,485 - 1,299,485
. Sold 28,998 1,270,008 - - - - 1,270,008 1,270,008 -
Interest rate swaps
Other 19,230 807,700 328,943 1,588,220 4,284,187 4,544,329 11,553,379 11,306,226 247,153
Equity swaps (2,604) 171,581 205,402 246,615 2,526,267 1,782,833 4,932,698 4,924,443 8,255
FRA's 109 130,000 120,000 60,000 25,000 - 335,000 335,000 -
Currency options
. Purchased 26,929 46,255 60,430 10,796 - 144,410 155 144,255
. Sold 34 26,929 46,255 60,430 10,796 - 144,410 155 144,255
Equity options
. Purchased 100 9,409 - - - 9,509 9,509 -
. Sold (34) 100 9,409 - - - 9,509 9,509 -
Interest rate options
. Purchased 1,522 1,657 2,289 2,662 885,631 893,761 887,684 6,077
. Sold (7) 1,522 1,657 1,991 2,428 - 7,598 1,522 6,076
Caps 148 155,791 241,410 180,691 410,265 1,540,644 2,528,801 2,528,801 -
Floors (956) - - 2,500 161,878 548,237 712,615 677,373 35,242
45,453 3,941,408 1,036,716 2,334,287 7,434,279 9,301,674 24,048,364 22,050,997 1,997,367
2. Hedging derivatives
Fair value hedges
Interest rate swaps
. Liabilities and loans 56,347 3,200 38,550 305,230 2,218,571 435,287 3,000,838 2,993,032 7,806
. Financial assets available for sale (245,972) - - - 400,000 1,675,000 2,075,000 2,075,000 -
AutoCallable options (4,901) 5,690 16,204 229,792 250,940 - 502,626 502,626 -
Equity swaps (7,753) 50,856 45,809 120,943 1,370,021 526,245 2,113,874 1,969,989 143,885
Cash flow hedges
Interest rate swaps
. Cash flow 86,692 - - - 1,550,000 1,050,000 2,600,000 2,600,000 -
(115,587) 59,746 100,563 655,965 5,789,532 3,686,532 10,292,338 10,140,647 151,691

13. NON-CURRENT ASSETS HELD FOR SALE

This caption is made up as follows:

30-06-2012 31-12-2011
Property received as settlement of defaulting loans 207,921 177,737
Own property for sale 31,313 26,525
Participating units 18,663 -
Equipment 5,157 3,982
Other 100 100
-----------
263,154
----------
-----------
208,344
----------
Accumulated impairment (Note 22) ( 83,048 )
----------
( 67,181 )
----------
180,106
======
141,163
======

In 2011 the Bank acquired 2,748,238 participating units of the closed-end real estate investment fund - Imorendimento II for an amount of tEuros 18,663, following a debt settlement agreement receivable referring to loans granted and this asset was stated in financial assets available for sale. In the first semester of 2012, the Bank reclassified these participating units to this caption as it considers that these are available for immediate sale in their present condition and that the sale is probable within the period of one year (Note 9).

NOTES TO T (REST HE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 ATED)

(Translation of notes originally issued in Portuguese – Note 48)

(Amounts e xpressed in thousands of Euros - tEuros, unless otherwise expressly indicated)

Changes in these captions during the periods of six months ended on 30 June 2012 and 2011, may be presented as follows:

31 December 2011 30 June 2012
Gross Accumulated Impairment (Note 22) Gross Accumulated Net
amount impairment Increases Sales Transfers Increases Reversals Utilization amount impairment amount
(Notes 9 and 14)
Property received as settlement of defaulting loans 177,737 (53,639) 71,705 (41,521) - (15,715) 672 6,006 207,921 (62,676) 145,245
Ow n property for sale 26,625 (10,757) 46 (265) 5,007 (4,092) 90 18 31,413 (14,741) 16,672
Equipment 3,982 (2,785) 1,627 (452) - (990) 112 32 5,157 (3,631) 1,526
Fund units - - - - 18,663 (2,000) - - 18,663 (2,000) 16,663
208,344 (67,181) 73,378 (42,238) 23,670 (22,797) 874 6,056 263,154 (83,048) 180,106
31 December 2010 Totta IFIC Merger Transfers 30 June 2011
Gross Accumulated Gross Accumulated from tangible Impairment (Note 22) Gross Accumulated Net
amount impairment amount impairment Increases Sales fixed assets Increases Reversals Utilization amount impairment amount
(Note 14) (Note 22) (Note 22) (Note 22)
Property received as settlement of defaulting loans 114,013 (36,052) 16,866 (4,424) 64,318 (42,599) - (13,514) 169 6,420 152,598 (47,401) 105,197
Equipment - - 2,564 (1,670) 986 (353) - (521) 9 38 3,197 (2,144) 1,053
Ow n property for sale 20,788 (9,626) - - 22 (721) 5,216 (4,400) 3,557 299 25,305 (10,170) 15,135
134,801 (45,678) 19,430 (6,094) 65,326 (43,673) 5,216 (18,435) 3,735 6,757 181,100 (59,715) 121,385

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Amounts in thousands of Euros - tEuros, except when expressly indicated)

14. OTHER TANGIBLE AND INTANGIBLE ASSETS

Changes in these captions during the period of six months ended on 30 June 2012 may be presented in the following manner:

Tran sfers
31/12
/201
1
Write offs From
for s
/to a
sset
s he
ld
ale (
Note
13)
Betw een f
ixed
ts
asse
Fore
ign e
xcha
nge d
iffere
nces
30/0
6/20
12
Acc
lated
umu
Acc
lated
umu
Acc
lated
umu
Acc
lated
umu
Amo
rtizat
ion
Acc
lated
umu
Acc
lated
umu
Gros
s
depr
eciat
ion a
nd
Gros
s
depr
eciat
ion a
nd
Gros
s
depr
eciat
ion a
nd
Gros
s
depr
eciat
ion a
nd
of th
e
Gros
s
depr
eciat
ion a
nd
Gros
s
depr
eciat
ion a
nd
Net
unt
amo
rtizat
ion
I
amo
irme
nt
mpa
Acq
uisit
ions
unt
amo
rtizat
ion
amo
unt
amo
rtizat
ion
amo
unt
amo
rtizat
ion
amo
year Impa
irme
nt
unt
amo
rtizat
ion
amo
unt
amo
rtizat
ion
amo
Impa
irme
nt
unt
amo
(Not
e 22
)
(Not
e 22
)
(Not
e 22
)
Tang
ible a
sset
s
Prop
erty
. Pro
for o
perty
wn u
se
415,4
72
120,7
14
2,48
6
176 - - (6,52
6)
(1,56
0)
(846
)
(164) 4,07
1
1,227 - - 408,
276
123,0
61
3,713 281,5
02
. Lea
seho
ld ex
pend
iture
134,2
31
105,2
17
- 373 - - - - 832 163 3,38
8
- 5 5 135,4
41
108,7
73
- 26,6
68
. Oth
perty
er
pro
347 1 43 - - - - - - - 1 122 - - 347 2 165 180
Tang
ible a
s in p
sset
rogre
ss
. Pro
perty
for o
wn u
se
240 - - 208 - - - - - - - - - - 448 - - 448
550,2
90
225,
932
2,52
9
757 - - (6,52
6)
(1,56
0)
(14) (1) 7,46
0
1,349 5 5 544,
512
231,8
36
3,878 308,
798
Equi
nt
pme
. Fur
nitur
d fixt
an
e
ures
23,16
0
17,68
9
- 120 - - - - - - 962 - 1 1 23,2
81
18,65
2
- 4,62
9
M a
chine
d too
ls
ry an
3,922 3,817 - 9 - - - - - - 30 - 1 1 3,932 3,84
8
- 84
. Com
pute
r har
dwar
e
124,0
15
107,1
15
- 689 237 130 - - - - 3,534 - - - 124,4
67
110,5
19
- 13,94
8
. Inte
rior i
nsta
llatio
ns
91,26
8
82,54
5
- 980 - - (57) (16) 14 1 1,386 - - - 92,2
05
83,9
16
- 8,28
9
. Veh
icles
18,48
2
11,00
2
- 1,750 1,277 1,097 - - - - 1,851 - 4 2 18,95
9
11,75
8
- 7,20
1
. Sec
urity
equi
nt
pme
27,8
05
26,7
37
- 23 - - - - - - 240 - - - 27,8
28
26,9
77
- 851
. Oth
ipme
nt
er
equ
5,663 3,35
9
- 76 - - - - - - 373 - - - 5,739 3,732 - 2,00
7
294,
315
252,
264
- 3,64
7
1,514 1,227 (57) (16) 14 1 8,37
6
- 6 4 296,4
11
259,4
02
- 37,0
09
Othe
r tan
gible
ets
ass
. Lea
sed
uipm
ent
eq
281 281 - - - - - - - - - - - - 281 281 - -
. Oth
er
1,535 - - - - - - - - - - - - - 1,535 - - 1,535
1,816 281 - - - - - - - - - - - - 1,816 281 - 1,535
846,4
21
478,
477
2,52
9
4,40
4
1,514 1,227 (6,58
3)
(1,57
6)
- - 15,83
6
1,349 11 9 842,
739
491,5
19
3,878 347,
342
Intan
gible
ets
ass
Soft
hase
d
ware
purc
317,4
82
243,
252
- 12,74
4
- - - - - - 16,87
4
- - - 330,2
26
260,
126
- 70,10
0
Intan
gible
ets i
ass
n pro
gres
s
- - - 11,57
7
- - - - - - - - - - 11,57
7
- - 11,57
7
Goo
dwill
3,585 3,58
5
- - - - - - - - - - - - 3,585 3,58
5
- -
Othe
r
29 29 - - - - - - - - - - - - 29 29 - -
321,0
96
246,
866
- 24,3
21
- - - - - - 16,87
4
- - - 345,4
17
263,
740
- 81,67
7

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Amounts in thousands of Euros - tEuros, except when expressly indicated)

Changes in these captions during the period of six months ended on 30 June 2011 may be presented in the following manner:

Trans
fers
Entry
and/
it o f
entiti
or ex
es
From /to a
ssets
held
Betw
een
31-12-
2010
in the
cons
olida
tion p
erime
ter
Write
offs
for s ale (N
ote 13
)
fixed
ts
asse
Fore
ign ex
chan
ge dif
feren
ces
30-06
-2011
Accu
mula
ted
Accu
mula
ted
Accu
mula
ted
Accu
mula
ted
Amo
rtizat
ion
Reve
rsals
Accu
mula
ted
Accu
mula
ted
Gros
s
depre
ciatio
n and
Gros
s
depre
ciatio
n and
Gros
s
depre
ciatio
d
n an
Gros
s
depre
ciatio
n and
Gros
s
of the of Gros
s
depre
ciatio
n and
Gros
s
depre
ciatio
n and
Net
unt
amo
rtizat
ion
amo
Impa
irmen
t
unt
amo
rtizat
ion
amo
Acqu
isitio
ns
unt
amo
rtizat
ion
amo
Impa
irmen
t a
t
moun
rtizat
ion
amo
unt
amo
year Impa
irmen
t I
mpai
t
rmen
unt
amo
rtizat
ion
amo
unt
amo
rtizat
ion
amo
Impa
irmen
t a
t
moun
(Note
22)
(Note
22)
(Note
22)
(Note
22)
(Note
22)
Tang
ible a
ssets
Prop
erty
. Pro
perty
for o
wn us
e
423,2
63
115,79
1
2,486 4,076 476 615 - - - (6,77
8)
(1,677
)
382 3,873 - - - - 421,5
58
118,46
3
2,486 300,6
09
. Leas
ehold
nditu
expe
re
133,3
93
99,18
7
- - - 846 - - - (549) (549) - 3,213 - - (13) (11) 133,6
77
101,84
0
- 31,83
7
. Othe
perty
pro
r
1,542 295 697 - - - 655 - 654 (355) (255) (227) (39) - - - - 305 1 43 261
Tang
ible a
ssets
in pr
ogres
s
. Pro
perty
for o
wn us
e
3 - - - - 362 - - - - - (155) - - - - - 210 - - 210
. Leas
ehold
nditu
expe
re
1 - - - - - - - - - - - - - - - - 1 - - 1
558,2
02
215,2
73
3,183 4,076 476 1,823 655 - 654 (7,68
2)
(2,48
1)
- 7,047 - - (13) (11) 555,7
51
220,3
04
2,529 332,9
18
Equip
ment
. Furn
iture
and f
ixture
s
22,90
8
15,617 - 107 107 197 237 237 - - - - 1,140 - - (3) (3) 22,97
2
16,62
4
- 6,348
. M
hiner
y and
tool
ac
s
4,028 3,864 - 18 18 12 152 152 - - - - 49 - - (3) (3) 3,903 3,776 - 127
. Com
puter
hard
ware
119,88
4
99,70
3
- 371 350 3,141 511 446 - - - (40) 4,035 - - (1) (1) 122,8
44
103,6
41
- 19,20
3
. Inter
ior
inst
allatio
ns
89,48
2
79,61
9
- 115 114 1,088 35 35 - (176) (161) - 1,510 - - - - 90,47
4
81,04
7
- 9,427
. Veh
icles
18,38
9
10,139 - 428 334 1,660 1,956 1,904 - - - - 1,914 - - (8) (5) 18,513 10,47
8
- 8,035
. Sec
urity e
quipm
ent
27,77
7
26,34
3
- 2 2 119 4 4 - - - - 288 - - - - 27,89
4
26,62
9
- 1,265
. Othe
ipme
nt
equ
r
5,486 2,617 - - - 93 2 2 - - - - 368 - - - - 5,577 2,983 - 2,594
287,9
54
237,9
02
- 1,041 925 6,310 2,897 2,780 - (176) (161) (40) 9,304 - - (15) (12) 292,1
77
245,1
78
- 46,99
9
Othe
r tang
ible a
ssets
. Leas
ed eq
uipm
ent
281 281 - - - - - - - - - - - - - - - 281 281 - -
. Othe
r
1,564 39 - 10 - - 38 38 - - - - - - - - - 1,536 1 - 1,535
1,845 320 - 10 - - 38 38 - - - - - - - - - 1,817 282 - 1,535
848,0
01
453,4
95
3,183 5,127 1,401 8,133 3,590 2,818 654 (7,85
8)
(2,64
2)
(40) 16,35
1
- - (28) (23) 849,7
45
465,7
64
2,529 381,4
52
Intan
gible
ts
asse
Softw
urcha
sed
are p
286,8
49
213,9
18
- 2,154 1,696 13,09
4
1,280 1,280 - - - 40 14,28
0
- - - - 300,8
57
228,6
14
- 72,24
3
Intan
gible
ts in
asse
progr
ess
1,444 - - - - 1,289 - - - - - - - - - - - 2,733 - - 2,733
Good
will
3,585 3,585 - - - - - - - - - - - - - - - 3,585 3,585 - -
Othe
r
29 29 - - - - - - - - - - - - - - - 29 29 - -
291,9
07
217,5
32
- 2,154 1,696 14,38
3
1,280 1,280 - - - 40 14,28
0
- - - - 307,2
04
232,2
28
- 74,97
6

As at 30 June 2012 and 31 December 2011, software (including intangible assets in progress) net of depreciation included, tEuros 79,928 and tEuros 72,054, respectively, acquired from Santander Tecnologia y Operaciones A.E.I.E., a European Economic Interest Group, belonging to the Santander Group.

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Amounts in thousands of Euros - tEuros, except when expressly indicated)

15. INVESTMENTS IN ASSOCIATES

As at 30 June 2012 and 31 December 2011, this caption is made up as follows:

30 June 2012
Effective
(%) participation
Book
value
31 December 2011
Effective
(%) participation value
Book
Investments in associates
Domestic
Benim - Sociedade Imobiliária, S.A
25.81 2,202 25.81 2,326
Partang, SGPS, S.A.
Unicre - Instituição Financeira de Crédito, S.A. 21.50
49.00 113,300
27,761
49.00
21.50
103,470
27,756
-----------
143,263
----------
133,552
Impairment of investments in associates (Note 22) ---------- ----------
Benim – Sociedade Imobiliária, S.A. ( 500 ) ( 500 )
----------
142,763
======
---------
133,052
======

The participation in Benim – Sociedade Imobiliária, S.A. is held indirectly by the Bank through Totta Urbe – Empresa de Administração e Construções, S.A. (Totta Urbe).

As described in Note 4, Partang, SGPS, S.A. holds 51% of the Bank Caixa Geral Totta of Angola. The Group has a put option to Caixa Geral de Depósitos, S.A. of their participation in Partang exercisable within four years time as from July 2, 2011. In addition, CGD also has a call option over the Group's share in Partang, with a cap of 80% of the share capital and voting rights, exercisable in the first month of the fifth anniversary of the date of the share capital increase of Partang (July 2, 2009).

16. CURRENT AND DEFERRED TAX ASSETS AND LIABILITIES

As at 30 June 2012 and 31 December 2011, these captions were made up as follows:

30-06-2012 31-12-2011
Current tax assets:
. Corporate income tax receivable 24,918 17,613
. Other 510 19
---------
25,428
--------
17,632
===== =====
Current tax liabilities:
. Corporate income tax payable 848 1,501
. Other 2,147 5,044
--------- -------
2,995 6,545
===== ====
Deferred tax assets
. Relating to temporary differences 687,523 701,127
. Tax losses reportable 13,239 13,690
----------- ------------
700,763 714,817
====== ======
Deferred tax liabilities
. Relating to temporary differences 94,771 62,862
. Relating to tax credits 3,945 4,110
--------- ----------
98,716 66,972
===== =====

As at 30 June 2012 and 2011, the taxation in the income statement was made up as follows:

30-06-2012 30-06-2011
(Restated)
Current tax
Of the period ( 4,184 ) ( 17,203 )
Consortiums (ACE's) (741 ) ( 766 )
Taxation relating to previous years (4,253 ) 8,366
Special contribution for the banking sector ( 11,842 ) ( 5,500 )
---------
( 21,020 )
---------
---------
( 15,103 )
---------
Deferred tax
Increases and reversals of temporary differences, net 9,212 13,393
---------
( 11,808 )
=====
---------
( 1,710 )
=====

Following the change in the accounting policy mentioned in Note 1.5, the Bank recorded, in 2011, deferred tax assets amounting to tEuros 61,992, relating to the impact of the said change in policy.

Changes in deferred tax assets and liabilities during the years ended on 30 June 2012 and 2011 may be presented in the following manner:

Balances on Income Balances on
12/31/2011 Shareholders' equity Statement Other 6/30/2012
Retirement pensions 34,614 - (7,730) - 26,884
Transfers of pension liabilities to the social security 6,047 - (302) - 5,745
Change in accounting policy on pensions (Note 1.5.) 159,238 (7,962) - - 151,276
Tangible assets 85 - (27) - 58
Deferred commission 2,663 - (124) - 2,539
Long service bonus 7,471 - 93 - 7,564
Early retirements 19,543 - (1,872) - 17,671
Other Deferred tax assets resulting from temporary differences 182,499 - 40,699 - 223,198
Other Deferred tax liabilities resulting from temporary differences (8,324) - 1,753 - (6,571)
Tax losses carried forw ard 12,503 - (451) - 12,052
Tax gains that are not accounting gains (1,854) - 19 - (1,835)
Revaluation of tangible fixed assets (4,110) - 165 - (3,945)
Valuation of associated companies
in accordance w ith the equity method (402) - 7 - (395)
Pension Fund - London Branch 193 - (97) - 96
Long term incentives 3,098 - 64 1 3,163
Securitization operations:
. Premium/discount on debt issued (439) - 136 - (303)
. Recognition of accrual of interest from notes w ith greater subordination (8,622) - 128 - (8,494)
. Results on securities purchases (17,130) - (22,901) - (40,031)
Investments in subsidiaries, associates and joint ventures 5,809 - (348) - 5,461
Hedging derivatives - Cash flow (16,978) (7,170) - - (24,148)
Financial assets available for sale:
. Deferred tax assets 281,054 (35,998) - - 245,056
. Deferred tax liabilities (9,113) (3,881) - - (12,994)
647,845 (55,011) 9,212 1 602,047
Deferred tax assets 714,817 700,763
Deferred tax liabilities (66,972) (98,716)
647,845 602,047
Balances on Totta IFIC Income Balances on
12/31/2010 Merger Shareholders' equity Statement Other 6/30/2011
Retirement pensions 44,427 - - (1,666) - 42,761
Change in accounting policy on pensions (Note 1.5.) 97,247 - 14,198 - - 111,445
Tangible assets 153 - - (35) - 118
Intangible assets 562 - - (187) (1) 374
Deferred commission 5,855 - - (2,672) (1) 3,182
Long service bonus 7,894 - - 327 - 8,221
Early retirements 19,841 - - 488 - 20,329
Provisions temporarily not tax deductible 143,243 7,235 388 2,513 (646) 152,733
Revaluation of tangible fixed assets (4,339) - - 117 - (4,222)
Valuation of associated companies in accordance
w ith the equity method (401) - - (2) - (403)
Pension Fund - London Branch 386 - - (96) - 290
Long term incentives 2,316 - - 406 - 2,722
Investments in subsidiaries, associates and joint ventures 5,809 - - - - 5,809
Hedging derivatives:
. Cash flow (1,874) - 3,619 - - 1,745
Financial assets available for sale:
. Deferred tax liabilities (1,580) - (9,857) - 1 (11,436)
. Deferred tax assets 149,957 - 82,608 - 646 233,211
Securitization operations:
. Premium/discount on debt issued (495) - - 28 - (467)
. Results of intragroup securities purchases (32,298) - - 13,086 - (19,212)
. Recognition of accrual of interest from notes
w ith greater subordination (6,897) (717) - 1,086 - (6,528)
429,806 6,518 90,956 13,393 (1) 540,672
Deferred tax assets 477,690 582,940
Deferred tax liabilities (47,884) (42,268)
429,806 540,672

Tax Authorities may review the Bank's tax situation during a period of four years, except when tax losses carried forward have been used, in which case the right to corrections expires in six years. This may result in possible additional tax assessments for the years subject to review, due to different interpretations of fiscal legislation.

The Bank was subject to tax inspections for the years up to 2009 inclusive, excluding the year 2006, and is, on the date that this report is issued, undergoing a tax inspection fiscal for 2010.

As a result of these inspections, the Bank received additional tax assessments, mainly related to corporate income tax. The corrections made relate to several matters, including, amongst others, early retirement costs, provisions in excess of the minimum limits set out in the Bank of Portugal's Notice 3/95, questions regarding exemption of income of the offshore financial branch in the Autonomous Region of Madeira, taxes of other branches, increases in shareholders' equity, and the sale value of properties, amongst others. Some of these corrections are only temporary, namely those relating to early retirement costs and provisions in excess of the minimum limits required by the supervisory authority.

The Bank paid the additional tax assessments in full or in part or, when applicable, gave a bank guarantee. However, the Bank has challenged against the majority of the additional tax assessments.

The Bank records in the liability caption "Provisions", the amount considered to be necessary to cover the risks of the additional tax assessments received which were not paid out and contingencies relating to prior years not yet reviewed by the Tax Administration (Note 22).

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Amounts in thousands of Euros - tEuros, except when expressly indicated)

17. OTHER ASSETS

This caption is made up as follows:

30-06-2012 31-12-2011
Income receivable:
from commission on the management of securities investment funds 2,238 2,113
from other services rendered 23,444 23,816
from other interest and similar income 14,916 18,523
from deposit and custodial services 881 808
other 1,604 7,066
Expenses with deferred costs 23,686 5,760
Other receivables 24,906 25,081
Promises and other assets received as settlement of defaulting loans 101,569 89,888
Gold, other precious metals and coin collections 2,421 2,459
Loan interest subsidy receivable from the Portuguese State 9,675 8,345
Debtors resulting from operations with futures 3,894 2,580
Other funds 339 353
Liability with pensions and other benefits (Note 43) 6,674 3,297
Shareholders' loans:
Propaço – Sociedade Imobiliária de Paço de Arcos, Lda, (Propaço) 2,443 2,443
Fafer – Empreendimentos Urbanísticos Construção, S.A. (Fafer) 364 364
Gestínsua – Aquisições e Alienações de Património Imobiliário
e Mobiliário, S.A. 126 126
Other equity investments:
Nortrem – Aluguer de Material Ferroviário, A.C.E. (Nortrem) 3,342 2,281
Trem II – Aluguer de Material Circulante (Trem II) 563 682
Trem I - Aluguer de Material Circulante, A.C.E. (Trem I) 179 220
Other 2,057 1,904
-----------
225,315
----------
198,109
Impairment (Note 22): ----------- ----------
Shareholders' loans ( 2,042 ) ( 2,042 )
Payments in Kind ( 21,707 ) ( 18,456 )
Other ( 1,079 ) ( 1,155 )
----------
( 24,828 )
----------
( 21,653 )
-----------
200,487
======
----------
176,456
======

As at 30 June 2012 and 31 December 2011 the caption "Income receivable – from other services rendered" essentially includes commission receivable from Santander Totta Seguros – Companhia de Seguros de Vida, S.A. for the sale of its products.

As at 30 June 2012 and 31 December 2011 the caption "Income receivable – other interest and similar income" refers to the amount receivable from "Swap Agreements" established between the Bank and the Santander Group and between the Santander Group and the securitization companies. The amount payable relating to these operations is entered in the caption "Other liabilities – other interest and charges payable" (Note 24).

The caption "Debtors resulting from operations with futures" refers to the current accounts maintained by the Bank in international financial institutions relating to the trading of futures. Futures margin accounts are recorded under the caption "Other liabilities - Creditors resulting from operations with futures" (Note 24).

18. RESOURCES OF CENTRAL BANKS

This caption is made up as follows:

30-06-2012 31-12-2011
Resources of the European Central Bank
Sales with repurchase agreement 6,821,811 4,913,227
Term deposits 29,786 -
Resources of other Central Banks
Demand deposits 17 7
Interest payable 1 -
------------- ---------------
6,851,615
========
4,913,234
========

As at 30 June 2012 and 31 December 2011, the caption of "Resources of the European Central Bank" corresponds funding operations from the Euro System using BST a part of its eligible assets portfolio. On these dates, the total amount of eligible assets portfolio backing funding obtained from the European Central Bank was as follows:

30-06-2012
Deferred
Type of asset Principal Total interest costs Total Maturity
Treasury Bills and other assets 1,800,000 350 (150) 1,800,200 July 2012
Bonds issued in securitization operations 2,400,000 27,000 (14,200) 2,412,800 January 2013
Bonds issued in securitization operations 2,600,000 78,867 (70,056) 2,608,811 February 2015
6,800,000 106,217 (84,406) 6,821,811
31-12-2011
Deferred
Type of asset Principal Total interest costs Total Maturity
Bonds issued in securitization operations 2,500,000 17,830 (5,270) 2,512,560 March 2012
Bonds issued in securitization operations 2,400,000 27,000 (26,333) 2,400,667 January 2013
4,900,000 44,830 (31,603) 4,913,227

19. RESOURCES OF OTHER FINANCIAL INSTITUTIONS

This caption is made up as follows:

30-06-2012 31-12-2011
Resources of domestic financial institutions
Sale operations with repurchase agreements 280,691 368,649
Deposits 59,444 191,740
Other resources - 2,762
Interest payable 82 999
-----------
340,217
------------
564,150
Resources of foreign financial institutions ----------- ------------
Sale operations with repurchase agreements 1,439,400 1,880,953
Deposits 733,555 777,401
Consigned resources 100,000 339,000
Very short term resources 16,690 41,168
Other resources 2,411 8,402
Interest payable 201
--------------
458
--------------
2,292,257 3,047,382
--------------
2,632,474
--------------
3,611,532
======== ========

As at 30 June 2012 and 31 December 2011, the caption "Consigned resources" refers to loans obtained from the European Investment Bank (EIB), to be used exclusively to finance small and medium size projects previously submitted to the EIB for approval.

As at 30 June 2012 and 31 December 2011, the breakdown of consigned resources by residual maturity period is as follows:

30-06-2012 31-12-2011
Repayment between one and three years 100,000 -
Repayment between three and five years - 250,000
Repayment between five and ten years - 29,000
Repayment in over ten years - 60,000
100,000 339,000

As at 30 June 2012, the caption of "Resources of domestic credit institutions – Sale operations with repurchase agreements", has bonds issued under securitization operations of the Bank as underlying assets in its portfolio.

As at 30 June 2012 and 31 December 2011, the caption of "Resources of foreign financial institutions – Sale operations with repurchase agreements" has a residual term up to 3 months and the following composition by type of underlying asset:

30-06-2012
Assets Principal Interest Deferred costs Total
Treasury bonds - Spain 1,438,878 1,017 (495) 1,439,400
31-12-2011
Assets Principal Interest Deferred costs Total
Treasury bonds - Portugal 88,026 76 (39) 88,063
Treasury bonds - Spain 1,470,289 8,857 (3,220) 1,475,926
Bonds issued by the BST Group 316,217 858 (111) 316,964
1,874,532 9,791 (3,370) 1,880,953

20. RESOURCES OF CUSTOMERS AND OTHER LOANS

This caption is made up as follows:

30-06-2012 31-12-2011
Term deposits 13,645,869 12,758,347
Demand deposits 4,729,386 5,034,181
Structured deposits 1,495,026 1,668,085
Savings deposits 74,243 116,103
Advance notice deposits 24,997 25,609
Cheques and orders payable 93,371 99,636
Interest payable 143,232 141,682
Value adjustments of hedging operations ( 3,078 ) 461
--------------- ---------------
20,203,046 19,844,104
========= ========

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Amounts in thousands of Euros - tEuros, except when expressly indicated)

21. DEBT SECURITIES ISSUED

This caption is made up as follows:

30-06-2012 31-12-2011
Bonds in circulation
Covered bonds
Issued 5,630,000 5,630,000
Repurchased ( 3,580,750 ) ( 3,580,750 )
Interest from covered bonds 22,934 21,666
Bonds issued within securitization operations
Issued 2,713,697 2,942,534
Repurchased ( 995,547 ) ( 717,679 )
Interest payable 1,124 2,882
Cash bonds
Issued 731,357 740,376
Repurchased ( 40,860 ) ( 10,691 )
Interest payable 7,819
-------------
4,348
-------------
4,489,774 5,032,685
Other ------------- -------------
EMTN Programme
Issued 1,226,550 2,289,570
Repurchased ( 45,710 ) ( 22,920 )
Interest payable 10,460
-------------
31,661
-------------
1,191,300 2,298,311
Value adjustments of hedging operations -------------
82,373
-------------
62,868
--------------
5,763,447
========
--------------
7,393,865
=======

The conditions of the covered bonds and cash bonds are described in Annex I.

In the first semester of 2012 and 2011, the Group repurchased bonds issued within securitization operations, recording capital gains of tEuros 80,400 and tEuros 2,114, respectively (Note 37).

Between May 2008 and November 2011, BST made seven issues of Covered Bonds under the "€ 12,500,000,000 Covered Bonds Programme". As at 30 June 2012 and 31 December 2011, the covered bonds had an autonomous pool of assets comprised by:

30-06-2012 31-12-2011
Loans and advances to banks
Interest on applications
262,418
192
355,804
647
-----------
262,610
-----------
356,451
Loans and advances to customers (Note 11)
Interest on loans
Commission
Expenses with deferred charges
-------------
7,305,448
11,674
( 32,488 )
18,131
--------------
7,567,003
15,150
( 37,605 )
18,364
--------------
7,302,765
-------------
7,562,912
Hedging derivatives --------------
43,999
-------------
47,423
--------------
7,609,374
========
--------------
7,966,786
========

Changes in debt issued by the Bank during 2011 and in the first semester of 2012 were the following:

Bonds in circulation EMTN Programme
Issued Repurchased Issued Repurchased
Balances on 31 December 2010 7,203,795 (1,016,403) 2,470,420 -
. Issues made 4,543,598 - 740,010 -
. Issues repaid (2,434,483) 104,655 (920,860) -
. Issues repurchased - (3,397,372) - (22,920)
Balances on 31 December 2011 9,312,910 (4,309,120) 2,289,570 (22,920)
. Issues made - - 900 -
. Issues repaid (237,856) 35,257 (1,063,920) 7,270
. Issues repurchased - (343,294) - (30,060)
Balances on 30 June 2012 9,075,054 (4,617,157) 1,226,550 (45,710)

As at 30 June 2012, the Bank had the following bonds issued under the Euro Medium Term Notes Programme:

30-06-2012 31-12-2011
6,250
112,910
900 -
32,300 32,300
1,343,750
327,200
183,300
269,460 283,860
--------------
2,289,570
=======
-
110,340
341,650
325,325
146,575
------------
1,226,550
=======

22. CHANGES IN PROVISIONS AND IMPAIRMENT

Changes in provisions and impairment during the semesters ended on 30 June 2012 and 2011 is as follows:

31-12-2011 Increases Reversals Utilizations 30-06-2012
Provisions for tax contingencies (Note 16)
Provision for pensions and other charges
16,683
29,957
263
441
-
-
-
(5,587)
16,946
24,811
Impairment and provisions for guarantees
and other sureties given
8,254 10,036 (6,160) - 12,130
Other provisions 20,588 3,808 (4,281) (2,073) 18,042
75,482 14,548 (10,441) (7,660) 71,929
Entry and/or exit
from the consolidation
31-12-2010 perimeter Increases Reversals Utilizations Other 30-06-2011
Provisions for tax contingencies 32,982 - 1,169 - (2,468) (2,000) 29,683
Provision for pensions and other charges 9,565 - 447 - - - 10,012
Impairment and provisions for guarantees
and other sureties given 32,993 - 2,226 (3,837) (446) - 30,936
Other provisions 28,653 3,380 3,264 (3,512) (1,870) - 29,915
75,482 3,380 7,106 (7,349) (4,784) (2,000) 100,546

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED)

(Amounts in thousands of Euros - tEuros, except when expressly indicated)

Impairment Reversal of
impairment
Impairment
31-12-2011 losses losses Utilizations 30-06-2012 recovery
Impairment of loans and advances to customers (Note 11):
Domestic loans 219,830 115,065 (23,098) - 311,797 -
Foreign loans 869 435 - - 1,304 -
Non-derecognized securitized loans 67,955 304 (35,987) - 32,272 -
Other securitized loans and receivables 3,094 971 - - 4,065 -
Impairment of overdue loans and interest (Note 11):
Domestic loans 325,816 168,118 (17,938) (52,815) 423,181 (5,183)
Foreign loans 10,095 4,881 (713) (210) 14,053 (45)
Non-derecognized securitized loans 44,203 16,028 (8,194) (1,046) 50,991 -
Other securitized loans and receivables 51 237 - - 288 -
671,913 306,039 (85,930) (54,071) 837,951 (5,228)
Impairment of other financial assets:
Impairment of available-for-sale financial assets (Note 9) 64,670 160 (140) (2,655) 62,035 -
Impairment of investments in associates (Note 15) 500 - - - 500 -
65,170 160 (140) (2,655) 62,535 -
Impairment of non-financial assets:
Non-current assets held for sale (Note 13) 67,181 22,797 (874) (6,056) 83,048 -
Tangible assets (Note 14) 2,529 1,371 (22) - 3,878 -
Other assets (Note 17) 21,653 5,148 (1,973) - 24,828 -
91,363 29,316 (2,869) (6,056) 111,754 -
828,446 335,515 (88,939) (62,782) 1,012,240 (5,228)
Entry and/or exit of Reversal of
entities to/from the Impairment impairment Impairment
31-12-2010 consolidation perimeter losses losses Utilizations 30-06-2011 recovery
Impairment of loans and advances to customers:
Domestic loans 162,074 19,252 40,841 (52,845) (4,173) 165,149 -
Foreign loans 1,860 - 1 (1,231) - 630 -
Non-derecognized securitized loans 53,894 8,322 38,224 (24,248) - 76,192 -
Other securitized loans and receivables 7,680 - - (230) - 7,450 -
Impairment of overdue loans and interest:
Domestic loans
215,928 6,592 101,872 (1,967) (20,388) 302,037 10,806
Foreign loans 5,277 - 2,017 (689) (239) 6,366 174
Non-derecognized securitized loans 49,665 5,124 5,741 (22,478) (981) 37,071 -
Other securitized loans and receivables 779 - - (779) - - -
497,157 39,290 188,696 (104,467) (25,781) 594,895 10,980
Impairment of other financial assets:
Impairment of available-for-sale financial assets 59,148 - 3,345 (40) (3,693) 58,760 -
Impairment of investments in associates 500 - - -
-
500
Impairment of non-financial assets: 59,648 - 3,345 (40) (3,693) 59,260 -
Non-current assets held for sale (Note 13) 45,678 6,094 18,435 (3,735) (6,757) 59,715 -
Tangible assets (Note 14) 3,183 - - -
(654)
2,529 -
Other assets 11,227 - 5,954 (1,791) - 15,390 -
60,088 6,094 24,389 (5,526) (7,411) 77,634 -
616,893 45,384 216,430 (110,033) (36,885) 731,789 10,980

As at 30 June 2012 and 31 December 2011, the provision for pensions and other charges refers essentially to a provision for a restructuring plan amounting to tEuros 14,684 and tEuros 20,271, respectively, and for a supplementary pension plan of the Board of Directors (Note 45).

As at 30 June 2012 and 31 December 2011 the caption "Other provisions" includes:

  • Provisions for lawsuits by customers and Bank employees, for the amounts of tEuros 3,713 and tEuros 6,438, respectively. The legal area of the Bank estimates the expected loss for each process, based on its evolution as reported by the lawyer responsible for the respective process;
  • Provisions for contingencies relating to operational risk (fraud, pending confirmation operations, open items and fines) for the amounts tEuros 12,146 and of tEuros 13,023, respectively.

23. SUBORDINATED LIABILITIES

This caption is made up as follows:

30-06-2012 31-12-2011
Subordinated Perpetual Bonds Totta 2000 270,447 270,447
Subordinated Perpetual Bonds BSP 2001 13,818 13,818
Subordinated Perpetual Bonds CPP 2001 4,275 4,275
------------- -----------
288,540 288,540
Repurchased securities ( 284,265 ) ( 284,265 )
Interest payable 46 53
------- ---------
4,321 4,328
==== ====

The conditions of the subordinated liabilities are presented in Annex II.

24. OTHER LIABILITIES

This caption is made up as follows:

30-06-2012 31-12-2011
Suppliers 3,080 1,914
Invoices received and pending approval 31,270 36,650
Withholding tax 21,093 17,344
Social Security contributions 3,898 3,886
Contributions to other health systems 1,520 1,534
VAT payable
Staff charges:
8,006 8,455
Long service bonus 26,081 25,762
Holidays and holiday subsidy 24,006 30,846
Other variable remuneration 30,582 26,336
Other staff costs 9,315 859
Captive account resources 28,486 28,026
Other resources 1,551 1,365
Creditors' balances pending settlement 10,890 9,147
Creditors from factoring contracts 62,677 38,249
Amounts to be settled with banks and customers 18,237 10,970
Creditors from futures operations (Note 17) 3,894 2,580
Other interest and charges payable (Note 17) 14,675 18,283
Liability operations to be settled 4,663 4,548
Other 12,366 22,835
-----------
316,290
----------
289,589
====== ======

As at 30 June 2012 and 31 December 2011, the caption "Amounts to be settled with banks and customers" corresponds essentially to inter-bank electronic transfers that were cleared in the first days of the following year.

25. SHAREHOLDER'S EQUITY

As indicated in the Introduction and in Note 1.4., the merger by incorporation of Totta IFIC was recorded on 1 April 2011, with its assets and liabilities being integrated into BST. The terms of the exchange were determined based on an independent valuation of each of the entities as at May 31, 2010, which resulted in the following amounts:

Totta IFIC BST
Subscribed share capital (excluding treasury shares) 34,562,675 620,052,218
Nominal value per share (in Euros) 5 1
Number of shares 34,562,680 620,052,219
Independent valuation of the shareholders' equity (in Euros) 318,666,145 4,488,702,452
Value per share (in Euros) 46.10 7.24
Terms of exchange 6.3680
Shares of Totta IFIC held by Santander Totta SGPS 5,750,322
Share capital increase of BST (in Euros) 36,618,301
Value assigned to the shares of Totta IFIC held by Santander
Totta SGPS (in Euros) 66,304,974
Share premium increase (in Euros) 29,686,673

Therefore on March 18, 2011, BST's share capital was increased by 36,618,301 Euros, equivalent to 36,618,301 shares of 1 Euro each, which was performed Santander Totta, SGPS, S.A. through the transfer of 5,750,322 shares representing the share capital of Totta IFIC held by that entity, for which the total value of 66,304,974 Euros was assigned. This corresponds to a share premium of Euros 0.8107059066 per share.

The difference between the share capital increase and the shareholders' equity of Totta IFIC on the date of the merger was recorded in the merger reserve, which was determined as explained in Note 1.4..

Consequently, as at 30 June 2012 and 31 December 2011 the Bank's share capital was represented by 656,723,284 shares with a nominal value of 1 Euro each, fully subscribed and paid up by the following shareholders:

Number
of shares
% of
participation
Amount
Santander Totta, SGPS, S.A. 641,269,620 97.65 641,270
Taxagest, SGPS, S.A. 14,593,315 2.22 14,593
Other 761,419 0.11 761
Treasury shares 98,930 0.02 99
-----------------
656,723,284
---------
100.00
-----------
656,723
========== ===== ======

On 27 May 2011 the General Meeting of Shareholders approved the distribution of dividends for the amount of tEuros 175,000.

Within the terms of Dispatch no. 408/99, of 4 June, published in the Diário da República – I Série B, no. 129, the share premium, amounting to tEuros 193,390, annot be used to pay out dividends or to purchase treasury shares.

The other equity instruments refer to supplementary capital contributions made by the shareholder Santander Totta, SGPS, S.A., which neither bear interest nor have a defined redemption term. These instruments can only be redeemed by decision of the Bank's Board of Directors with the prior approval of the Bank of Portugal.

As at 30 June 2012 and 31 December 2011, the revaluation reserves were made up as follows:

30-06-2012 31-12-2011
Revaluation reserves -
Reserves resulting from the fair value valuation:
Financial assets available for sale (Note 9) ( 802,301 ) ( 939,954 )
Financial assets available for sale of companies
under the equity method 1,494 1,100
Cash flow hedging instruments 83,270 58,546
Legal revaluation reserves as at the transition date to the IFRS 23,245 23,245
Actuarial differences of
liabilities with pensions (Note 1.5.) ( 560,029 ) ( 554,267 )
Actuarial differences over pension liabilities of
companies under the equity method ( 1,376 ) ( 1,376 )
Foreign exchange differences in consolidation ( 938 ) ( 6,116 )
-------------
( 1,256,635 )
---------------
( 1,418,822 )
Deferred tax reserves ------------- ---------------
Due to temporary differences:
Relating to available-for-sale financial assets 232,708 272,587
companies under the equity method ( 324 ) ( 210 )
Relating to hedging instruments ( 24,148 ) ( 16,978 )
Due to the revaluation of tangible fixed assets ( 4,314 ) ( 4,543 )
Due to the revaluation of tangible fixed assets of companies
under the equity method ( 132 ) ( 132 )
Due to actuarial differences (Note 1.5.) 151,276 159,238
Due to actuarial differences of companies under the
equity method 399 399
------------
355,465
-----------
410,361
------------
( 901,170 )
=======
------------
( 1,008,461 )
========

Revaluation reserves

During 1998, under Decree Law no. 31/98, of 11 February, the Bank revalued its tangible fixed assets, which resulted in an increase in the respective value, net of accumulated depreciation, of approximately tEuros 23,245, which was entered in revaluation reserves. The net amount resulting from the revaluation may only be used for capital increases or the hedging of losses, through the use (amortization) or sale of the assets it relates to.

As at 30 June 2012 and 31 December 2011, the caption of "Other reserves and retained earnings" was made up as follows:

30-06-2012 31-12-2011
Legal reserve 245,862 243,633
---------- ----------
Other reserves
Reserves of consolidated companies 190,872 194,447
Reserves of companies valued under the equity method 74,749 70,463
Merger reserve
By incorporation of Totta and BSP 541,334 541,334
By incorporation of Totta IFIC 90,520 90,520
By incorporation of BSN 35,405 35,405
Other 1,748 2,296
----------- -----------
934,628 934,465
----------- -----------
Retained earnings 248,665 226,484
-------------
1,429,155
-------------
1,404,582
======= =======

Legal reserve

In conformity with the provisions of Decree Law no. 298/92, of 31 December, amended by Decree Law no. 201/2002, of 26 of September, the Bank set up a reserve fund up to the amount of the share capital or of the sum of the free reserves and retained earnings, if greater. For this purpose, a fraction of the annual net income on a stand-alone basis is transferred to this reserve each year until the said amount is reached.

This reserve may only be used for the hedging of accumulated losses or to increase the share capital.

Merger reserve

Under current legislation, the merger reserve is equivalent to the legal reserve and may only be used to hedge accumulated losses or to increase the share capital.

26. CONSOLIDATED NET INCOME FOR THE PERIOD

Consolidated net income for the semesters ended 30 June 2012 and 2011 may be summarised as follows:

30-06-2012 30-06-2011
(Restated)
Net income Contribution to the
consolidated
Net income Contribution to the
consolidated
for the period net income for the period net income
Net income of BST on an individual basis 2,791 2,791 19,224 19,224
Net income of the remaining Group companies:
Serfin International Bank & Trust (SIBT) 212 212 80 80
Santotta - Internacional, SGPS 104 104 (53) (53)
Totta Ireland, Plc. 43,137 43,137 55,255 55,255
Banco Caixa Geral Totta de Angola 19,261 4,813 14,168 3,541
Totta Urbe 862 862 1,043 1,043
Totta & Açores, Inc. - New ark (31) (31) 56 56
Totta & Açores, Financing, Ltd (TAF) 6,180 6,180 6,180 6,180
BST International Bank, Inc 8,206 8,206 8,145 8,145
Partang, SGPS 9,936 4,869 2 1
Santander Pensões 430 430 625 625
Santander Gestão de Activos 1,771 1,771 14,522 14,522
Santander Asset Management, SGFIM, S.A. 625 625 1,506 1,506
Taxagest (66) (65) (625) (618)
Unicre 3,549 763 4,945 1,063
94,176 71,876 105,849 91,346
Elimination of dividends:
Totta Ireland, Plc. (46,800) (33,000)
Santander Gestão de Activos (9,430) (13,000)
Unicre (1,036) (1,574)
Santander Pensões (1,000) -
(58,266) (47,574)
Adjustments related w ith the merger of Totta IFIC in BST - 6,206
Temporal alignment of the results of Totta Ireland (6,700) (4,639)
Application of IAS/IFRS - Retirement pensions (301) 5,638
Adjustments related w ith securitization operations 48,534 (9,129)
Elimination of the valuation by Partang of the participation in Banco Caixa Geral Totta de Angola (4,869) -
Other (917) 678
Consolidated net income for the period 52,148 61,750

27. MINORITY INTERESTS

Third party participation in the Group's companies in 2011 and 2010, was as follows by entity:

Income
Balance sheet statement
30-06-2012 31-12-2011 30-06-2012 30-06-2011
(Restated)
Preference shares of BST
International Bank, Inc 285,941 278,229 - -
Preference shares of TAF 300,000 300,000 - -
Special dividends ( 1,483 ) ( 1,459 ) - -
Taxagest 549 550 - 7
Other 203 200 3 ( 1 )
----------- ---------- --- -----
585,210 577,520 3 6
====== ====== == ==

As at 30 June 2006, the BST International Bank, Inc (BST Porto Rico) issued 3,600 non-voting preference shares of 100,000 United States Dollars (USD) each, fully subscribed and paid up by Banco Santander, S.A.. The Bank guarantees a non-cumulative dividend on these shares corresponding to an annual remuneration of 6.56% payable if and when declared by BST Puerto Rico's directors, at the beginning of January of each year. BST Puerto Rico may redeem the preference shares, in full or in part as from June 30, 2016 at 100,000 USD per share plus the amount of the dividend accrued monthly since the last payment made.

On 29 of June 2005, TAF issued 300,000 non-voting preference shares of 1,000 Euros each, fully subscribed and paid up by Banco Santander, S.A.. The Bank guarantees a non-cumulative dividend on these shares corresponding to an annual remuneration of 4.12% payable if and when declared by TAF's directors, at the beginning of January of each year. TAF may redeem the preference shares, in full or in part, as from June 30, 2015 at 1,000 Euros per share plus the amount of the dividend accrued monthly since the last payment made.

These issues were classified as equity in accordance with IAS 32. Under this Standard, the preference shares issued are classified as equity if:

  • The Issuer or the Bank does not have a contractual liability to deliver cash or other financial asset to the shareholders; and
  • Payment of dividends and repayment of the preference shares are at the discretion of the issuer.

28. OFF-BALANCE SHEET ITEMS

Off-balance sheet items were made up as follows:

30-06-2012 31-12-2011
Guarantees given and other contingent liabilities
Guarantees and sureties 1,367,169 1,488,455
Open documentary credits 173,465 570,363
Assets pledged as guarantee
Bank of Portugal 123,114 121,723
Deposit Guarantee Fund 82,202 70,345
Investor Indemnity System 4,636 4,079
Other contingent liabilities 5 6
--------------
1,750,591
--------------
2,254,971
======== ========
Commitments
Credit lines
Revocable 4,558,117 4,792,257
Irrevocable 1,399,910 1,217,742
Term deposit contracts 57,179 85,933
Deposit Guarantee Fund 54,092 54,092
Investor Indemnity System 2,911 3,119
Other irrevocable commitments 11,024 16,141
Other revocable commitments 26,807 27,751
--------------
6,110,040
-------------
6,197,035
======== =======
Liabilities for services rendered
Deposit and custodial services 50,664,036 55,382,093
Amounts received for collection 169,236 130,762
Assets managed by the institution
Other 7,432,258 7,264,208
---------------
58,265,530
----------------
62,777,063
========= =========

Deposit Guarantee Fund

The Deposit Guarantee Fund was created in November 1994 in accordance with Decree Law no. 298/92, dated December 31, to guarantee customers' deposits in accordance with the limits established in the General Regime for Credit Institutions. The initial contribution to the Fund, which was established by Ministerial Order of the Ministry of Finance, was made in cash and deposit securities, and was amortised over 60 months as from January 1995. Except as mentioned in the following paragraph, regular annual contributions to the Fund are recorded as an expense of the year to which it relates.

In 2011, as allowed by the Bank of Portugal, the Bank paid 90% of the annual contribution to the Fund, in the amount of tEuros 3,918. In this period, the Bank accepted an irrevocable commitment to the Deposit Guarantee Fund to pay the remaining 10% of the annual contribution if and when required to do so. The total unpaid amount of this commitment as at 30 June 2012 and 31 December 2011 amounted to tEuros 54,092. The assets pledged as guarantee to the Bank of Portugal are recorded in off-balance sheet accounts at market value.

In 2012 the Bank made the payment of 100% of the annual contribution in the amount of tEuros 4,906.

Investor Indemnity System (SII)

The responsibility to pay the Investor Indemnity System is not recorded as a cost, but is covered by the acceptance of an irrevocable commitment to pay that amount, if required to do so, with part (50%) of the commitment being guaranteed by a pledge of Portuguese Treasury Bonds. As at 30 June 2012 this commitment amounted to tEuros 2,911 (tEuros 3,119 on 31 December 2011).

In accordance with a regulation of the CMVM, an extraordinary payment of tEuros 4,082 was made by the Bank to the SII in 2011, regarding the Banco Privado Português.

29. INTEREST AND SIMILAR INCOME

This caption is made up as follows:

30-06-2012 30-06-2011
(Restated)
Interest on cash and deposits
In Central Banks
In the Bank of Portugal 1,051 2,045
In credit institutions 116 179
Interest on loans and advances
In domestic credit institutions
In the Bank of Portugal 948 142
In other credit institutions 5,261 13,978
In foreign credit institutions 21,988 29,928
Interest on loans and advances to customers
Domestic loans 364,964 331,723
Foreign loans 10,211 11,486
Other loans and receivables (commercial paper) 16,085 20,387
Associated commission received at amortised cost 20,703 20,748
Interest from securitised assets not derecognised 118,475 107,951
Interest on overdue credit (Note 47) 4,601 4,424
Interest and similar income on other financial assets
Financial assets available for sale
Securities 103,991 85,731
Other financial assets at fair value through profit or loss 2,092 2,087
Hedging derivatives 167,859 170,695
Debtors and other applications 14 7
Other interest and similar income
Swap agreements 65,400 64,100
Other 676 1,001
-----------
904,435
-----------
866,612
====== =======

30. INTEREST AND SIMILAR CHARGES

This caption is made up as follows:

10,330 (Restated)
9,058
10,072 7,160
207,308 135,294
12,059 8,144
----------- ----------
239,769 159,656
-----------
532
----------
1,625
29,976 21,323
- 13
10,934
58,156
50,760
47,131
160,311
205
63,784
149 93
382,500 ------------
414,335
----------- -----------
7,157
20,047
52,044
43,521
161,129
108
67,837
-----------

31. INCOME FROM EQUITY INSTRUMENTS

This caption refers to dividends and income received and is made up as follows:

30-06-2012 30-06-2011
(Restated)
Available-for-sale financial assets:
SIBS – Sociedade Interbancária de Serviços
Other
1,075
570
1,072
167
-------
1,645
====
-------
1,239
====

32. INCOME FROM SERVICES AND COMMISSION

This caption is made up as follows:

30-06-2012 30-06-2011
(Restated)
On guarantees given
Guarantees and sureties 8,022 7,495
Open documentary credits 1,509 2,347
On commitments to third parties
Irrevocable 788 943
Revocable 2,818 1,158
For services rendered
Funds for collection and management 6,944 7,527
Fund management 13,334 16,896
Card transactions 34,341 32,303
Annuities 7,087 7,032
Credit operations 26,823 29,211
Other 5,407 5,520
On operations carried out on behalf of third parties
On securities 24,147 17,034
Other 250 180
Other commission received
Insurance companies (Note 42) 51,769 50,848
Specialised credit 571 721
Demand deposits 9,415 7,323
Cheques and Booklets 7,667 7,873
Other 2,257 15,863
----------
203,149
----------
210,274
====== ======
33. CHARGES WITH SERVICES AND COMMISSION
This caption is made up as follows:
30-06-2011 30-06-2011
(Restated)
On guarantees received
Guarantees and sureties 620 730
On banking services rendered by third parties
Funds for collection and management 2,009 2,845
Credit operations 5,739 6,619
Customer transactions 11,123 11,374
Other 1,575 1,498
On operations carried out by third parties
Securities 1,236 1,293
Other 574 856
Other commission paid 175 307
--------- ---------
23,051 25,522
===== =====

34. RESULT OF ASSETS AND LIABILITIES VALUED AT FAIR VALUE THROUGH PROFIT OR LOSS

These captions were made up as follows:

30-06-2012 30-06-2011
(Restated)
Financial assets held for trading:
Equity instruments 6,181 26
Debt instruments 11,104 (13,578 )
Derivative instruments:
FRA's 260 -
Swaps
. Foreign exchange rate contracts ( 324 ) (173 )
. Interest rate contracts
. Equity contracts
3,244
1,946
19,982
188
.Other ( 25,759 ) (488 )
Options:
. Foreign exchange rate contracts 19 225
. Interest rate contracts 45 64
. Equity contracts 41 ( 82 )
. Other - (1 )
Interest rate guarantee contracts ( 150 ) 87
---------
( 3,393 )
--------
6,250
Hedging derivatives: -------- ---------
Swaps
. Interest rate contracts ( 42,163 ) (18,278 )
. Equity contracts 634 (52,946 )
Options:
. Auto-callable 489 ( 769 )
Value adjustments of
hedged assets and liabilities 40,889
----------
71,272
----------
( 151 ) ( 721 )
--------
( 3,544 )
=====
---------
5,529
====

35. RESULT OF AVAILABLE-FOR-SALE ASSETS

This caption is made up as follows:

(Restated)
30-06-2012 30-06-2011
Gains Losses Net Gains Losses Net
Debt instruments
Issued by residents
National public issuers
Issued by non-residents
- (1) (1) - (57,474) (57,474)
Foreign public issuers - - - - (25,858) (25,858)
Equity instruments
Valued at fair value 50 - 50 78 (51) 27
Other 9 (3,873) (3,864) 6,321 (27) 6,294
59 (3,874) (3,815) 6,399 (83,410) (77,011)

In 2011 this caption refers essentially to realised capital losses on the sale of Portuguese and Spanish treasury bonds amounting to tEuros 83,331.

36. RESULT OF FOREIGN EXCHANGE REVALUATION

This caption is made up as follows:

===== =====
2,610 1,794
--------- ---------
Gains on the revaluation of the foreign exchange position
Losses on the revaluation of the foreign exchange position
26,830
( 24,220 )
8,555
( 6,761 )
30-06-2012 30-06-2011
(Restated)

37. RESULTS FROM THE SALE OF OTHER ASSETS

This caption is made up as follows:

30-06-2012 30-06-2011
(Restated)
Gains on the sale of loans and advances to customers (Note 11) 3,925 -
Gains on non-current assets held for sale 1,427 627
Gains on tangible assets 172 368
Gains on the repurchase by the Group of bonds
Issued under mortgage securitization loans 80,400 2,114
Other 103 48
--------
86,027
--------
3,157
Losses on non-current assets held for sale --------
( 1,281 )
--------
( 905 )
Losses on tangible assets ( 97 ) ( 7 )
Losses on the sale of loans and advances to customers (Note 11) ( 100 ) ( 2,373 )
Other ( 1,054 )
-------
( 230 )
-------
( 2,532 ) ( 3,515 )
----------
83,495
---------
( 358 )
===== ====

In March 2012, BST made a tender offer for the bonds issued under the mortgage securitization operations held by entities outside of the Santander Group. As a result of this operation the Bank recorded a capital gain of tEuros 80,367.

38. OTHER OPERATING RESULTS

This caption is made up as follows:

30-06-2012 30-06-2011
(Restated)
Other operating income
Operating leases 172 166
Reimbursement of expenses 1,402 2,413
Income from sundry services rendered 2,968 2,339
Other 9,998 9,338
---------
14,540
---------
14,256
Other operating expenses --------- ---------
Subscriptions and donations (783 ) ( 1,518 )
Contributions to the Deposit Guarantee Fund ( 2,310 ) ( 1,894 )
Other operating expenses
Other taxation
( 13,684 ) ( 13,587 )
Direct ( 592 ) ( 2,163 )
Indirect (481 ) ( 531)
---------
( 17,850 )
--------
( 19,693 )
--------
(3,310 )
--------
( 5,437 )
==== ====

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Amounts in thousands of Euros - tEuros, except when expressly indicated)

39. STAFF COSTS

This caption is made up as follows: 30-06-2012 30-06-2011
(Restated)
Remuneration
Management and supervisory boards (Note 45) 2,745 3,098
Employees 93,713 95,312
Other variable remuneration 17,986
-----------
13,077
----------
114,444 111,487
Mandatory social charges ----------- ----------
Charges on remuneration 25,784 26,979
Charges with pensions and other benefits (Note 43) ( 1,746 ) 816
Other mandatory social charges 488 3,878
Early retirement - 1,270
Gains resulting from the reduction in liabilities
with death subsidy (Note 43) ( 9,190 ) -
Adjustment of liabilities transferred to the
Social Security 59 -
--------- ---------
15,395
---------
32,943
---------
Other staff costs
Contractual indemnities - 455
Staff transfers 264 293
Other 2,997 3,241
---------
3,261
---------
3,989
-----------
133,100
----------
148,419

The balance of the caption "Gains resulting from the reduction in liabilities with death subsidy" refers to the reduction in liabilities with pensioners resulting from the amendments introduced by Decree Law no. 133/2012 of 27 of June, which introduced a maximum to the amount for the subsidy for death corresponding to six times the amount of the social support index.

40. GENERAL ADMINISTRATIVE COSTS

This caption is made up as follows:

30-06-2012 30-06-2011
(Restated)
Specialised services 21,013 22,964
Communications 7,193 6,431
Maintenance of software and hardware 15,842 16,129
Maintenance and repairs 1,170 1,484
Advertising and publishing 5,273 7,079
Rent and leases 5,674 4,428
External supplies
Water, electricity and fuel 4,065 3,756
Current consumable material 1,143 1,564
Other 181 99
Travel, lodging and representation expenses 2,596 3,063
Transportation 1,156 1,230
Staff training 942 1,223
Insurance 324 271
Other 2,158 2,189
----------
68,730
----------
71,910
====== ======

41. RESULTS FROM ASSOCIATES

This caption is made up as follows:

30-06-2012 30-06-2011
(Restated)
Partang, SGPS, S.A. 3,964 3,731
Totta Crédito Especializado, IFIC, S.A. - 1,560
Unicre - Instituição Financeira de Crédito, S.A. 763 1,063
Benim - Sociedade Imobiliária, S.A. ( 124 ) 105
-------- -------
4,603 6,459
==== ====

42. INSURANCE BROKERAGE SERVICES RENDERED

Income from the insurance brokerage services rendered refers mainly to the commissions charged to Santander Totta Seguros - Companhia de Seguros de Vida S.A., and to other insurance companies for the placement of their products (Note 32), and it is as follows:

30-06-2012 30-06-2011
(Restated)
Life Non-Life Life Non-Life
Insurance Insurance Total Insurance Insurance Total
Santander Totta Seguros 46,278 123 46,401 45,705 129 45,834
Other - 5,368 5,368 - 5,014 5,014
----------
46,278
--------
5,491
----------
51,769
----------
45,705
-------
5,143
----------
50,848
====== ===== ====== ====== ==== ======

As at 30 June 2012 and 31 December 2011, the caption "Other assets – Income receivable from other services rendered" (Note 17) includes commission receivable from insurance companies, as follows:

30-06-2012 31-12-2011
Santander Totta Seguros
Other
18,988
1,411
19,558
1,309
--------- ----------
20,399 20,867
===== =====

These amounts refer essentially to the commissions raised on premiums for insurances sold during the second quarter of 2012 and last quarter of 2011, respectively, which were received subsequently to the balance sheet date.

43. EMPLOYEES' POST EMPLOYMENT BENEFITS

For the purpose of determining BST's past service liability relating to the servicing and retired employees, actuarial studies were carried out by Towers Watson International Limited, Portuguese branch. The present value of the past service liability and corresponding current service cost were determined based on the Projected Unit Credit method.

The liability with retirement pensions, healthcare benefits and death subsidy as at 30 June 2012 and in the four previous years, as well as the respective hedging, are as follows:

30-06-2012 31-12-2011 31-12-2010 31-12-2009 31-12-2008
Estimated past service liability
- Pensions
. Serving employees 214,235 210,669 275,580 255,009 231,114
. Pensioners 27,970 18,455 36,406 34,692 34,895
. Retired and early retired staff 378,926 387,608 855,952 896,251 973,904
621,131 616,732 1,167,938 1,185,952 1,239,913
- Healthcare benefits (SAMS) 118,167 117,422 127,822 127,877 132,522
- Death subsidy 8,329 16,973 18,184 17,728 17,994
747,627 751,127 1,313,944 1,331,557 1,390,429
Funding of the liability
- Valued of the fund assets 754,689 758,244 1,312,888 1,395,849 1,391,585
Amount overdunded/(underfunded) 7,062 7,117 (1,056) 64,292 1,156
Actuarioal and financial differences generated in the year
- Change in assumptions - (103,831) - (51,086) (100,674)
- Experience adjustments:
. Other actuarial (Gains)/Losses 2,581 (23,708) (29,458) (21,172) (4,100)
. Financial (Gains)/Losses 3,087 339,627 103,392 61,639 306,680
5,668 315,919 73,934 40,467 302,580
5,668 212,088 73,934 (10,619) 201,906

The reduction in liabilities with the death subsidy in the first semester of 2012 is essentially due to the amendments introduced by Decree Law no. 133/2012 of 27 of June, which introduced a maximum amount for the subsidy for death corresponding to six times the amount of the social support index. The reduction in liabilities resulting from this alteration was tEuros 9,190 (Note 35).

As indicated in Note 1.3.k) a three party agreement was established between the Finance Ministry, the Portuguese Association of Banks and the Federation for the Financial Sector (FEBASE) regarding the transfer to the Social Security of part of the liabilities with pensioners who as at December 31, 2011 were covered by the substitutive regime of the Social Security under the Collective Labor Agreement (ACT) in force for the banking sector. As a result, the Bank's pension fund assets backing such liabilities were also transferred to the Social Security. Following Decree-Law no. 127/2011, dated 31 December, the value of pension liabilities transferred to the Government was determined considering the following assumptions:

Mortality table male population TV 73/77 less 1 year
Mortality table female population TV 88/90
Actuarial technical rate (discount rate) 4%

The liabilities transferred to the Social Security amounting to tEuros 456,111 were determined based on the assumptions described above.

The liabilities calculated by the Bank immediately before the transfer, according to the financial and actuarial assumptions used, amounted to tEuros 435,260.

The difference between the liabilities transferred to the Social Security calculated using the assumptions set out in the Decree-Law No. 127/2011, dated of December 31 (tEuros 456,111) and those used by the Bank (tEuros 435,260), amounting to tEuros 20,851, was recorded in the caption "Staff costs" of the income statement for 2011.

The assumptions used by the Bank for the determination of responsibilities, immediately before the transfer to the Social Security were the following:

Serving
employees
Retired
employees
Mortality table TV 88/90 TV 88/90
Actuarial technical rate (discount rate) 5.92% 5.00%
Salary growth rate 2.35% -
Pension growth rate 1.35% 1.35%

The liabilities determined considering the above assumptions amounted to tEuros 1,186,387 of which tEuros 435,260 corresponds to liabilities transferred to the Social Security, as mentioned above.

The main assumptions used as at 30 June 2012 and 31 December 2011 were the following:

Mortality table TV 88/90
Pension fund return rate 5.50%
Actuarial technical rate (discount rate)
- Serving 5.92%
- Non-serving 5.00%
Salary growth rate 2.35%
Pension growth rate 1.35%
Inflation rate 1.75%

The assumptions used in the calculation of the liabilities in 31 December 2011 were used in determining the cost with pensions for the first semester of 2012.

The discount rate of 5.00% for serving employees and 5.92% for the inactives correspond to an average of 5.5%, more specifically, the use of different rates for different populations leads to the same liability amount that would be determined if a rate of 5.5% for the entire population had been used.

To determine the amount of the Social Security pension which, under the terms of the ACT of the banking sector, should reduce the pension to be provided under the ACT, the following assumptions were used:

Salary growth rate to calculate the deductible pension 2.35%
Inflation (no. 1 of article 27) 1.75%
Inflation (no. 1 of article 27) 2.00%
Sustainability factor accumulated to 2011 Reduction of 3.14%
Future sustainability factor Reduction of 0.5% per year

The basis for the return on assets expected rate of the Pension Fund is the estimated return on assets of the Fund's portfolio as at December 31, 2011, which is determined by the actuaries in charge.

The discount rates used in the actuarial studies are determined based on the market rates of highly rated corporate bonds in Euros for similar maturities as those of the Plan's liabilities, for serving and nonserving employees, respectively.

More specifically, among other sources, the rates of return on a sample of bonds of private corporations in Euros with credit quality of Aa-(credit risk rating, based on four rating agencies - Moody's, Standard & Poor's, Fitch and Dominion Bond Rating Service) were used. This information was taken from Bloomberg.

As at 30 June 2012 and 31 December 2011, the amount of liabilities with healthcare arising from a 1% variation in the contribution rate may be presented as follows:

30-06-2012 31-12-2011
Number of
beneficiaries
Contribution
rate
-1%
Contribution
rate
+ 1%
Number of
beneficiaries
rate
-1%
Contribution Contribution
rate
+ 1%
Serving employees (Defined Benefit Plan) 5,393 22,746 31,018 5,451 20,811 28,379
Serving employees (Defined Contribution Plan) 171 40 54 157 25 33
Pensioners 950 4,203 5,731 926 4,183 5,705
Retired and early retired staff 5,340 73,363 100,039 5,338 74,338 101,370
11,854 100,352 136,842 11,872 99,357 135,487

Changes in the Bank's past service liability in the semester ended on 30 June 2012 and in the year ended 31 December 2011 may be broken down as follows, with regard to the Bank's pension plan:

30-06-2012 31-12-2011
Liabilities at the start of the period 751,127 1,313,944
Current service cost 199 2,237
Interest cost 18,742 66,962
Actuarial (gains)/losses 2,582 ( 127,539 )
Early retirement 5,009 3,763
Amounts paid ( 21,950 ) ( 76,337 )
Employees' contributions 1,151 2,313
Transfer of liabilities to the Social Security - (435,260 )
Liabilities of the IFIC arising from the merger - 1,044
Reduction of liabilities with death subsidy (Note 39) ( 9,190 ) -
Adjustment of the liabilities transferred to the Social Security ( 43 ) -
Liabilities at the end of the period -----------
747,627
======
------------
751,127
======

The cost of the period relating to pensions includes current service and interest cost, less the estimated income from the assets of the Fund. In the first semester of 2012 and 2011, costs with pensions were recognised in the caption of "Staff costs" (Note 39) and are made up as follows:

30-06-2012 30-06-2011
(Restated)
Current service cost
Interest cost
Estimated income
199
18,742
( 20,374 )
1,159
33,502
( 35,059 )
Defined benefits plan
Defined contribution plan
London branch plan
Increase of liability with IFIC
---------
( 1,433 )
18
( 331 )
-
----------
( 398 )
20
150
1,044
--------
( 1,746 )
=====
------
816
===

The decrease in the current service cost results from the transfer to the Social Security General Regime of the serving employees covered by CAFEB and admitted in the sector before March 3, 2009 as set out under Decree Law No 1-A/2011, dated of January 3. As a result of this alteration, after the transition date the retirement pension considered is a complementary pension that results from the difference between the ACT pension and the Social Security pension.

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Amounts in thousands of Euros - tEuros, except when expressly indicated)

Changes in actuarial differences in 2011 and in the first semester of 2012 was the following:

Balance on 31 December 2010 – Restated 338,967
-----------
. Actuarial gains on pensions generated in 2011 (112,771 )
. Financial losses on pensions generated in 2011 301,625
. Actuarial gains with healthcare
and death subsidy in 2011
( 14,768 )
. Financial losses with healthcare
and death subsidy in 2011
38,002
Balance on 31 December 2011 (Note 25) -----------
551,055
. Actuarial losses on pensions generated in 2012 2,258
. Financial losses on pensions generated in 2012 2,544
. Actuarial losses with healthcare
and death subsidy in 2012
323
. Financial losses with healthcare
and death subsidy in 2012
543
Balance as at 30 June 2012 (Note 25) -----------
556,723
======

As a result of the change in the accounting policy described in Note 1.3. k), the accumulated actuarial differences are deducted under the caption "Revaluation reserves".

As at 30 June 2012 and 31 December 2011, the balance sheet amount related with the pension plan is made up as follows (Note 17):

==== ====
6,674 3,297
Underfunded liability (London branch) ( 388 )
--------
( 3,820 )
-------
(Underfunded)/Overfunded liability 7,062 7,117
30-06-2012 31-12-2011

In 2011, the changes in actuarial assumptions include the effect of the discount rate increase from 5.25% to 5.5% and the changes in the pensions and salaries growth rate from 1.75% to 1.35% and 3.2% to 2.35%, respectively.

The effective salary growth in the first semester of 2012 and in 2011 for the purpose of the contributions to the Social Security relating to the employees of the former Totta was 2.13% and 1.18%, respectively.

There was no effective increase in the pensions and of the salary table in 2012 and 2011.

Santander Pensões – Sociedade Gestora de Fundos de Pensões, S.A. is the entity that manages BST's Pension Fund. As at 30 June 2012 and 31 December 2011, the number of participants in the Fund was as follows:

30-06-2012 31-12-2011
Serving employees (1)
Pensioners
5,564
950
5,608
926
Retired and early retired staff 5,340
---------
5,338
---------
11,854
=====
11,872
=====

(1) Of whom 171 and 157 employees are included in the new defined contribution plan as at 30 June 2012 and 31 December 2011, respectively.

The main demographic changes in 2011 and in the first semester of 2012 were the following:

Serving Retired and
early retired
employees staff Pensioners
Total as at 31-12-2010 5,606 5,381 912
Exits:
. Serving employees
(111) - -
. By death
. Other
-
-
(86)
-
(19)
(25)
Transfers (36) 36 -
Entry of Totta IFIC employees 99 - -
Entries 50 7 58
Total as at 31-12-2011 5,608 5,338 926
Exits:
. Serving employees
(48) - -
. Retirement - (31) (13)
Transfers (24) 24 -
Entries 28 9 37
Total as at 30-06-2012 5,564 5,340 950

Changes in BST's Pension Fund during 2011 and in the first semester of 2012 was the following:

Net asset value on 31 December 2010 1,312,888
Contributions made by the Bank (cash) -------------
245,000
Contributions made by employees 2,313
Net return of the Fund ( 269,509 )
Pensions paid ( 76,337 )
Transfer to the Social Security ( 456,111 )
Net asset value on 31 December 2011 ------------
758,244
Contributions made by employees ------------
1,151
Net return of the Fund 17,287
Pensions paid ( 21,950 )
Adjustment of the transfer of liabilities to the Social Security ( 43 )
Net asset value on 30 June 2012 ------------
754,689
======

The rates of return of the Pension Fund in the first semester of 2012 (annualised) and in 2011 were 4.6% and -20.53%, respectively.

The Pension Fund's profitability was affected negatively in 2011 by the negative trend of the equity and loans markets.

As at 30 June 2012 and 31 December 2011, the BST's Pension Fund portfolio in 2011 included the following assets:

30-06-2012 31-12-2011
Debt instruments 271,159 385,693
Real estate investment funds 216,286 222,339
Securities investment funds 145,372 139,059
Equity instruments 152 152
Buildings 87,210 87,215
Deposits 42,960 125,255
Pending settlement ( 8,450 ) ( 201,470 )
---------- ------------
754,689 758,244
====== ======

On 31 December 2011 the "Pending settlement" caption included an amount payable to the State of tEuros 201,575, referring to the transfer of part of the Bank's Pension Fund to the Social Security, as established in Decree Law no. 127/2011, of 31 December.

As at 30 June 2012 and 31 December 2011, the portfolios of the Pension Fund included the following assets with Santander Group companies:

====== ======
183,112 177,430
units in funds) 160,146
-----------
154,464
-----------
Leased property
Securities (including participating
22,966 22,966
30-06-2012 31-12-2011

A life insurance policy was taken out in 2010 to cover the liability arising from a new supplementary retirement plan for the Bank's executives. The initial contribution to the new plan amounted to tEuros 4,430. In 2011, the premium paid by the Bank amounted to tEuros 583 and the periodified amount as at 30 June 2012 was tEuros 291.

Defined benefit pension plan – London branch

As at 30 June 2012 and 31 December 2011, the main assumptions used in the calculation of the liabilities with retirement pensions relating to the pension plan that covers the employees of the London branch were the following:

Mortality table AMC00/AFC00
Rate of return on the assets of the Pension Fund 5.02%
Actuarial technical rate (discount rate) 4.90%
Salary growth rate 2.70%
Pension growth rate 1.90%
Rate of inflation 2.70%

As at 30 June 2012 and 31 December 2011, the liabilities with the defined benefit pension plan of the London branch and its hedging were as follows:

30-06-2012 31-12-2011
Estimated liabilities for past services 30,786 29,260
Hedging – net asset value of the fund 30,398 25,440
--------- ----------
Non-financed amount – London branch ( 388 ) ( 3,820 )
=== ====

In relation to the specific pension plan of the London branch, the movement in the liabilities for past services in the year ended 31 Decemgber 2011 and in the first semester of 2012 may be presented as follows:

Liabilities as at 31 December 2010 25,003
---------
Cost of current services 174
Interest cost 1,450
Actuarial losses 2,551
Amounts paid ( 680 )
Foreign exchange fluctuations 762
---------
Liabilities as at 31 December 2011 29,260
Cost of current services ---------
100
Interest cost 729
Amounts paid ( 337 )
Foreign exchange fluctuations 1,034
Liabilities as at 30 June 2012 ---------
30,786
=====

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Amounts in thousands of Euros - tEuros, except when expressly indicated)

The movement in the Pension Fund of the London branch during 2011 and first semester of 2012 was the following:

Net asset value on 31 December 2010 23,112
Net return of the fund ---------
2,125
Contribution by the Bank 179
Pensions paid ( 680 )
Foreign exchange fluctuations 704
Net asset value in 31 December 2011 ---------
25,440
Net return of the fund ---------
1,202
Contribution by the Bank 3,193
Pensions paid ( 337 )
Foreign exchange fluctuations 900
Net asset value as at 30 June 2012 ----------
30,398
=====

The costs with the pension plan of the London branch in the first six months of 2012 and 2011 were as follows:

30-06-2012 30-06-2011
Cost of current services 100 104
Interest cost 729 675
Estimated return ( 1,160 ) ( 629 )
------- -----
( 331 ) 150
=== ===

As at 30 June 2012 and 31 December 2011, the movement in the actuarial differences of the London branch was broken down as follows:

30-06-2012 31-12-2011
Actuarial losses on pensions in 2009 3,630 3,630
Financial gains on pensions in 2009 ( 1,315 ) ( 1,315 )
Actuarial gains on pensions in 2010 ( 817 ) ( 817 )
Financial gains on pensions in 2010 ( 45 ) ( 45 )
Actuarial losses on pensions in 2011 2,551 2,551
Financial gains on pensions in 2011 ( 930 ) ( 930 )
Financial gains on pensions in 2012 ( 41 ) -
Foreign exchange fluctuations 273 138
------- -------
Balance of actuarial differences (Note 25) 3,306 3,212
==== ====

As at 30 June 2012 and 31 December 2011, the Pension Fund of the London branch included the following assets:

===== =====
Fund's net asset value 30,398 25,440
--------- ---------
Deposits 3 69
Equity instruments 4,354 3,608
Debt instruments 26,041 21,763
30-06-2012 31-12-2011

44. SECURITIZATION OPERATIONS

Description of the operations

Between July 2003 and February 2011, BST sold part of its mortgage loan portfolios, through twelve operations, with a total initial amount of tEuros 23,250,000. The loans were sold at their nominal value (book value) to Hipototta FTC Funds, with the exception of the last two securitization operations (Hipototta No. 11 and Hipototta No. 12, BST SME no. 1 and Totta Consumer no. 1), in which the credits were sold to Tagus – Sociedade de Titularização de Créditos, S.A. (Tagus).

In April 2009, Totta IFIC securitised part of its leasing portfolio and long-term rental through an operation with a total initial amount of tEuros 1,300,000. The loans were sold at their nominal value (book value) to a securitization fund called LeaseTotta No. 1 FTC.

In October 2009 BST liquidated Hipototta No. 9 Ltd. which was established under the securitization operation of November 2008, the initial amount of the loans sold being tEuros 1,550,000. The liquidation occurred after a "Mortgage Retransfer Agreement", under which the Bank repurchased the previously securitised loans for tEuros 1,462,000.

In April 2010, BST liquidated Hipototta No. 6 Ltd, which was established under the securitization operation of October 2007, the initial amount of the loans sold being tEuros 2,200,000. The liquidation occurred after a "Mortgage Retransfer Agreement", under which the Bank repurchased the previously securitised loans for tEuros 1,752,357.

In July 2010, BST securitised part of its mortgage portfolio, called Hipototta no. 11, for the total initial amount of tEuros 2,000,000. The loans were sold at their nominal value (book value) to Tagus – Sociedade de Titularização de Créditos, S.A. (Tagus).

In January and February 2011, BST entered into a Mortgage Retransfer Agreements with Hipototta No. 2 PLC, Hipototta No. 3 PLC and Hipototta no. 10 Ltd. under which repurchased the loans previously securitised, by the amounts of tEuros 880,636, tEuros 1,548,396 and tEuros 803,494, respectively and the Notes held in its portfolio related to these securitizations have redeemed at their nominal value.

In May and June 2012, BST entered a Mortgage Retransfer Agreements with Hipototta no. 11 and Hipototta no. 12. Under these agreements BST repurchased the previously securitised loans for tEuros 1,719,660 and tEuros 1,197,009, respectively, and was reimbursed for the Notes it held in portfolio associated to these securitizations at the respective nominal value.

In March 2011 BST securitised part of its portfolio of commercial paper and loans to companies through an operation called BST SME No. 1, with a total initial amount of tEuros 2,000,000. Furthermore, in June 2011 the Bank securitised part of its consumer credit portfolio through an operation called Totta Consumer No. 1, with a total initial amount of tEuros 1,000,000. The credits from these operations were sold at their nominal value to Tagus. In March 2012, BST liquidated BST SME no. 1. This liquidation took place through the "SME Receivables Retransfer Agreement", under which the Bank again purchased the credits initially securitised for tEuros 1,792,480.

Part of the funds Hipototta and Leasetotta are managed by Navegator – Sociedade Gestora de Fundos de Titularização de Créditos, S.A. (Navegator). BST continues to manage the loan contracts, transferring all the amounts received under the loan contracts to the Hipototta and Leasetotta Funds and to Tagus. The Group holds no direct or indirect participation in Navegator or in Tagus.

To finance the operation, the Hipototta and Leasetotta No. 1 FTC Funds issued participating units, for the same amount of the loan portfolio purchased, which were fully subscribed for by Hipototta PLC/Ltd. and Leasetotta, both based in Ireland.

The Hipottota FTC and Leasetotta No.1 FTC Funds pays all amounts received from BST and from the Portuguese Treasury ("Direcção Geral do Tesouro") to the Hipototta PLC/Ltd and Leasetotta No. 1 Limited, segregating the instalments between principal and interest.

To finance these operations, the Hipottota and the LeaseTotta PLC/Ltd. and Tagus issued bonds with different levels of subordination and rating and, consequently, of return. As at 30 June 2012, the bonds issued and still active are as follows:

Hipottta no. 1 PLC
Remuneration
Issued debt Amount
Initial
Actual S&P Rating
Moody's
Redemption
date
Early
redemption date
Up to early
redemption date
After early
redemption date
Class A 1,053,200 196,808 AA- A2 November 2034 August 2012 Euribor 3 m + 0.27% Euribor 3 m + 0.54%
Class B 32,500 12,690 AA- Baa2 November 2034 August 2012 Euribor 3 m + 0.65% Euribor 3 m + 0.95%
Class C 14,300 5,592 A Ba1 November 2034 August 2012 Euribor 3 m + 1.45% Euribor 3 m + 1.65%
1,100,000 215,090
Class D 17,600 11,000 November 2034 August 2012 Residual income of the securitized portfolio
1,117,600 226,090
Hipottta no. 4 PLC Remuneration
Amount Redemption Early Up to early After early
Issued debt Initial Actual Rating Fitch date redemption date redemption date redemption date
Class A 2,616,040 1,068,211 A December 2048 December 2014 Euribor 3 m + 0.12% Euribor 3 m + 0.24%
Class B 44,240 38,863 A December 2048 December 2014 Euribor 3 m + 0.19% Euribor 3 m + 0.40%
Class C 139,720 122,735 BB December 2048 December 2014 Euribor 3 m + 0.29% Euribor 3 m + 0.58%
2,800,000 1,229,809
Class D 14,000 14,000 December 2048 December 2014 Residual income of the securitized portfolio
2,814,000 1,243,809
Hipottta no. 5 PLC
Amount Rating Redemption Early Up to early Remuneration
After early
Issued debt Initial Actual S&P Moody's date redemption date redemption date redemption date
Class A1 200,000 - February 2060 February 2014 Euribor 3 m + 0.05% Euribor 3 m + 0.10%
Class A2 1,693,000 926,158 AA- A3 February 2060 February 2014 Euribor 3 m + 0.13% Euribor 3 m + 0.26%
Class B 26,000 26,000 AA- Baa3 February 2060 February 2014 Euribor 3 m + 0.17% Euribor 3 m + 0.34%
Class C 24,000 24,000 A Ba2 February 2060 February 2014 Euribor 3 m + 0.24% Euribor 3 m + 0.48%
Class D 26,000 26,000 BBB B3 February 2060 February 2014 Euribor 3 m + 0.50% Euribor 3 m + 1.00%
Class E 31,000 31,000 BB Caa2 February 2060 February 2014 Euribor 3 m + 1.75% Euribor 3 m + 3.50%
2,000,000 1,033,158

Class F 10,000 10,000 CCC- Ca February 2060 February 2014 Residual income of the securitized portfolio 2,010,000 1,043,158

Hipototta no. 7 Ltd

Amount Rating Redemption
Issued debt Initial Actual S&P Moody's date Remuneration
Class A1 200,000 - February 2061 Euribor 3 m + 0.20%
Class A2 1,596,000 1,059,152 AA- A2 February 2061 Euribor 3 m + 0.30%
Class B 60,000 60,000 A A3 February 2061 Euribor 3 m + 0.60%
Class C 50,000 50,000 BBB Baa2 February 2061 Euribor 3 m + 1.2%
Class D 44,000 44,000 BB Ba3 February 2061 Euribor 3 m + 2.75%
Class E 50,000
2,000,000
50,000
1,263,152
B Caa1 February 2061 Euribor 3 m + 4.75%
Class F 20,000
2,020,000
20,000
1,283,152
CCC- Ca February 2061 Residual income of the securitized portfolio

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED)

(Amounts in thousands of Euros - tEuros, except when expressly indicated)

Totta Consumer no. 1
Issued debt Amount
Initial
Actual Rating
DBRS
Redemption
date
Remuneration
Class A 700,000 399,785 AAH 2038 Euribor 3 m + 3%
Class B 300,000 300,000 2038 Euribor 3 m + 3.25%
1,000,000 699,785
Class C 100,400 100,400 2038 Residual income of the securitized portfolio
1,100,400 800,185
Leasetotta no. 1 Ltd
Amount Rating Redemption
Issued debt Initial Actual DBRS date Remuneration
Class A 1,040,000 346,020 AAH 2042 Euribor 3 m + 0.30%
Class B 260,000 260,000 2042 Euribor 3 m + 4.75%
1,300,000 606,020
Class C 65,000 65,000 2042 Residual income of the securitized portfolio
1,365,000 671,020

The bonds issued by Hipototta no. 1 PLC and Hipototta no. 4 PLC bear interest payable quarterly on March 30, June 30, September 30 and December 31 of each year. The bonds issued by Hipototta no. 5 PLC and Hipototta no. 7 Ltd bear interest payable quarterly on February 28, May 30, August 31 and November 30 of each year. The bonds issued by Totta Consumer no. 1 bear interest payable quarterly on January 30, April 30, July 31 and October 31 of each year. The bonds issued by LeaseTotta no. 1 Limited bear interest payable quarterly on January 15, April 15, July 15 and October 15 of each year.

BST has the option to early redeem the notes on the above-mentioned dates. For all Hipotottas, for BST SME No. 1 and for Totta Consumer No. 1, BST has the possibility of repurchasing the loan portfolios at their nominal value when the outstanding loan portfolio is equal to or less than 10% of the initial amount of the operations.

Furthermore, up to five days before each quarterly interest payment date, Hipototta and Leasetotta PLC/Ltd have the option to make partial repayments of the Class A, B and C notes, as well as the Class D and E notes in the case of Hipototta PLC No. 5 and Hipototta No. 7 Ltd, in order to adjust the amount of the liability to that of the outstanding mortgage loan portfolios).

Remuneration of the Class D notes of Hipototta No. 1 and Hipototta No. 4, the Class F notes for Hipottota No.5, Hipottota No.7 and the Class C notes for the Hipototta No. 11, Hipototta No. 12, Leasetotta No. 1 Limited, Totta Consumer No. 1 and BST SME No. 1 are the last liabilities to be paid.

Remuneration of these classes of Notes corresponds to the difference between the income generated by the securitised loan portfolio and the sum of all the costs of the operation, namely:

  • Taxation;
  • Expenses and commission calculated on the value of the portfolios (custodian fee and service fee, both charged by BST, and management fee, charged by the Funds);
  • Interest on the other classes of notes; and
  • Impairment losses.

When the securitization operations were launched, the estimated income of the securitised loan portfolios included in the calculation of the remuneration of the Class D notes of Hipototta PLC No. 1 and 4 corresponded to an average annual rate of 1.1% and 0.9%, respectively. For the Class F notes of Hipototta PLC No. 5 it corresponded to an annual average of 0.9% of the total credit portfolio. For the Class F notes of Hipotottas No. 7 and the Class C notes of Hipototta No.11 and Leasetotta No. 1, it corresponded to an annual average rate of 0.7% of each of the loan portfolios. For the Class C notes of Hipototta No. 12, BST SME and Totta Consumer corresponded to an average annual rate of 5.25% on the value of the loan portfolio.

In 2010, the Bank repurchased class A bonds from Hipototta no. 4 PLC, class A2 bonds from Hipototta no. 5 PLC and class A bonds from Hipototta no. 2 PLC. As mentioned above, the Hipototta no. 2 PLC, Hipototta no. 3 PLC and the Hipototta no. 10 Ltd were liquidated in January and February 2011. The Hipototta no. 11, Hipototta no. 12 and the BST SME no. 1 were liquidated in March, May and June 2012, respectively.

When the securitizations were issued, subordinated loans were granted by BST to Hipotottas, for facilities / credit lines in case of need for liquidity by Hipotottas. There were also signed Swap Agreements between the Santander Group and the first issued Hipotottas and between the BST and the remaining securitization vehicles to cover the interest rate risk.

Accounting recognition

In compliance with IAS 27 and SIC 12, for the purposes of the consolidated financial statements, the Hipototta FTC Funds and Hipototta PLC/Ltd were included in the consolidation perimeter (Note 4), given that the Bank has the majority of the risks and benefits relating to the operations of these entities. Consequently, the securitised mortgage loans were reflected in the balance sheet and part of the bonds issued by Hipototta PLC/Ltd, Leasetotta No.1 Limited and Tagus which are held by the Group, were eliminated in the consolidation process.

45. RELATED PARTY DISCLOSURES

The related party disclosures of the Bank with which it had balances or transactions in the first semester of 2012 and in 2011 are the following:

Name of the related entity Head office
Entities that directly or indirectly control the Group
Santander Totta, SGPS
Santusa Holding, S.L.
Portugal
Spain
Banco Santander, S.A. Spain
Entities under direct or indirect control by the Group
Totta & Açores, Inc. - Newark USA
Serfim International Bank & Trust Cayman Islands
Totta & Açores Financing, Ltd
Totta Ireland, PLC
Cayman Islands
Ireland
Bst International Bank, Inc. Puerto Rico
Santander Asset Management SGFIM, S.A. Portugal
Santander - Gestão de Activos,SGPS,S.A. Portugal
Santander-Pensões Sociedade Gestora de Fundos de Pensões, S.A. Portugal
Santotta Internacional, S.G.P.S, Sociedade Unipessoal, LDA
Taxagest, SGPS, S.A.
Portugal
Portugal
Tottaurbe - Empresa Administração e Construções, S.A. Portugal
Entities significantly influenced by the Group
Banco Caixa Geral Totta de Angola Angola
Benim - Sociedade Imobiliária, S.A. Portugal
Partang,SGPS.S.A.
Unicre-Instituição Financeira de Crédito, S.A.
Portugal
Portugal
Name of the related entity Head office
Entities under direct or indirect common control by the Group
Banco Santander Brasil, S.A.
Banco Santander Chile
Brasil
Chile
All Funda Bank, SA Spain
Banco Banif, S.A. Spain
Capital Grupo Santander, SA SGECR Spain
Fondo de Titulización de Activos Santander Empresas 1 Spain
Fondo de Titulización de Activos Santander Empresas 2 Spain
Fondo de Titulización de Activos Santander Empresas 3
Fondo de Titulización Santander Financiación 1
Spain
Spain
Ftpyme Santander 2 Fondo de Titulización de Activos Spain
Geoban, S.A. Spain
Gesban Servicios Administrativos Globais Spain
Grupo Banesto: Sociedades consolidables
Ibérica de Compras Corporativas
Spain
Spain
Ingeniería de Software Bancário, S.L. Spain
Open Bank Santander Consumer S.A. Spain
Produban Servicios Informáticos Generales, S.L. Spain
Santander Back-Office Globales Mayorista Spain
Santander Bank & Trust Ltd.
Santander Consumer Finance S.A.
Spain
Spain
Santander Consumer Spain Auto 07-1 Spain
Santander Consumer, EFC, S.A. Spain
Santander de Titulizacion SGFT Spain
Santander Global Facilities
Santander Hipotecario 1 Fondo de Titulización de Activos
Spain
Spain
Santander Hipotecario 2 Fondo de Titulización de Activos Spain
Santander Hipotecario 3 Fondo de Titulización de Activos Spain
Santander Investment, S.A. Spain
Santander Seguros y Reaseguros, Compañía Aseguradora, S.A. Spain
Santander Tecnologia y Operaciones AEIE
Transolver Finance EFC,SA
Spain
Spain
Union de Créditos Inmobiliários,SA Spain
Banco Santander International Miami USA
Santander Investment Securities,Inc USA
Sovereign Bank
Optimal Strategic Us Equity Irl Euro Fnd
USA
Ireland
Banco Santander (México), S.A., Institución de Banca Múltiple, Grupo Financiero Santander México
Banco Santander Puerto Rico Puerto Rico
Banco Santander Consumer Portugal S.A. Portugal
HBF Aluguer Comércio Viaturas S.A.
ISBAN PT - Engenheria and Software Bancário, S.A.
Portugal
Portugal
Konecta Portugal, Lda. Portugal
Multi-Rent, Aluguer e Comércio de Automóveis, S.A. Portugal
Portal Universia Portugal, Prestaçao de Serviços de Informática, S.A. Portugal
Santander Totta Seguros, Companhia de Seguros de Vida, S.A. Portugal
UCI Mediação de Seguros, Unipessoal Lda.
Abbey National Treasury Services plc
Portugal
United Kingdom
Alliance & Leicester PLC United Kingdom
Cater Allen International Limited United Kingdom
Santander UK plc United Kingdom
Banco Santander (Suisse), S.A. Switzerland
Special Purpose Entities that are directly or indirectly controlled by the Group
HIPOTOTTA NO. 1 PLC Ireland
HIPOTOTTA NO. 4 PLC Ireland
HIPOTOTTA NO. 5 PLC
HIPOTOTTA NO. 7 Ltd
Ireland
Ireland
LEASETOTTA NO. 1 Ltd Ireland
HIPOTOTTA NO. 1 FTC Portugal
HIPOTOTTA NO. 4 FTC Portugal
HIPOTOTTA NO. 5 FTC
HIPOTOTTA NO. 7 FTC
Portugal
Portugal
LEASETOTTA NO.1 FTC Portugal

TAGUS - Soc. Titularização de Créditos, S.A. (TOTTA CONSUMER NO. 1) Portugal

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Amounts in thousands of Euros - tEuros, except when expressly indicated)

As at 30 June 2012, the balances with related party were as follows:

Entities that
directly or indirectly
Entities that are
significantly
influenced
Entities under
direct or indirect
common control
Assets: control the Group by the Group by the Group
Balances due from banks 7,182 - 27,448
Financial assets held for trading 217,868 - 2,279
Available-for-sale financial assets - - 4,672
Loans and advances to banks 869,757 - 291,738
Loans and advances to customers - - 36,530
Hedging derivatives 196,633 - -
Investments in associates and subsidiaries excluded from the consolidation - 143,763 -
Other assets 18,740 - 39,101
Liabilities:
Financial liabilities held for trading
1,636,798 - 56,439
Resources of other financial institutions 631,662 79,967 304,164
Resources of customers and other loans 83,213 1,233 838,202
Debt securities issued 537,845 - 1,342,057
Hedging derivatives 314,018 - -
Subordinated liabilities - - 4,321
Other liabilities 14,813 - 505
Costs:
Interest and similar charges 220,457 513 47,949
Charges w ith services and commission 440 - 45
Result of assets and liabilities
designated at fair value through profit or loss
2,663,659 - 184,754
General administrative costs - - 16,998
Income:
Interest and similar income 221,655 4 5,884
Result of assets and liabilities
designated at fair value through profit or loss
2,344,349 - 168,580
Result of foreign exchange revaluation 1,256 - -
Income from services and commission 196 - 48,057
Results of participations in associates and joint-ventures - 4,603 -
Other operating results - - 99
Off-balance sheet Items:
Guarantees and other contingent liabilities 17,063 - 46,941
Guarantees received 715 - 1,400
Commitments to third parties 12,275 815 83,202
Currency operations and derivatives 23,074,154 - 1,157,897
Responsibilities for services rendered 2,938,302 36,426 8,742,557

On 31 December 2011, the balances with related party were as follows:

Assets: Entities that
directly or indirectly
control the Group
Entities that are
significantly
influenced
by the Group
Entities under
direct or indirect
common control
by the Group
Balances due from banks 9,444 - 18,537
Financial assets held for trading 297,417 - 5,948
Available-for-sale financial assets - - 13,668
Loans and advances to banks 1,011,381 - 371,170
Loans and advances to customers - - 32,502
Hedging derivatives 136,090 - -
Investments in associates and subsidiaries excluded from the consolidation - 134,050 -
Other assets 21,016 5,395 23,014
Liabilities:
Financial liabilities held for trading 1,440,410 - 68,602
Resources of other financial institutions 668,304 103,227 391,231
Resources of customers and other loans 108,163 11,004 711,466
Debt securities issued 699,812 - 1,658,447
Hedging derivatives 277,632 - -
Subordinated liabilities - - 4,328
Other liabilities 18,430 - 1,547
Costs:
Interest and similar charges 326,109 234 83,914
Charges w ith services and commission 1,118 - 269
Result of assets and liabilities
designated at fair value through profit or loss
2,901,332 - 200,887
Result of available-for-sale financial assets 75,247 - -
Result of foreign exchange revaluation 2,418 - -
General administrative costs - 16 35,203
Result from sale of other assets 2,817 - -
Other operating results - - 1
Income:
Interest and similar income 321,961 26 8,494
Result of assets and liabilities
designated at fair value through profit or loss
2,281,194 - 162,403
Result of available-for-sale financial assets - - 715
Income from services and commission 588 721 96,663
Results of participations in associates and joint-ventures - 11,330 -
Other operating results - - 176
Off-balance sheet Items:
Guarantees and other contingent liabilities
475,879 - 32,935
Guarantees received 715 - 1,400
Commitments to third parties 1,946 389 116,684
Currency operations and derivatives 24,154,065 - 1,200,737
Responsibilities for services rendered 3,532,924 35,717 8,511,057

MANAGEMENT AND SUPERVISORY BOARDS

Board of Directors

As at 30 June 2012 and 31 December 2011, the loans and advances to members of management and supervisory boards, considered key management personnel of the Bank, amounted to tEuros 1,092 and tEuros 1,289, respectively. Fixed and variable remuneration at these dates amounted to tEuros 2,745 and tEuros 4,522, respectively.

The Santander Group, which includes BST, also has a worldwide long term incentive plan, which is described in Note 41 and is divided into cycles. For the members of the Board of Directors, the amount entered in the caption of staff costs as at 30 June 2012 and 2011 is presented below:

30-06-2012 30-06-2011
Third cycle – PI11 - assigned in 2008 and exercisable in July 2011 - 177
Fourth cycle – PI12 - assigned in 2009 exercisable in July 2012 85 152
Fifth cycle – PI13 - assigned in 2010 exercisable in July 2013 109 158
Sixth cycle – PI14 - assigned in 2011 exercisable in July 2014 - -
----- ------
194 487
=== ===

In 11 July 2011, the third cycle of the long term incentive plan linked to objectives was completed. In this regard, the total number of shares assigned to members of the Board of Directors was 133,727, at a price of

7.511 Euros per share.

With regard to post-employment benefits, the members of the Board of Directors with a labour contract with BST are included in the pension plan of the Collective Labour Agreement ("Acordo Colectivo de Trabalho" - ACT) for the banking sector subscribed by BST. The general conditions of this plan are described in Note 1.3. k).

In the Shareholders' General Meeting held on May 30, 2007, the BST's shareholders approved the "Regulation for suplementary attribution of retirement pensions for age or disability" for the executive members of the Board of Directors of the former BTA that are executive members of the BST's Board of Directors (executive committee) and were in office for more than fifteen years, consecutive or interpolated. Under this Regulation they will be entitled to a pension supplement equivalent to 80% of gross annual salary. The amount of the supplementary retirement pension shall be determined by the Compensation Committee when the time in office is less than fifteen years. For these situations, it is defined that the supplement of the pension will be 65% of gross annual salary, whenever the time in office equals to or is greater than ten years, and 75% of gross annual salary, whenever the time in office equals to or is greater than twelve years. This defined benefit plan is a supplementary plan dependent from the general Social Security system.

As at 30 June 2012 and 31 December 2011 the liabilities with this plan amounted to tEuros 10,127 and tEuros 9,686, respectively, and were covered by a provision of the same amount stated in the caption "Provisions for pensions and other charges" (Note 22).

With regard to employment termination benefits, in accordance with Commercial Company Law (Código das Sociedades Comerciais), whenever the term of a member of management or supervisory boards is early terminated by BST, it will pay the member the future remuneration that he/she would be entitled to up to the end of its term.

46. LONG-TERM INCENTIVE PLANS

The "Share Plan Linked to the Santander Group's Objectives" was approved in a Shareholders' General Meeting of Banco Santander. This plan is divided into cycles, and so far six cycles have been approved. BST is also included in this plan.

Each beneficiary of the plan has the right to receive a maximum number of Banco Santander shares.The final number allocated is determined by multiplying the maximum number of shares initially allocated by the sum of the coefficients indexed to the evolution of Banco Santander in relation to other entities included in a predefined group. The comparison is measured in relation to two parameters: total shareholders' return and increase in earnings per share for the first three cycles, for the remaining cycles the comparison is measured by the total shareholders' return only.

The maturity dates of the cycles for the stock plans linked to objectives, the total number of shares granted and the value per share are as follows:

Total number of
Cycle Maturity date shares granted Value per share
First July 6, 2009 326,681 8.49
Second July 8, 2010 540,822 8.77
Third July 11, 2011 571,640 7.51

As described in Note 1.3. n), recognition of the share incentive plans consists in recognizing the right of the Bank's employees to such instruments in the income statement for the year under the caption "Staff costs", as it corresponds to remuneration for services rendered. Management, hedging and implementation of the plans are provided by Banco Santander for all employees covered by the Plan worldwide.

As at 30 June 2012 and 2011, the cost total of the plan for all the employees of BST covered by it may be presented as follows:

Third cycle - PI11
-
Fourth cycle - PI12
575
Fifth cycle - PI13
736
Sixth cycle - PI14
533
-------
1,844
30-06-2012 30-06-2011
632
575
736
-
--------
1,943
==== ====

The employees are entitled to stocks upon their permanence in the Santander Group (vesting condition). The cost per share, as well as the dates to deliver the shares are summarised in the following table:

Estimated date
Number of Cost per share of delivery of the Number of Entitlemen
Stocks' plans shares (Euros) shares employees t date
Plans in place as at 31 December 2010:
PI11 662,021 5.4419 Jul/2011 311 2008
PI12 754,339 4.5112 Jul/2012 311 2009
PI13 778,723 5.5707 Jul/2013 310 2010
Change in 2011:
PI11 - Reversals (*) (1,750) - - (1) -
PI11 - Shares available (571,640) - Jul/2011 (321) -
PI11 - Shares not available (**) (95,001) - - - -
PI12 - Reversals (*) (15,250) - - (5) -
PI13 - Reversals (*) (13,870) - - (4) -
PI11 - Inclusion of employees due to entry of companies (***) 6,370 - - 11 -
PI12 - Inclusion of employees due to entry of companies (***) 7,970 - - 12 -
PI13 - Inclusion of employees due to entry of companies (***) 10,590 - - 13 -
PI13 - Corrections (****) 3,769 - - 1 -
PI14 - Entitlement 609,358 4.5254 Jul/2014 309 2011
Plans in place as at 31 December 2011:
PI12 747,059 4.5112 Jul/2012 318 2009
PI13 779,212 5.5707 Jul/2013 320 2010
PI14 609,358 4.5254 Jul/2014 309 2011
Change in 2012:
PI12 - Reversals (*) (74,339) - - (2) -
PI13 - Reversals (*) (76,339) - - (2) -
Plans in place as at 30 June 2012:
PI12 672,720 4.5112 Jul/2012 316 2009
PI13 702,873 5.5707 Jul/2013 318 2010
PI14 609,358 4.5254 Jan/1900 309 2011

Notes:

(*) Reversal of the rights granted to beneficiaries who have not completed the permanence requirements in the Santander Group established in the Regulation Plan.

(**) Difference between the maximum number of allocated shares and the number of shares actually delivered. The number of allocated shares results by applying a coefficient calculated according to the Santander Group's performance applied to the maximum number of shares allocated.

(***) Corresponds to employees from Totta IFIC integrated into the BST following the merger occurred in the first half of 2011

(****) Difference between the values indicated by Santander in Spain December 2010 (estimate) and March 2011 (actual).

For the share plans linked to objectives in force on 30 June 2012 (4th, 5th and 6th cycles), the fair value was determined in accordance with a following methodology:

  • − It was considered that the beneficiaries will remain in the Santander Group during the period of each plan;
  • − The value relating to the relative position of the Total Return to Shareholders (TRS) was determined at the vested date based on the report of an independent expert who carried out a stochastic valuation using a "MonteCarlo" model with 10,000 simulations performed to determine the TRS for each entity included in the group of comparables. The results (each one representing the delivery of a number of shares) are sorted on descending basis, calculating a weighted average and discounting the amount at a risk free interest rate.
PI12 PI13 PI14
Volatility (*) 42.36% 49.65% 51.35%
Annual dividend yield in recent years 4.88% 6.34% 6.06%
Risk-free interest rate 2.040% 3.330% 4.073%

(*) Historical volatility of the corresponding period (2 or 3 years)

Application of the simulation model results in a percentage of 55.42% for PI12, 62.62% for Pl13 and 55.39% for PI14 to which 50% of the value allocated to determine the accounting cost of the TRS incentive is applied. Since the valuation refers to a market condition, it is not subject to adjustment as from the allocation date.

47. DISCLOSURES IN ACCORDANCE WITH IFRS 7

BALANCE SHEET

Categories of financial instruments

As at 30 June 2012 and 31 December 2011, financial instruments had the following book value:

30-06-2012
Valued at Valued at Valued at Net
fair value amortised cost historical cost Impairment Value
Assets
Cash and deposits at central banks - 102,887 176,542 - 279,429
Balances due from banks - 117,563 66,281 - 183,844
Financial assets held for trading 2,058,272 - - - 2,058,272
Financial assets held for trading 93,318 - - - 93,318
Available-for-sale financial assets 4,991,721 - 22,605 (62,035) 4,952,291
Loans and advances to banks - 2,462,438 - - 2,462,438
Loans and advances to customers 51,954 29,104,014 - (837,951) 28,318,017
Hedging derivatives 196,633 - - - 196,633
7,391,898 31,786,902 265,428 (899,986) 38,544,242
Liabilities
Resources of central banks - 6,851,615 - - 6,851,615
Financial liabilities held for trading 1,855,892 - - - 1,855,892
Resources of other financial institutions - 2,632,474 - - 2,632,474
Resources of customers and other loans 2,543,828 17,659,218 - - 20,203,046
Debt securities issued 3,708,060 2,055,387 - - 5,763,447
Hedging derivatives 314,027 - - - 314,027
Subordinated liabilities - 4,321 - - 4,321
8,421,807 29,203,015 - - 37,624,822
31-12-2011
Valued at Valued at Valued at Net
fair value amortised cost historical cost Impairment Value
Assets
Cash and deposits at central banks - 201,130 186,707 - 387,837
Balances due from banks - 274,320 82,642 - 356,962
Financial assets held for trading 1,995,784 - - - 1,995,784
Financial assets held for trading 80,121 - - - 80,121
Available-for-sale financial assets 4,481,477 - 22,798 (64,670) 4,439,605
Loans and advances to banks - 2,692,911 - - 2,692,911
Loans and advances to customers 53,573 28,990,367 - (671,913) 28,372,027
Hedging derivatives 167,302 - - - 167,302
6,778,257 32,158,728 292,147 (736,583) 38,492,549
Liabilities
Resources of central banks - 4,913,234 - - 4,913,234
Financial liabilities held for trading 1,663,299 - - - 1,663,299
Resources of other financial institutions - 3,611,532 - - 3,611,532
Resources of customers and other loans 1,832,184 18,011,920 - - 19,844,104
Debt securities issued 4,816,609 2,577,256 - - 7,393,865
Hedging derivatives 282,889 - - - 282,889
Subordinated liabilities - 4,328 - - 4,328
8,594,981 29,118,270 - - 37,713,251

During the semesters ended on 30 June 2012 and in 2011, the reclassification of financial assets refer to the commercial paper and real estate investment funds (Notes 7 9).

The financial assets and liabilities for which fair value hedge accounting was applied are valued at fair value, although only the amounts relating to the hedged risk were subject to fair value adjustment.

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Amounts in thousands of Euros - tEuros, except when expressly indicated)

INCOME STATEMENT

In the semesters ended on 30 June 2012 and 2011, the net gains and losses in financial instruments were as follows:

30-06-2012
By corresponding entry to profit or loss By corresponding entry to equity
Gains Losses Net Gains Losses Net
Financial assets and liabilities held for trading 4,079,823 (4,094,349) (14,526) - - -
Other financial assets and liabilities designated at fair value through profit or loss 13,196 - 13,196 - - -
Available-for-sale financial assets 162,663 (4,035) 158,628 137,653 - 137,653
Balances in central banks and other financial institutions 29,364 - 29,364 - - -
Loans and advances to customers 661,354 (312,631) 348,723 - - -
Hedging derivatives 534,253 (568,328) (34,075) 24,724 - 24,724
Resources in central banks and other financial institutions - (57,180) (57,180) - - -
Resources of customers and other loans 25,610 (240,989) (215,379) - - -
Debt securities issued 80,400 (115,600) (35,200) - - -
Subordinated liabilities - (108) (108) - - -
5,586,663 (5,393,220) 193,443 162,377 - 162,377
Guarantees given 10,753 (6,886) 3,867
Credit lines 8,544 (3,150) 5,394
30-06-2011
By corresponding entry to profit or loss By corresponding entry to equity
Gains Losses Net Gains Losses Net
Financial assets and liabilities held for trading 2,826,430 (2,806,602) 19,828 - - -
Other financial assets and liabilities designated at fair value through profit or loss 2,087 (13,577) (11,490) - - -
Available-for-sale financial assets 86,230 (101,641) (15,411) - (250,829) (250,829)
Balances in central banks and other financial institutions 46,272 - 46,272 - - -
Loans and advances to customers 638,616 (201,271) 437,345 - - -
Hedging derivatives 290,785 (350,836) (60,051) - (12,479) (12,479)
Resources in central banks and other financial institutions - (90,656) (90,656) - - -
Resources of customers and other loans 35,267 (165,742) (130,475) - - -
Debt securities issued 137,399 (149,896) (12,497) - - -
Subordinated liabilities - (205) (205) - - -
4,063,086 (3,880,426) 182,660 - (263,308) (263,308)
Guarantees given 10,428 (29) 10,399

The above amounts do not include gains and losses resulting from the foreign exchange revaluation of financial instruments, which, as at 30 June 2012 and 2011, corresponded to net gains of tEuros 2,610 and tEuros 1,794, respectively.

In the first semesters of 2012 and 2011 interest, income and expense, determinated in accordance with the effective interest rate method of financial assets and liabilities not stated at fair value through profit or loss, are as follows:

30-06-2012 30-06-2011
Income Expense Net Income Expense Net
Assets
Cash and deposits at central banks 1,051 - 1,051 2,045 - 2,045
Balances due from banks 116 - 116 179 - 179
Available-for-sale financial assets 103,991 - 103,991 84,874 - 84,874
Loans and advances to banks 28,197 - 28,197 44,048 - 44,048
Loans and advances to customers 537,866 (357) 537,509 500,410 (1,650) 498,760
671,221 (357) 670,864 1,324,745 (1,862) 1,322,883
Liabilities
Resources of central banks - (29,976) (29,976) - (21,336) (21,336)
Resources of other financial institutions - (27,204) (27,204) - (69,090) (69,090)
Resources of customers and other loans 4,259 (240,301) (236,042) 4,199 (161,281) (157,082)
Debt securities issued - (95,565) (95,565) - (97,891) (97,891)
Subordinated liabilities - (108) (108) - (205) (205)
4,259 (393,154) (388,895) 8,373 (798,557) (790,184)
Guarantees given 9,531 - 9,531 9,842 - 9,842
Credit lines 3,606 - 3,606 2,101 - 2,101

In the first semesters of 2012 and 2011 fees and commissions income and expenses, not included in the calculation of the effective interest rate, on financial assets and liabilities not stated at fair value through profit or loss, are as follows:

30-06-2012 30-06-2011
Income Expense Net Income Expense Net
Assets
Loans and advances to customers 27,394 (6,313) 21,081 21,751 (7,475) 40,217
Liabilities
Resources of customers and other loans 17,081 - 17,081 22,656 - 30,723

During the first semesters of 2012 and 2011 the Bank recognised financial income referring to "Interest and similar income" on overdue or impaired credit operations, amounting to tEuros 4,601 and tEuros 4,424, respectively (Note 29).

OTHER DISCLOSURES

Hedge accounting

As at 30 June 2012 and 31 December 2011, hedging derivatives and financial instruments designated as hedged items, are as follows:

30-06-2012
Hedged item Hedging instrument
Nominal Value net Fair value Book Nominal Fair
value of impairment adjustments value value value
Fair value hedge:
Loans and advances to customers 45,702 46,100 5,841 51,941 45,704 (6,125)
Available-for-sale financial assets 2,075,000 2,097,838 266,968 2,364,806 2,075,000 (276,993)
Resources of customers and other loans (2,526,442) (2,546,907) 3,079 (2,543,828) 2,538,599 1,953
Debt securities issued (3,585,136) (3,625,688) (82,372) (3,708,060) 3,655,187 68,570
Cash flow hedge:
Loans and advances to customers 3,995,266 3,995,266 - 3,995,266 2,950,000 95,201
4,390 (33,391) 193,516 160,125 11,264,490 (117,394)
31-12-2011
Hedged item Hedging instrument
Nominal
value
Value net
of impairment
Fair value
adjustments
Book
value
Nominal
value
Fair
value
Fair value hedge:
Loans and advances to customers 47,809 48,242 5,327 53,569 47,811 (5,567)
Available-for-sale financial assets 2,075,000 2,118,714 210,141 2,328,855 2,075,000 (245,972)
Resources of customers and other loans (1,822,365) (1,831,722) (461) (1,832,183) 1,811,861 2,600
Debt securities issued (4,696,585) (4,753,741) (62,868) (4,816,609) 3,780,998 46,660
Cash flow hedge:
Loans and advances to customers 3,496,486 3,496,486 - 3,496,486 2,600,000 86,692
(899,655) (922,021) 152,139 (769,882) 10,315,670 (115,587)

Cash flow hedges

The expected cash flows by period that might affect the profit or loss in the semester ended on 30 June 2012 and during 2011 are as follows:

30-06-2012
Up to 3
months
From 3 months
to 6 months
From 6 months
to 1 year
From 1 to
3 years
Over
3 years
Total
Cash flow hedge
Interest rate sw ap
(1,968) (1,465) 25,656 53,114 19,864 95,201
31-12-2011
Up to 3 From 3 months From 6 months From 1 to Over
months to 6 months to 1 year 3 years 3 years Total
Cash flow hedge
Interest rate sw ap 18,568 5,780 (8,270) 56,938 13,676 86,692

In the semesters ended on 30 June 2012 and 2011, hedge ineffectiveness did not have an impact on the income statement.

The gains and losses recognised on fair value hedging operations in the income statements of the semesters ended on 30 June 2012 and 2011 are as follows:

Results of assets and liabilities valued at fair value through profit or loss
30-06-2012 30-06-2011
Hedged Hedging Hedged Hedging
item instrument Net item instrument Net
Loans and advances to customers 976 (976) - (1,076) 1,100 24
Available-for-sale financial assets 56,828 (56,828) - (14,886) 14,886 -
Resources of customers and other loans 3,115 (2,909) 206 3,951 (4,216) (265)
Debt securities issued (20,040) 19,683 (357) 83,281 (83,761) (480)
40,879 (41,030) (151) 71,270 (71,991) (721)

Fair value of financial instruments

As at 30 June 2012 and 31 December 2011, financial instruments were made up as follows:

30-06-2012
Valued at Not valued at
fair value fair value Total
Assets
Cash and deposits at central banks - 279,429 279,429
Balances due from banks - 183,844 183,844
Financial assets held for trading 2,058,272 - 2,058,272
Other financial assets designated at fair value through profit or loss 93,318 - 93,318
Available-for-sale financial assets 4,936,379 15,912 4,952,291
Loans and advances to banks - 2,462,438 2,462,438
Loans and advances to customers 51,941 28,266,076 28,318,017
Hedging derivatives 196,633 - 196,633
7,336,543 31,207,699 38,544,242
Liabilities
Resources of central banks - 6,851,615 6,851,615
Financial liabilities held for trading 1,855,892 - 1,855,892
Resources of other financial institutions - 2,632,474 2,632,474
Resources of customers and other loans 2,543,828 17,659,218 20,203,046
Debt securities issued 3,708,060 2,055,387 5,763,447
Hedging derivatives 314,027 - 314,027
Subordinated liabilities - 4,321 4,321
8,421,807 29,203,015 37,624,822
31-12-2011
Valued at Not valued at
fair value fair value Total
Assets
Cash and deposits at central banks - 387,837 387,837
Balances due from banks - 356,962 356,962
Financial assets held for trading 1,995,784 - 1,995,784
Other financial assets designated at fair value through profit or loss 80,121 - 80,121
Available-for-sale financial assets 4,423,499 16,106 4,439,605
Loans and advances to banks - 2,692,911 2,692,911
Loans and advances to customers 53,568 28,318,459 28,372,027
Hedging derivatives 167,302 - 167,302
6,720,274 31,772,275 38,492,549
Liabilities
Resources of central banks - 4,913,234 4,913,234
Financial liabilities held for trading 1,663,299 - 1,663,299
Resources of other financial institutions - 3,611,532 3,611,532
Resources of customers and other loans 1,832,184 18,011,920 19,844,104
Debt securities issued 4,816,609 2,577,256 7,393,865
Hedging derivatives 282,889 - 282,889
Subordinated liabilities - 4,328 4,328
8,594,981 29,118,270 37,713,251

The financial assets and liabilities for which hedge accounting has been applied to are included as valued at fair value, being subject to fair value adjustments on the hedged risk only.

As at 30 June 2012 and 31 December 2011, the fair value of financial assets and liabilities valued at fair value or subject to fair value adjustments in accordance with hedge accounting, was broken down as follows:

30-06-2012
Value adjustments Net
Acquisition due to hedging Impairment and book
cost Accruals Valuation operations depreciation value
Assets
Financial assets held for trading 227,193 - 1,831,079 - - 2,058,272
Other financial assets designated at fair value through profit or loss 90,855 3,779 (1,316) - - 93,318
Available-for-sale financial assets 5,471,406 55,645 (802,297) 266,968 (55,343) 4,936,379
Loans and advances to customers 45,702 410 - 5,841 (12) 51,941
Hedging derivatives - - 196,633 - - 196,633
5,835,156 59,834 1,224,099 272,809 (55,355) 7,336,543
Liabilities
Financial liabilities held for trading - - 1,855,892 - - 1,855,892
Resources of customers and other loans 2,526,442 20,464 - (3,078) - 2,543,828
Debt securities issued 3,585,136 40,551 - 82,373 - 3,708,060
Hedging derivatives - - 314,027 - - 314,027
6,111,578 61,015 2,169,919 79,295 - 8,421,807

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED)

(Amounts in thousands of Euros - tEuros, except when expressly indicated)
--------------------------------------------------------------------------- --
31-12-2011
Value adjustments
Acquisition due to hedging Impairment and book
cost Accruals Valuation operations depreciation value
Assets
Financial assets held for trading 286,984 - 1,708,800 - - 1,995,784
Other financial assets designated at fair value through profit or loss 91,202 1,340 (12,421) - - 80,121
Available-for-sale financial assets 5,127,670 83,579 (939,913) 210,141 (57,978) 4,423,499
Loans and advances to customers 47,809 437 - 5,327 (5) 53,568
Hedging derivatives - - 167,302 - - 167,302
5,553,665 85,356 923,768 215,468 (57,983) 6,720,274
Liabilities
Financial liabilities held for trading - - 1,663,299 - - 1,663,299
Resources of customers and other loans 1,822,365 9,357 - 462 - 1,832,184
Debt securities issued 4,696,585 57,156 - 62,868 - 4,816,609
Hedging derivatives - - 282,889 - - 282,889
6,518,950 66,513 1,946,188 63,330 - 8,594,981

The methods used to determine fair value are based on market prices on active markets or other valuation techniques, such as discounted cash flows. As at 30 June 2012 and 31 December 2011, the book value of the financial instruments valued at fair value or subject to value adjustments due to hedging operations, is as follows:

30-06-2012
Method of determining fair value
Quoted in
Other valuation
active markets techniques
(Level 1) (Level 2) (Level 3) Total
Assets
Financial assets held for trading 227,193 1,831,079 - 2,058,272
Other financial assets designated at fair value through profit or los 93,318 - - 93,318
Available-for-sale financial assets 4,638,213 280,157 18,009 4,936,379
Loans and advances to customers - 51,941 - 51,941
Hedging derivatives - 196,633 - 196,633
4,958,724 2,359,810 18,009 7,336,543
Liabilities
Financial liabilities held for trading - 1,855,892 - 1,855,892
Resources of customers and other loans - 2,543,828 - 2,543,828
Debt securities issued - 3,708,060 - 3,708,060
Hedging derivatives - 314,027 - 314,027
- 8,421,807 - 8,421,807
31/12/2011
Method of determining fair value
Quoted in
Other valuation
active markets techniques
(Level 1) (Level 2) (Level 3) Total
Assets
Financial assets held for trading 287,010 1,708,774 - 1,995,784
Other financial assets designated at fair value through profit or los 80,121 - - 80,121
Available-for-sale financial assets 3,615,429 804,088 3,982 4,423,499
Loans and advances to customers - 53,568 - 53,568
Hedging derivatives - 167,302 - 167,302
3,982,560 2,733,732 3,982 6,720,274
Liabilities
Financial liabilities held for trading - 1,663,299 - 1,663,299
Resources of customers and other loans - 1,832,184 - 1,832,184
Debt securities issued - 4,816,609 - 4,816,609
Hedging derivatives - 282,889 - 282,889
- 8,594,981 - 8,594,981

In accordance with IFRS 7, the Bank's financial assets and liabilities valued at fair value are classified into three levels:

  • Level 1 Financial instruments recorded at fair value based on quotes in active markets, comprising mainly government debt, private debt and shares.
  • Level 2 Financial instruments recorded at fair value are based on internal valuation models using observable market data as significant inputs. This category includes some securities of the financial assets available for sale portfolio and derivative financial instruments used for hedging and trading. It should be pointed out that the internal valuation models used correspond mainly to discounted cash flow models and "Black-Scholes" based models for options and structured products. The discounted cash flows models use the interest rate curves applicable to each currency observable in market ("present value model").

For derivative financial instruments, the main valuation techniques were as follows:

Derivative instrument
Main Valuation Techniques
Forwards Present Value Model
Interest Rate Swaps Present Value Model
Currency Swaps Present Value Model
Equity Swaps Present Value Model
FRA's Present Value Model
Currency Options Black-Scholes Model, Monte Carlo Model
Equity Options Black-Scholes Model, Heston Model
Interest Rates Options Black-Scholes Model, Heath-Jarrow-Morton Model
Options - Other Black-Scholes Model, Monte Carlo Model, Heath-Jarrow-Morton Model
Caps/Floors Black-Scholes Model, Monte Carlo Model, Heath-Jarrow-Morton Model
  • Level 3 – In this level the Bank classifies the valuation of financial instruments that use internal models with some inputs that do not correspond to observable market data. Some unquoted securities for which the Bank uses market data extrapolations were classified in this category.

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Amounts in thousands of Euros - tEuros, except when expressly indicated)

The most representative interest rate curves by maturity and currency are the following:

30-06-2012 31-12-2011
EUR USD EUR USD
Overnight 0.60% 0.30% 1.00% 0.30%
1 month 0.38% 0.23% 1.10% 1.55%
3 months 0.66% 0.51% 1.40% 1.85%
6 months 0.93% 0.78% 1.65% 2.15%
9 months 1.08% 1.00% 1.83% 2.25%
1 year 1.23% 1.30% 1.98% 2.40%
3 years 0.95% 0.63% 1.39% 0.88%
5 years 1.30% 0.96% 1.74% 1.28%
7 years 1.64% 1.33% 2.07% 1.69%
10 years 1.98% 1.75% 2.38% 2.06%

As at 30 June 2012 and 31 December 2011, the book value and fair value of the financial instruments valued at amortised cost or historical cost was the following:

30-06-2012
Book Fair
value value Difference
Assets
Cash and deposits at central banks 279,429 279,429 -
Balances due from banks 183,844 183,844 -
Available-for-sale financial assets 15,912 15,912 -
Loans and advances to banks 2,462,438 2,595,457 133,019
Loans and advances to customers 28,266,076 25,911,616 (2,354,460)
31,207,699 28,986,258 (2,221,441)
Liabilities
Resources of central banks (6,851,615) (6,862,423) (10,808)
Resources of other financial institutions (2,632,474) (2,652,316) (19,842)
Resources of customers and other loans (17,659,218) (17,780,569) (121,351)
Debt securities issued (2,055,387) (1,567,240) 488,147
Subordinated liabilities (4,321) (4,287) 34
(29,203,015) (28,866,835) 336,180
31-12-2011
Book Fair
value value Difference
Assets
Cash and deposits at central banks 387,837 387,837 -
Balances due from banks 356,962 356,962 -
Available-for-sale financial assets 16,106 16,106 -
Loans and advances to banks 2,692,911 2,889,517 196,606
Loans and advances to customers 28,318,459 26,139,361 (2,179,098)
31,772,275 29,789,783 (1,982,492)
Liabilities
Resources of central banks (4,913,234) (4,883,949) 29,285
Resources of other financial institutions (3,611,532) (3,534,077) 77,455
Resources of customers and other loans (18,011,920) (18,070,005) (58,085)
Debt securities issued (2,577,256) (1,740,447) 836,809
Subordinated liabilities (4,328) (4,263) 65
(29,118,270) (28,232,741) 885,529

As at June 30, 2012, if the fair value of the most of the debt issued subject to hedging operations included in the debt securities issued item (second and third covered bond issues) was calculated, it would be lower than the respective carrying amount by approximately tEuros 244,613 (tEuros 596,042 as at 31 December 2011).

The main assumptions used in the calculation of the fair value, by type of financial instrument, were the following:

  • Future cash flows of applications and resources of credit institutions were discounted using the interest rate curves of the money market.
  • The fair value of variable rate loans was determined by considering the average spread of the production in the last quarter of the year, for the purpose of discounting the future portfolio cash flows. In the case of fixed rate loans, future cash flows were discounted at the average rates used by the Bank in the last quarter of the year;
  • The fair value of demand deposits from clients was considered to be equal to their book value. For term deposits the Bank used the average rates for deposits, in the last month of the year, considering each type of deposit;
  • The fair value of debt securities issued was determined by discounting the future cash flows considering the market conditions of similar issues at the end of the year;
  • The fair value of subordinated liabilities was determined by discounting the future cash flows at market rates for the residual term of each issue.

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Amounts in thousands of Euros - tEuros, except when expressly indicated)

RISK MANAGEMENT

CREDIT RISK

Credit risk management by the Bank includes identification, measurement, integration and evaluation of different credit risk exposures and analysis of return in relation to risk, on an overall basis, as well as for each area of activity.

Credit risk management is provided by an independent area, the Group Risk Area, which is responsible for managing the special client vigilance system, credit risk segmentation based on the characteristics of customers and products and for the scoring systems (applicable to mortgage loans, consumer credit and credit cards) and ratings used by the Bank.

Counterparty risk consists of the potential credit risk on transactions in financial markets, corresponding to the possibility of non-compliance by the counterparty with the contracted terms and subsequent financial loss for the Bank. Such transactions include the purchase and sale of securities, the contracting of sale transactions with repurchase agreements, the loan of securities and derivative instruments. Considering the complexity and volume of the transactions, as well as the requirements of an adequate control of the consolidated risks with certain customer segments, perimeter control is defined in accordance with the segments involved.

Control of these risks is carried out on a daily basis using an integrated system that records the limits approved, updates the positions in real time, provides information on the limits available and aggregate exposure, also in real time, for the different products and maturities. The system also enables the concentration of risk by groups of customers/counterparties to be controlled on a transversal basis (at several levels).

Derivative position risk (known as Equivalent Credit Risk) is determined as the sum of the present value of each contract (or present cost of substitution) with its Potential Risk, that reflects the estimated maximum expected value until maturity, in accordance with the volatility of the underlying market and contracted cash flow structure.

For specific customer segments (namely global corporate customers) the Bank has implemented credit limits that consider economic capital, incorporating variables relating to the credit quality of each counterparty in the quantitative control.

As at 30 June 2012 and 31 December 2011, the maximum exposure to credit risk and corresponding book value of the financial instruments is made up as follows:

30-06-2012 31-12-2011
Book Maximum Book Maximum
value exposure value exposure
Cash and deposits at central banks 279,429 279,429 387,837 387,837
Balances due from banks 183,844 183,844 356,962 356,962
Financial assets held for trading 2,058,272 2,058,272 1,995,784 1,995,784
Other financial assets designated at fair value through profit or lo 93,318 93,318 80,121 80,121
Available-for-sale financial assets 4,952,291 4,952,291 4,439,605 4,439,605
Loans and advances to banks 2,462,438 2,462,438 2,692,911 2,692,911
Loans and advances to customers 28,318,017 34,276,044 28,372,027 34,382,026
Hedging derivatives 196,633 196,633 167,302 167,302
Investments in associates 142,763 142,763 133,052 133,052
38,544,242 44,502,269 38,492,549 44,502,548
Guarantees given 1,540,634 1,540,634 2,058,818 2,058,818

The maximum exposure in "Loans and advances to customers" as at 30 June 2012, includes tEuros 1,399,910 and tEuros 4,558,117 relating to irrevocable credit lines and revocable credit lines, respectively (tEuros 1,217,742 and tEuros 4,792,257 on 31 December 2011, respectively).

Loans granted

The Bank periodically reviews loans and advances to customers and other receivables in order to identify evidence of impairment. For the purpose of the collective analysis of impairment losses, the Bank segments the credit portfolio in accordance with the type of product and type of customer involved in the operations (Note 11). In this respect, as at 30 June 2012 and 31 December 2011, the loans granted to customers without evidence of impairment is made up as follows:

30-06-2012 31-12-2011
Consumer credit 1,054,046 1,111,840
Mortgage loans 15,106,173 15,384,875
Other loans and advances to individuals 444,861 435,914
Credit cards of individuals 242,329 250,675
Total credit without evidence of impairment granted to individuals 16,847,409 17,183,304
Loans and advances to large companies 1,532,047 1,361,928
Loans and advances to medium-sized companies 4,306,646 4,684,117
Loans and advances to small companies 611,020 652,240
Leasing 903,143 1,045,821
Factoring 1,175,875 1,271,079
Credit cards of companies 11,691 12,144
Loans and advances to financial institutions - 1
Commercial paper 1,481,295 655,200
Total credit without evidence of impairment granted to companies 10,021,717 9,682,530
Guarantees given 1,451,153 1,988,824
Total credit granted without evidence of impairment 28,320,279 28,854,658

The risk analysis for clients or economic groups where the Bank has an exposure of more than 500,000 Euros are made by analysts risks that follow customers and is supported by a mandatory internally developed rating model approved by regulators. The risk level inherent to the customer is implied in the allocation of internal rating levels, which can go from 1 to 9, a probability of default to a year that the bank monitors and calibrates in a constant and regular form. The rating is determined based on an analysis of the following parameters:

  • . Demand/Market;
  • . Partners/Management;
  • . Access to credit;
  • . Profitability;
  • . Generation of funds;
  • . Solvency.

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Amounts in thousands of Euros - tEuros, except when expressly indicated)

A classification from 1 (minimum) to 9 (maximum) is attributed to these factors in accordance with the following weighting:

Weighting parameters Large
Companies
Small and medium-sized
Companies
Demand/Market 20% 20%
Partners/Management 25% 15%
Access to credit 10% 10%
Profitability 15%
Generation of funds 25% 55%
Solvency 15%

The rating is calculated by analysts, based on information supplied by the customer, general information of the business sector and external databases. The final rating, by each weighting parameter, is subsequently introduced into the Bank's IT system.

In general terms, the Bank's internal rating classification may be described and classified in the following manner:

Rating 1 – 3: Customer with high credit risk; Rating 4 – 6: Customer with moderate credit risk; Rating 7 – 9: Customer with with low credit risk.

As at 30 June 2012 and 31 December 2011, the loans granted to companies without evidence of impairment, is made up as follows by internal rating:

30-06-2012 31-12-2011
Credit Guarantees Credit Guarantees
granted given granted given
Rating 7 - 9 319,735 41,441 369,368 41,815
Rating 4 - 6 6,138,664 1,176,203 6,142,092 1,214,133
Rating 1 - 3 610,190 84,228 697,212 85,918
7,068,589 1,301,872 7,208,672 1,341,866
Without Rating 1,460,142 112,181 1,806,513 160,073
8,528,731 1,414,053 9,015,185 1,501,939
Credit cards of companies 11,691 - 12,144 -
Financial institutions - 37,101 1 486,885
Commercial paper 1,481,295 - 655,200 -
10,021,717 1,451,153 9,682,530 1,988,824

With regard to loans granted to individuals without evidence of impairment, provisions obtained from the impairment model in effect in the Bank as at 30 June 2012 and 31 December 2011 came to tEuros 54,422 and tEuros 37,437, respectively, corresponding to percentages on these dates of 0.32% and 0.22%, respectively.

As at 30 June 2012 and 31 December 2011, the loans granted to customers with evidence of impairment, was made up as follows:

Guarantees given 90,044
=====
70,559
=====
2,212,138
========
2,091,403
=======
. Between 90 and 180 days
. Over 180 days
115,532
711,465
-------------
97,880
529,589
------------
Maturing loans
Overdue loans
. Up to 90 days
1,327,862
57,279
1,409,667
54,267
30-06-2012 31-12-2011

As at 30 June 2012 and 31 December 2011, overdue credit or impaired credit determined by specific analysis guaranteed by mortgage, pledged deposits at the Bank, debt securities issued by the entity itself or with no guarantee, is made up as follows:

30-06-2012 31-12-2011
Outstanding
principal
Value of
guarantee/collateral
Outstanding
principal
Value of
guarantee/collateral
Credit overdue or impaired determined by specific analysis:
Guarantees in excess of the principal due 463,754 1,492,480 464,167 972,751
Guarantees low er than the principal due 192,338 42,159 554,772 215,718
Without guarantee 1,209,116 - 1,474,172 -
1,865,208 1,534,639 2,493,111 1,188,469

As at 30 June 2012 and 31 December 2011, the book value of executed guarantees and other collateral relating to credit granted amounted to tEuros 243,296 and tEuros 215,389, respectively, and is made up as follows:

30-06-2012 31-12-2011
Assets received as settlement of defaulting loans (Note 13)
. Properties 207,921 177,737
. Equipment 5,157 3,982
. Participation units 18,663 -
Other assets received as settlement of defaulting loans (Note 17) 101,569 89,888
Available-for-sale financial assets 22,121 40,784
355,431 312,391
Impairment of assets received as settlement of defaulting loans
. Properties (62,676) (53,639)
. Equipment (3,631) (2,785)
. Other (23,707) (18,456)
Impairment of available-for-sale financial assets (22,121) (22,121)
(112,135) (97,001)
243,296 215,390

NOTES TO THE CONSOLIDATED FINANCIAL STATEMENTS ON 30 JUNE 2012 AND 2011 (RESTATED) (Amounts in thousands of Euros - tEuros, except when expressly indicated)

As at 30 June 2012 and 31 December 2011, the book value referring to debt instruments is made up as follows, by external rating:

30-06-2012 31-12-2011
Financial assets designated at fair value through profit or loss
Rating S&P
BBB+ / BBB / BBB- 93,318 80,121
93,318 80,121
Available-for-sale financial assets
Rating S&P
AA+ / AA / AA- 8,404 1,628,499
BBB+ / BBB / BBB- 1,501,933 1,578,621
BB+ / BB / BB- 2,752,512 209,729
Without external rating 504,514 954,434
4,767,363 4,371,283
4,860,681 4,451,404

LIQUIDITY RISK

The liquidity risk management policy is decided by the top level area in the organization structure responsible for Asset and Liability Management (ALM) and the Assets and Liabilities Committee (ALCO), which is chaired by the President of the Executive Committee and includes the members of the Executive Committee responsible for the Financial, Treasury, Commercial, Marketing and International Areas. The ALCO Committee meets monthly and analyses balance sheet risks and strategic options.

The following balance sheet risk management limits are defined for the ALM Area:

  • Limits aimed to control interest rate risk, namely financial margin (NIM) sensitivity and asset value (MVE) sensitivity to unexpected fluctuations in interest rates; and
  • Limits aimed to control liquidity risk through liquidity coefficient and accumulated net illiquidity indicators.

The Group's financing policy considers the evolution of the balance sheet components, the structural position of terms to maturity of assets and liabilities, the net inter-bank indebtedness level given the credit lines available, dispersion of the maturities and minimization of funding activity related costs. In this respect, the medium term bonds issued to retail banking clients contribute to the structural adequacy.

Under its liquidity policy, as at 30 June 2012, the Bank has a Euro Medium Term Notes (EMTN) programme of tEuros 10,000,000, of which tEuros 1,226,550 have been issued.

It should be noted that the Bank does not analyze liquidity risk of financial instruments held for trading.

The contractual projected cash flows of financial instruments (not discounted) as at 30 June 2012 and 31 December 2011 were as follows:

30-06-2012
Up to 3 From 3 months From 1 to From 3 to Over
On demand months to 1 year 3 years 5 years 5 years Undetermined Total
Assets
Cash and deposits at central banks 176,609 254 780 2,085 2,088 149,821 - 331,637
Balances due from banks 183,844 - - - - - - 183,844
Financial assets held for trading 2,058,272 - - - - - - 2,058,272
Other financial assets designated at fair value through profit or loss - 4,909 - 94,901 - - - 99,810
Available-for-sale financial assets 2 27,046 1,574,655 2,033,275 252,501 2,253,240 243,777 6,384,496
Loans and advances to banks 1,343,988 394,891 37,085 376,561 321,997 160,632 - 2,635,154
Loans and advances to customers 506,185 3,233,352 4,520,311 4,778,801 3,150,933 18,757,000 - 34,946,582
Hedging derivatives 196,633 - - - - - - 196,633
Investments in associates - - - - - - 143,263 143,263
4,465,533 3,660,452 6,132,831 7,285,623 3,727,519 21,320,693 387,040 46,979,691
Liabilities
Resources of central banks 1,830,155 - - 5,154,467 - - - 6,984,622
Financial liabilities held for trading 1,855,892 - - - - - - 1,855,892
Resources of other financial institutions 233,191 1,670,946 58,361 434,135 293,167 - - 2,689,800
Resources of customers and other loans 5,798,379 4,205,686 5,055,628 2,961,308 2,601,531 243,395 - 20,865,927
Debt securities issued 82,570 278,975 1,491,158 2,584,182 481,261 1,210,342 - 6,128,488
Hedging derivatives 314,027 - - - - - - 314,027
Subordinated liabilities - 4,341 - - - - - 4,341
10,114,214 6,159,948 6,605,147 11,134,092 3,375,959 1,453,737 - 38,843,097
31-12-2011
Up to 3 From 3 months From 1 to From 3 to Over
On demand months to 1 year 3 years 5 years 5 years Undetermined Total
Assets
Cash and deposits at central banks 186,840 508 1,535 4,076 4,081 290,803 - 487,843
Balances due from banks 356,962 - - - - - - 356,962
Financial assets held for trading 1,995,784 - - - - - - 1,995,784
Other financial assets designated at fair value through profit or loss - - 4,909 94,901 - - - 99,810
Available-for-sale financial assets 34,652 1,095,018 239,605 1,439,120 881,861 2,317,414 132,061 6,139,731
Loans and advances to banks 1,318,976 587,418 6,965 79,838 659,418 364,647 - 3,017,262
Loans and advances to customers 320,687 3,160,729 5,293,895 6,481,685 4,245,405 14,734,212 - 34,236,613
Hedging derivatives 167,302 - - - - - - 167,302
Investments in associates - - - - - - 133,552 133,552
4,381,203 4,843,673 5,546,909 8,099,620 5,790,765 17,707,076 265,613 46,634,859
Liabilities
Resources of central banks - 2,517,830 - - 2,475,600 - - 4,993,430
Financial liabilities held for trading 1,663,299 - - - - - - 1,663,299
Resources of other financial institutions 898,441 1,767,346 52,556 196,904 700,795 95,203 - 3,711,245
Resources of customers and other loans 5,659,027 5,445,875 4,596,317 2,387,104 2,141,908 199,668 - 20,429,899
Debt securities issued 62,919 100,261 1,825,804 3,692,185 693,491 1,655,971 - 8,030,631
Hedging derivatives 282,889 - - - - - - 282,889
Subordinated liabilities - 4,350 - - - - - 4,350
8,566,575 9,835,662 6,474,677 6,276,193 6,011,794 1,950,842 - 39,115,743

The projected cash flows of the financial instruments were determined based on principles and assumptions used by the Group to manage and control liquidity resulting from its operations. The following main assumptions were used to determine the projected cash flows:

  • The projected cash flows of assets and liabilities with variable remuneration related to the interest rate curve were calculated considering the forward interest rate curve;
  • Financial instruments classified as "non-structural" were considered as maturing on demand, except for investments in associates and equity instruments recorded asassets available for sale, which were considered of undetermined maturity. Non structural assets and liabilities correspond to assets not subject to changes in interest rate (cash, balances due from banks, equity instruments classified as financial assets available for sale and investments in associates) and assets and liabilities held for trading, the management of which is based on the control of the exposure to the market risk. In this regard, the Group considers the fair value of the assets and liabilities held for trading as being its market value on demand;
  • Credit line operations without defined maturity or periodically renewable dates, such as bank overdrafts and current account credit lines, were considered to have an average maturity of 25 months;
  • The projected cash flows of demand deposits were considered as being payable on demand.

MARKET RISK

Market risk consists in the potential fluctuation of a financial asset's value due to unanticipated variations in the market variables, such as interest rates, exchange rates, credit spreads, equity security prices, precious metals and commodities.

The standard methodology applied for the Santander Totta Group's trading activity is Value at Risk (VaR). Historical simulation with a 99% confidence level and a time horizon of one day is used as the basis, statistical adjustments having been applied, to enable the more recent occurrences that affect the level of risk assumed to be included rapidly and effectively. This measure is only used in the Group's treasury management, the Bank using specific sensitivity measures.

The VaR calculated represents a daily estimate of the maximum potential risk under normal market conditions (individually by portfolio/business sector and for the overall positions), within the underlying assumptions of the model.

In addition, other measures are carried out that enable additional risk control to be maintained. In abnormal market conditions Stress Testing is carried out. This consists of defining extreme behavioural scenarios with different financial variables in order to obtain the corresponding potential impact on results. In short, the analysis of scenarios tries to identify the potential risk in extreme market conditions and scenarios at the limits of probability, not covered by VaR.

In parallel with this, daily positions are also monitored, with an exhaustive control being made of changes in the portfolios so as to detect possible situations that might require immediate correction. A daily income statement is prepared in order to identify the impact of changes in variables or in the composition of the portfolios.

The Bank uses sensitivity measures and equivalent positions. In the case of interest rate it uses the BPV – estimated impact on results of parallel changes in interest rate curves. Because of the unusual nature of derivative operations, specific sensitivity measures are carried out daily, namely calculation of sensitivity to changes in the underlying prices (delta and gamma), volatility (vega) and time (theta).

Quantitative limits, classified into two groups, are used for the trading portfolio, based on the following objectives:

  • Limits aimed at protecting the volume of potential losses (VaR, Equivalent positions and sensitivity); and
  • Limits aimed at protecting the volume of effective losses or protecting the results already achieved during the period (Loss Triggers and Stop Losses).

The model used to analyze interest rate structural risk enables all the factors relating to balance sheet market risks to be controlled, namely the risk resulting directly from changes in the yield curve, given the existing indexing and re-pricing structure that determine the sensitivity of the financial margin and sensitivity of the asset value of balance sheet instruments.

Interest rate risk

As at 30 June 2012 and 31 December 2011, financial instruments by exposure to interest rate risk are as follows:

30-06-2012
Exposure to Not subject to
Fixed rate Variable rate interest rate risk Derivatives Total
Assets
Cash and deposits at central banks - 102,887 176,542 - 279,429
Balances due from banks - - 183,844 - 183,844
Financial assets held for trading - - 227,193 1,831,079 2,058,272
Other financial assets designated at fair value through profit or loss 90,855 - 2,463 - 93,318
Available-for-sale financial assets 4,902,999 347,235 (297,943) - 4,952,291
Loans and advances to banks 1,905,131 183,185 374,122 - 2,462,438
Loans and advances to customers 1,684,658 26,519,279 114,080 - 28,318,017
Hedging derivatives - - - 196,633 196,633
8,583,643 27,152,586 780,301 2,027,712 38,544,242
Liabilities
Resources of central banks 29,786 6,800,018 21,811 - 6,851,615
Financial liabilities held for trading - - - 1,855,892 1,855,892
Resources of other financial institutions 2,120,608 385,941 125,925 - 2,632,474
Resources of customers and other loans 15,026,251 4,938,539 238,256 - 20,203,046
Debt securities issued 3,713,286 1,926,321 123,840 - 5,763,447
Hedging derivatives - - - 314,027 314,027
Subordinated liabilities - 4,274 47 - 4,321
20,889,931 14,055,093 509,879 2,169,919 37,624,822
31-12-2011
Exposure to Not subject to
Fixed rate Variable rate interest rate risk Derivatives Total
Assets
Cash and deposits at central banks - 201,130 186,707 - 387,837
Balances due from banks - - 356,962 - 356,962
Financial assets held for trading - - 287,032 1,708,752 1,995,784
Other financial assets designated at fair value through profit or loss 91,202 - (11,081) - 80,121
Available-for-sale financial assets 4,190,407 828,000 (578,802) - 4,439,605
Loans and advances to banks 2,248,983 305,621 138,307 - 2,692,911
Loans and advances to customers 2,141,904 26,135,221 94,902 - 28,372,027
Hedging derivatives - - - 167,302 167,302
8,672,496 27,469,972 474,027 1,876,054 38,492,549
Liabilities
Resources of central banks - 4,900,007 13,227 - 4,913,234
Financial liabilities held for trading - - - 1,663,299 1,663,299
Resources of other financial institutions 2,850,564 617,229 143,739 - 3,611,532
Resources of customers and other loans 14,403,256 5,177,142 263,706 - 19,844,104
Debt securities issued 4,838,253 2,432,154 123,458 - 7,393,865
Hedging derivatives - - - 282,889 282,889
Subordinated liabilities - 4,274 - 54 4,328
22,092,073 13,130,806 544,130 1,946,242 37,713,251

Financial instruments – structural balance (excluding assets and liabilities held for trading)

The methodology used for the calculation of the sensitivity of the net asset value simulates the variation in the market value of assets and liabilities, based on changes of 100 basis points (bp's) in the forward interest rate curve. This methodology uses the following parameters and assumptions:

  • all assets and liabilities that are sensitive to variations in interest rates are identified, that is, whose value and corresponding contribution to financial margin change as a result of changes in market rates;
  • the assets and liabilities are grouped in accordance with their exposure to interest rate risk;
  • future cash flows, duly distributed by the re-pricing dates (variable rate) or maturity dates (fixed rate), are calculated for each operation (contract);
  • operations are sub-grouped by re-pricing/maturity date for each previously defined group;
  • the intended time intervals for measurement of the interest rate gaps are defined;
  • for each group, the flows are re-grouped based on the intervals created;
  • for each product considered to be sensitive, but which does not have a defined maturity date, the distribution parameters are estimated based on previously studied behavioural models;
  • the total inflows and outflows are calculated for each interval and the difference between them, corresponding to the interest rate risk gap, is determined for each interval.

The interest rate gap enables an approximation to be made of the sensitivity of the asset value and the financial margin to variations in market rates. This approximation uses the following assumptions:

  • the volumes remain constant in the balance sheet and are automatically renewed;
  • the movement in interest rates are assumed to be parallel, while the possibility of actual changes for different terms of the interest rate curve is not considered;
  • different elasticity between the various products is not considered.

In terms of variation in net asset value, increases in interest rates assume a decrease in the amount of the intervals with positive gaps and an increase in the value of the negative gaps. A decrease in interest rates has the opposite effect.

General assumptions of this interest rate sensitivity analysis

  • Evolution of the balance sheet a static balance sheet is assumed, under which the amounts of the contracts that mature are replaced by new operations of the same amount, so that the balance sheet balances remain constant during the period under analysis.
  • Maturities and re-pricing the actual maturity and re-pricing dates of the operations are considered. The value of the assets and liabilities that do not change with changes in interest rates are not considered to be sensitive.
  • Indexing factors the indexing factors defined contractually are considered, and for simulation purposes a spot curve as at the valuation date with a forward underlying curve is used.
  • New Business features (term, spread, indexing factor and other) the conditions applied in the budget for each product are used. When these features cease to be within market conditions for certain products, the average conditions in place in the last month or new commercial directives for each product under review is used.

As at 30 June 2012 and 31 December 2011, the sensitivity of the asset value of these financial instruments to positive and negative variations of 100 basis points (bp's) corresponds to:

30-06-2012 31-12-2011
Change Change Change Change
Assets + 100 bp's - 100 bp's + 100 bp's - 100 bp's
Cash and deposits at central banks 1,017 (941) 1,954 (1,954)
Available-for-sale financial assets 2,516 (2,437) 2,503 (2,499)
Loans and advances to banks 14,422 (13,703) 3,076 (3,077)
Loans and advances to customers 211,071 (205,823) 203,667 (203,378)
229,026 (222,904) 211,200 (210,908)
Hedging derivatives (39,021) 39,152 (37,970) 37,966
Liabilities
Resources of central banks 50,139 (38,328) 47,278 (47,278)
Resources of other financial institutions 34,805 (33,961) 11,853 (11,844)
Resources of customers and other loans 79,724 (73,941) 88,286 (84,198)
Debt securities issued 14,764 (14,624) 18,692 (18,654)
179,432 (160,854) 166,109 (161,974)

Financial instruments held for trading

Besides the Bank's own calculation methodology, the basic parameters for the calculation of VaR are as follows:

  • Time horizon: The period of time used for calculating potential losses on a portfolio, for measuring VaR (daily) is 1 day.
  • Confidence level: both VaR (potential loss) and VaE (potential gain) are determined with a confidence level of 99% (1% and 99%, respectively, of the distribution of losses and gains).
  • Exponential deterioration factor: Enables the amount of change in market factors to be exponentially weighted over time, by giving less weight to more distant observations in time. The exponential deterioration factor applied is calculated periodically by Market Risk Methodology.

In any case, the values of VaR are those which are greater when the calculation is made with the factor of deterioration in force and the calculation with uniform weights.

  • Currency of calculation: VaR calculations are made in Euros, which ensures that local currency is the risk currency. VaR results are reported in US Dollars in order to allow accumulation of different units.
  • The time window of market data: A 2 year time window is used or at least 520 items of data obtained from the VaR calculation reference date going back in time.

The calculation of the VaR Percentile assumes that the set of 520 observations considered all have the same weight. The VaR Weighted Percentile assumes the granting of a significantly higher weight to the more recent observations in relation to the reference date of the analysis.

Historic simulation consists of using historic changes as a distribution model of possible changes in risk factors. Therefore the period chosen must be sufficiently long and significant, so that all the interactions between the market factors, the volatility and correlation between them, are well reflected in the historical period selected.

On the other hand, a complete revaluation of the portfolio requires valuation for each of the instruments, using the respective mathematical expression in order to obtain the market value of each individual position. Upon using revaluation methods, the implicit non linear effects on certain financial products as a result of market factor changes are calculated and retained in the VaR amounts.

As at 30 June 2012 and 31 December 2011, the VAR associated to the interest rate risk corresponded to:

30-06-2012 31-12-2011
VaR Percentil 99% (27) (34)
VaR Weighted Percentil 99% (25) (25)

Foreign exchange risk

The profile defined for foreign exchange risk is very conservative and is based on the hedging policy adopted. Implementation of the policy is a responsibility of the Treasury Area so that the risks involved are maintained at a low level, this being achieved mainly through currency swaps. Exchange risk limits are established and monitored by the Market Risk Area.

As at 30 June 2012 and 31 December 2011, financial instruments by currency are as follows:

30-06-2012
Other
Euros US Dollars currencies Total
Assets
Cash and deposits at central banks 276,215 1,679 1,535 279,429
Balances due from banks 142,628 34,134 7,082 183,844
Financial assets held for trading 2,047,519 10,623 130 2,058,272
Other financial assets designated at fair value through profit or loss 93,318 - - 93,318
Available-for-sale financial assets 4,942,506 9,785 - 4,952,291
Loans and advances to banks 2,058,064 370,170 34,204 2,462,438
Loans and advances to customers 28,221,250 57,863 38,904 28,318,017
Hedging derivatives 195,784 849 - 196,633
37,977,284 485,103 81,855 38,544,242
Liabilities
Resources of central banks 6,821,829 29,786 - 6,851,615
Financial liabilities held for trading 1,842,473 13,335 84 1,855,892
Resources of other financial institutions 2,282,049 339,540 10,885 2,632,474
Resources of customers and other loans 19,120,851 904,214 177,981 20,203,046
Debt securities issued 5,763,447 - - 5,763,447
Hedging derivatives 313,264 763 - 314,027
Subordinated liabilities 4,321 - - 4,321
36,148,234 1,287,638 188,950 37,624,822
31-12-2011
Other
Euros US Dollars currencies Total
Assets
Cash and deposits at central banks 382,103 3,631 2,103 387,837
Balances due from banks 320,314 23,126 13,522 356,962
Financial assets held for trading 1,988,164 7,472 148 1,995,784
Other financial assets designated at fair value through profit or loss 80,121 - - 80,121
Available-for-sale financial assets 4,429,999 9,606 - 4,439,605
Loans and advances to banks 2,295,560 378,576 18,775 2,692,911
Loans and advances to customers 28,281,995 51,966 38,066 28,372,027
Hedging derivatives 166,846 456 - 167,302
37,945,102 474,833 72,614 38,492,549
Liabilities
Resources of central banks 4,913,234 - - 4,913,234
Financial liabilities held for trading 1,655,678 7,473 148 1,663,299
Resources of other financial institutions 3,126,454 475,918 9,160 3,611,532
Resources of customers and other loans 18,794,630 891,766 157,708 19,844,104
Debt securities issued 7,393,865 - - 7,393,865
Hedging derivatives 282,079 810 - 282,889
Subordinated liabilities 4,328 - - 4,328
36,170,268 1,375,967 167,016 37,713,251

As at 30 June 2012 and 31 December 2011, the VaR associated to the foreign exchange risk corresponded to:

30-06-2012 31-12-2011
VaR Percentil 99% (7) (16)
VaR Weighted Percentil 99% (5) (9)

Equity risk of assets

Financial instruments held for trading

As at 30 June 2012 and 31 December 2011, had no equity risk of its financial instruments held for trading, therefore the VaR related to this risk is zero.

48. NOTE ADDED FOR TRANSLATION

These financial statements are a translation of the financial statements originally issued in Portuguese language. In the event of discrepencies, the Portuguese language version prevails.

DEBT SECURITIES ISSUED AS AT 30 JUNE 2012 (Note 21)

(Amounts expressed in thousands of Euros – tEuros)

Sec
uritie
s iss
ued
Cur
renc
y
Tota
l
Amo
of th
e iss
unt
Sub
scrib
ed
by th
e G
roup
ue
Con
solid
ated
Bala
She
et
nce
Acc
rual
Valu
e ad
just
ts
men
of h
edg
ing
ratio
ope
ns
Tota
l
Con
solid
ated
Bala
She
et
nce
Inte
rest
rate
Issu
e
Dat
e
Mat
urity
Dat
e
Inde
x
Bon
ds i
ed
ssu
Bon
ds
Call
Auto
able
80-
20
EUR 1.61
1
1.61
1
(25
5)
1.35
6
Var
iable
07-0
6-20
11
07-0
6-20
13
f Sh
Bas
ket o
ares
Auto
Call
able
80-
20 2
nd s
erie
s
EUR 2.95
0
- 2.95
0
- (11
6)
2.83
4
Var
iable
30-0
8-20
10
30-0
8-20
13
Bas
ket o
f Sh
ares
Wor
ld B
aske
t Oc
tobe
r 20
12
EUR 7.05
0
- 7.05
0
- (2.8
45)
4.20
5
Var
iable
12-1
0-20
09
12-1
0-20
12
Bas
ket o
f ind
exes
Euro
pa 5
EUR 7.42
4
- 7.42
4
- (62
)
7.36
2
Var
iable
08-0
3-20
10
08-0
3-20
13
Bas
ket o
f sh
ares
Euro
pa 5
2nd
ies
ser
EUR 3.09
4
- 3.09
4
- (22
)
3.07
2
Var
iable
25-0
5-20
10
25-0
5-20
13
Bas
ket o
f sh
ares
Euro
pa 1
55
EUR 1.92
0
- 1.92
0
- (34
)
1.88
6
Var
iable
28-0
6-20
10
28-0
6-20
14
2 sh
inde
are
xes
Euro
pa B
ond
s 2n
d se
ries
EUR 1.21
0
-
-
1.21
0
-
-
- 1.21
0
Var
iable
09-1
1-20
09
09-1
1-20
12
Bas
ket o
f Sh
ares
Perf
Ma
is
orm
ance
EUR 63.0
96
6.36
7
56.7
29
354 2.35
5
59.4
38
Var
iable
24-1
1-20
09
24-1
1-20
14
Bas
ket o
f ind
exes
Perf
Ma
is II
orm
ance
EUR 13.7
31
- 13.7
31
75 487 14.2
93
Var
iable
22-1
2-20
09
15-0
1-20
15
f ind
Bas
ket o
exes
Ren
dime
nto
Euro
peu
EUR 99.7
96
12.4
34
87.3
62
920 4.02
1
92.3
03
Var
iable
06-0
8-20
09
06-0
8-20
14
Stoc
k ex
cha
inde
nge
x
Ren
dime
Glob
al
nto
EUR 3.76
7
- 3.76
7
- (21
)
3.74
6
Var
iable
18-0
1-20
10
18-0
1-20
13
Bas
ket o
f Sh
ares
ST D
ion C
ivers
ifica
Inve
st 2
nd a
tizat
usto
çao
mor
mer
s
EUR 28.0
08
8.97
7
19.0
31
1.14
0
1.66
8
21.8
39
Var
iable
17-0
3-20
09
28-0
3-20
13
/US
EUR
D
ST D
ivers
ifica
Inve
st 3
rd a
tizat
ion C
usto
çao
mor
mer
s
EUR 19.8
17
786 19.0
31
- - 19.0
31
Var
iable
17-0
3-20
09
28-0
3-20
15
Bas
ket o
f ind
exes
ST D
ivers
ifica
Inve
h am
ortiz
atio
n Cu
st 4t
stom
çao
ers
EUR 23.9
13
4.88
2
19.0
31
- - 19.0
31
Var
iable
17-0
3-20
09
28-0
3-20
17
Bas
ket o
f ind
exes
Sup
er R
end
imen
to C
eão
Clie
ntes
EUR 58.9
07
7.41
4
51.4
93
(36
)
51.4
57
Var
iable
23-0
8-20
07
23-1
1-20
12
Bas
ket o
f 5 s
hare
s
amp
Valo
rizaç
ão P
erfo
5 ye
rma
nce
ar
EUR 21.5
33
21.5
33
-
189
2 21.7
24
Var
iable
30-0
9-20
10
30-0
9-20
15
Bas
ket o
f ind
exes
Valo
rizaç
ão P
erfo
ar O
CTO
BER
5 ye
201
0
rma
nce
EUR 9.99
3
- 9.99
3
83 (57
)
10.0
19
Var
iable
02-1
1-20
10
02-1
1-20
15
Bas
ket o
f ind
exes
Doll
ar V
alua
tion
EUR 3.64
5
- 3.64
5
(24
)
3.62
1
Var
iable
12-0
4-20
10
12-0
4-20
13
Rat
e of
exch
e EU
R/U
SD
Top
Ale
ha
man
EUR 65.0
42
- 65.0
42
-
896
1.44
8
67.3
86
Var
iable
14-0
2-20
11
13-0
2-20
15
ang
Bas
ket o
f Sh
ares
Top
Ale
ha F
ebru
201
1
man
EUR 57.8
92
- 57.8
92
951 983 59.8
26
Var
iable
09-0
3-20
11
09-0
3-20
15
f Sh
Bas
ket o
ares
ary
Chin
a Va
luati
on
EUR 56.3
79
- 56.3
79
694 731 57.8
04
Var
iable
11-0
4-20
11
02-0
4-20
15
Inde
x FT
SE C
hina
25
Latin
Am
erica
EUR 2.17
5
- 2.17
5
24 25 2.22
4
Var
iable
20-0
5-20
11
20-0
5-20
14
Bas
ket o
f fun
ds
USA EUR 74.6
07
- 74.6
07
1.12
4
418 76.1
49
Var
iable
30-0
6-20
11
30-0
6-20
14
x St
Inde
and
ard
& Po
or's
500
Latin
Am
erica
Top
3
EUR 99.9
97
- 99.9
97
1.36
9
691 102
.057
Var
iable
01-0
8-20
11
31-1
0-20
14
Inde
x FT
SE
Latib
ex T
Auto
Call
able
85-
15
EUR 3.23
0
- 3.23
0
(29
2)
2.93
8
Var
iable
01-0
8-20
11
31-1
0-20
14
op
Inde
x FT
SE
Latib
ex T
Auto
Call
able
85-
15a
EUR 570 - 570 - 570 Var
iable
01-0
8-20
11
31-1
0-20
14
op
Inde
x FT
SE
Latib
ex T
- - - op
731
.357
40.8
60
690
.497
7.81
9
9.06
5
707
.381
Cov
ered
bon
ds
Hipo
rias
II
teca
EUR 1.00
0.00
0
125
.750
874
.250
18.9
12
36.2
85
929
.447
3,25
%
21-O
ut-2
009
21-O
ut-2
014
Tx F
ixa
Hipo
teca
rias
III
EUR 1.00
0.00
0
1.00
0.00
0
5.15
1
6.98
7
1.01
2.13
8
2,62
5%
15-A
br-2
010
15-A
br-2
013
Tx F
ixa
Hipo
rias
IV -
1st T
teca
r
EUR 750
.000
-
750
.000
4,37
5%
12-J
an-2
011
12-J
an-2
014
Tx F
ixa
Hipo
rias
IV -
2nd
Tr
teca
EUR 600
.000
600
.000
- - - - 4,04
5%
21-J
an-2
011
12-J
an-2
014
Tx F
ixa
Hipo
teca
rias
IV -
4th
Tr
EUR 225
.000
225
.000
- - - - 2,88
3%
16-F
ev-2
011
12-J
an-2
014
Tx F
ixa
Hipo
rias
IV -
5th
Tr
teca
EUR 175
.000
-
175
.000
-
(1.1
29)
- -
173
.871
1,07
7%
30-M
ar-2
011
30-M
ar-2
014
Tx F
ixa
teca
rias
V
EUR 1.25
0.00
0
-
1.25
0.00
0
- 3,18
2%
23-M
ai-2
011
23-M
ai-2
014
Tx F
ixa
Hipo
teca
rias
VI -
1st t
he
EUR 250
.000
250
.000
- - - - 3,20
4%
4-N
ov-2
011
4-N
ov-2
014
Tx F
ixa
Hipo
ranc
rias
VII -
1st
che
teca
tran
EUR 380
.000
380
.000
- - - - 4% 4-N
ov-2
011
4-N
ov-2
014
Tx F
ixa
Hipo - - - - 3,20
5.63
0.00
0
3.58
0.75
0
2.04
9.25
0
22.9
34
43.2
72
2.11
5.45
6
Bon
ds i
ed o
curi
tiza
tion
ratio
ssu
n se
ope
ns
Hipo
totta
1 -
Clas
s A
- No
tes
EUR 196
.808
160
.014
36.7
94
82 - 36.8
76
Var
iable
25-J
ul-2
003
25-N
ov-2
034
Eur
ibor
3m+
0,27
% (a
té a
emb
olso
ant
ecip
ado
a A
gost
o de
201
2); E
urib
o re
or
3m+
0,54
% (a
pós
data
de
bols
tecip
ado
)
reem
o an
Clas
Hipo
totta
4 -
s A
- No
tes
EUR 1.06
8.21
1
524
.926
543
.285
(1.4
10)
- 541
.875
Var
iable
9-D
ez-2
005
30-D
ez-2
048
% (a
té a
4);
Eur
ibor
3m+
0,12
emb
olso
ant
ecip
ado
a D
mbr
o de
201
o re
eze
% (a
pós
)
Euri
bor
3m+
0,24
data
de
bols
tecip
ado
reem
o an
Hipo
4 -
Clas
s C
- No
totta
tes
EUR 122
.735
65.6
37
57.0
98
3 - 57.1
01
Var
iable
9-D
ez-2
005
30-D
ez-2
048
Eur
ibor
3m+
0,29
% (a
té a
emb
olso
ecip
ado
a D
mbr
o de
201
4);
ant
o re
eze
Euri
bor
% (a
pós
data
de
bols
tecip
ado
)
3m+
0,58
reem
o an
Hipo
5 -
Clas
s A2
- N
totta
otes
EUR 926
.158
244
.970
681
.188
(11
2)
- 681
.076
Var
iable
22-M
ar-2
007
28-F
ev-2
060
Eur
ibor
3m+
0,13
% (a
té a
emb
olso
ecip
ado
a F
reiro
de
201
4);
ant
o re
eve
Euri
bor
3m+
0,26
% (a
pós
data
de
bols
tecip
ado
)
reem
o an
CON
Clas
1 -
s A
-Not
es
EUR 399
.785
- 399
.785
2.56
1
- 402
.346
Var
iable
24-J
un-2
011
24-J
un-2
038
Eur
ibor
3m+
0,3%
2.71
3.69
7
995
.547
1.71
8.15
0
1.12
4
- 1.71
9.27
4
Oth
er
EMT
N's
EUR 1.22
6.55
0
45.7
10
1.18
0.84
0
10.4
60
30.0
36
1.22
1.33
6
1.22
6.55
0
45.7
10
1.18
0.84
0
10.4
60
30.0
36
1.22
1.33
6
TOT
AL
DEB
T SE
CUR
ITIE
S IS
SUE
D
10.3
01.6
04
4.66
2.86
7
5.63
8.73
7
42.3
37
82.3
73
5.76
3.44
7

DEBT SECURITIES ISSUED AS AT 30 JUNE 2012 (Note 21)

(Amounts expressed in thousands of Euros – tEuros)

Am
t of
the
issu
oun
e
Acc
rual
Tot
al
Sub
scri
bed
Con
soli
date
d
Sub
scri
bed
C
olid
ated
ons
Inte
rest
Issu
e
Mat
urity
Sec
uriti
es i
ed
ssu
Cur
renc
y
Tota
l
by t
he G
roup
Bal
e S
hee
t
anc
Tot
al
by t
he G
roup
Bal
e S
hee
t
anc
rate Dat
e
Dat
e
Cal
l Op
tion
Per
al S
ubo
rdin
ated
Bo
nds
petu
200
0
EU
R
270
.447
270
.447
- 180 180 - - 3,44
%
Per
al
petu
22 J
201
0
une
Aut
oCa
llab
le 8
0-20
EU
R
4.27
5
- 4.27
5
46 - 46 4.32
1
3,50
%
Per
petu
al
23
Feb
y 20
11
ruar
Per
al S
ubo
rdin
ated
Bo
nds
BS
P 20
01
petu
EU
R
13.8
18
13.8
18
- 151 151 - - 3,50
%
Per
al
petu
23
Feb
y 20
11
ruar
288
.540
284
.265
4.27
5
377 331 46 4.32
1

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